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arXiv · 1711.04694

ABCpy: A High-Performance Computing Perspective to Approximate Bayesian Computation

Ritabrata Dutta·Marcel Schoengens·Lorenzo Pacchiardi·Avinash Ummadisingu·Nicole Widmer·Pierre Künzli·Jukka-Pekka Onnela·Antonietta Mira
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Abstract

ABCpy is a highly modular scientific library for Approximate Bayesian Computation (ABC) written in Python. The main contribution of this paper is to document a software engineering effort that enables domain scientists to easily apply ABC to their research without being ABC experts; using ABCpy they can easily run large parallel simulations without much knowledge about parallelization. Further, ABCpy enables ABC experts to easily develop new inference schemes and evaluate them in a standardized environment and to extend the library with new algorithms. These benefits come mainly from the modularity of ABCpy. We give an overview of the design of ABCpy and provide a performance evaluation concentrating on parallelization. This points us towards the inherent imbalance in some of the ABC algorithms. We develop a dynamic scheduling MPI implementation to mitigate this issue and evaluate the various ABC algorithms according to their adaptability towards high-performance computing.

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Ritabrata Dutta, Marcel Schoengens, Lorenzo Pacchiardi, Avinash Ummadisingu, Nicole Widmer, Pierre Künzli, Jukka-Pekka Onnela, Antonietta Mira. 2017-11-13. ABCpy: A High-Performance Computing Perspective to Approximate Bayesian Computation. https://doi.org/10.18637/jss.v100.i07

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