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arXiv · 2203.13043

pyABC: Efficient and robust easy-to-use approximate Bayesian computation

Yannik Schälte·Emmanuel Klinger·Emad Alamoudi·Jan Hasenauer
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Abstract

The Python package pyABC provides a framework for approximate Bayesian computation (ABC), a likelihood-free parameter inference method popular in many research areas. At its core, it implements a sequential Monte-Carlo (SMC) scheme, with various algorithms to adapt to the problem structure and automatically tune hyperparameters. To scale to computationally expensive problems, it provides efficient parallelization strategies for multi-core and distributed systems. The package is highly modular and designed to be easily usable. In this major update to pyABC, we implement several advanced algorithms that facilitate efficient and robust inference on a wide range of data and model types. In particular, we implement algorithms to account for noise, to adaptively scale-normalize distance metrics, to robustly handle data outliers, to elucidate informative data points via regression models, to circumvent summary statistics via optimal transport based distances, and to avoid local optima in acceptance threshold sequences by predicting acceptance rate curves. Further, we provide, besides previously existing support of Python and R, interfaces in particular to the Julia language, the COPASI simulator, and the PEtab standard.

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Yannik Schälte, Emmanuel Klinger, Emad Alamoudi, Jan Hasenauer. 2022-03-24. pyABC: Efficient and robust easy-to-use approximate Bayesian computation. https://arxiv.org/abs/2203.13043

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