Title
ABCpy: A High-Performance Computing Perspective to Approximate Bayesian Computation
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.
Year
DOI
Venue
2021
10.18637/jss.v100.i07
JOURNAL OF STATISTICAL SOFTWARE
Keywords
DocType
Volume
ABC, HPC, Spark, MPI, parallel, imbalance, Python library
Journal
100
Issue
ISSN
Citations 
7
1548-7660
0
PageRank 
References 
Authors
0.34
0
7