glabcmcmc: a Python package for ABC-MCMC with local and global moves
We introduce a new Python package glabcmcmc, which implements an approximate Bayesian computation Markov chain Monte Carlo (ABC-MCMC) algorithm that combines global and local proposal strategies to address the limitations of standard ABC-MCMC. The proposed package includes key innovations such as th...
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| Format: | Article |
| Language: | English |
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Taylor & Francis Group
2025-04-01
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| Series: | Statistical Theory and Related Fields |
| Subjects: | |
| Online Access: | https://www.tandfonline.com/doi/10.1080/24754269.2025.2495505 |
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| _version_ | 1850268043198857216 |
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| author | Xuefei Cao Shijia Wang Yongdao Zhou |
| author_facet | Xuefei Cao Shijia Wang Yongdao Zhou |
| author_sort | Xuefei Cao |
| collection | DOAJ |
| description | We introduce a new Python package glabcmcmc, which implements an approximate Bayesian computation Markov chain Monte Carlo (ABC-MCMC) algorithm that combines global and local proposal strategies to address the limitations of standard ABC-MCMC. The proposed package includes key innovations such as the determination of global proposal frequencies, the implementation of a hybrid ABC-MCMC algorithm integrating global and local proposals, and an adaptive version that utilizes normalizing flows and gradient-based computations for enhanced proposal mechanisms. The functionality of the software package is demonstrated through illustrative examples. |
| format | Article |
| id | doaj-art-86bdef8a61a4410bb97f5b60a158c0a0 |
| institution | OA Journals |
| issn | 2475-4269 2475-4277 |
| language | English |
| publishDate | 2025-04-01 |
| publisher | Taylor & Francis Group |
| record_format | Article |
| series | Statistical Theory and Related Fields |
| spelling | doaj-art-86bdef8a61a4410bb97f5b60a158c0a02025-08-20T01:53:34ZengTaylor & Francis GroupStatistical Theory and Related Fields2475-42692475-42772025-04-019216817710.1080/24754269.2025.2495505glabcmcmc: a Python package for ABC-MCMC with local and global movesXuefei Cao0Shijia Wang1Yongdao Zhou2NITFID, School of Statistics and Data Science, Nankai University, Tianjin, People's Republic of ChinaInstitute of Mathematical Sciences, ShanghaiTech University, Shanghai, People's Republic of ChinaNITFID, School of Statistics and Data Science, Nankai University, Tianjin, People's Republic of ChinaWe introduce a new Python package glabcmcmc, which implements an approximate Bayesian computation Markov chain Monte Carlo (ABC-MCMC) algorithm that combines global and local proposal strategies to address the limitations of standard ABC-MCMC. The proposed package includes key innovations such as the determination of global proposal frequencies, the implementation of a hybrid ABC-MCMC algorithm integrating global and local proposals, and an adaptive version that utilizes normalizing flows and gradient-based computations for enhanced proposal mechanisms. The functionality of the software package is demonstrated through illustrative examples.https://www.tandfonline.com/doi/10.1080/24754269.2025.2495505Approximate Bayesian ComputationMarkov chain Monte Carloglobal-local proposal |
| spellingShingle | Xuefei Cao Shijia Wang Yongdao Zhou glabcmcmc: a Python package for ABC-MCMC with local and global moves Statistical Theory and Related Fields Approximate Bayesian Computation Markov chain Monte Carlo global-local proposal |
| title | glabcmcmc: a Python package for ABC-MCMC with local and global moves |
| title_full | glabcmcmc: a Python package for ABC-MCMC with local and global moves |
| title_fullStr | glabcmcmc: a Python package for ABC-MCMC with local and global moves |
| title_full_unstemmed | glabcmcmc: a Python package for ABC-MCMC with local and global moves |
| title_short | glabcmcmc: a Python package for ABC-MCMC with local and global moves |
| title_sort | glabcmcmc a python package for abc mcmc with local and global moves |
| topic | Approximate Bayesian Computation Markov chain Monte Carlo global-local proposal |
| url | https://www.tandfonline.com/doi/10.1080/24754269.2025.2495505 |
| work_keys_str_mv | AT xuefeicao glabcmcmcapythonpackageforabcmcmcwithlocalandglobalmoves AT shijiawang glabcmcmcapythonpackageforabcmcmcwithlocalandglobalmoves AT yongdaozhou glabcmcmcapythonpackageforabcmcmcwithlocalandglobalmoves |