abcpmc is a Python Approximate Bayesian Computing (ABC) Population Monte Carlo (PMC) implementation based on Sequential Monte Carlo (SMC) with Particle Filtering techniques. It is extendable with k-nearest neighbour (KNN) or optimal local covariance matrix (OLCM) pertubation kernels and has built-in support for massively parallelized sampling on a cluster using MPI.
Astrophysics Source Code Library
- Pub Date:
- April 2015