ABCpy: A User-Friendly, Extensible, and Parallel Library for Approximate Bayesian Computation
PASC(2017)
InterDisciplinary Institute of Data Science
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, even without much additional effort to parallelize their code. 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 we provide a performance evaluation concentrating on parallelization.
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Key words
ABC, Spark, Parallel, Library
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