glabcmcmc : a Python package for ABC-MCMC with local and global moves

• Published in: Statistical theory and related fields Vol. 9; no. 2; pp. 168 - 177
• Main Authors: Cao, Xuefei, Wang, Shijia, Zhou, Yongdao
• Format: Journal Article
• Language: English
• Published: Taylor & Francis Group 03.04.2025
• Subjects: Approximate Bayesian Computation; global-local proposal; Markov chain Monte Carlo

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...