Approximate Bayesian Computation Population Monte Carlo
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README.rst

abcpmc

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A Python Approximate Bayesian Computing (ABC) Population Monte Carlo (PMC) implementation based on Sequential Monte Carlo (SMC) with Particle Filtering techniques.

approximated 2d posterior (created with triangle.py).

The abcpmc package has been developed at ETH Zurich in the Software Lab of the Cosmology Research Group of the ETH Institute of Astronomy.

The development is coordinated on GitHub and contributions are welcome. The documentation of abcpmc is available at readthedocs.org and the package is distributed over PyPI.

Features

  • Entirely implemented in Python and easy to extend

  • Follows Beaumont et al. 2009 PMC algorithm

  • Parallelized with muliprocessing or message passing interface (MPI)

  • Extendable with k-nearest neighbour (KNN) or optimal local covariance matrix (OLCM) pertubation kernels (Fillipi et al. 2012)

  • Detailed examples in IPython notebooks