Related Packages

Julia

Approximate Bayesian Computation

  • ABCdeZ.jl - Approximate Bayesian Computation (ABC) with differential evolution (de) moves and model evidence (Z) estimates.

  • ApproxBayes.jl - Implements basic ABC rejection sampler and sequential monte carlo algorithm (ABC SMC) as in Toni. et al 2009 as well as model selection versions of both (Toni. et al 2010).

  • GpABC.jl - ABC with emulation on Gaussian Process Regression.

  • KissABC.jl - Implementation of Multiple Affine Invariant Sampling for efficient Approximate Bayesian Computation. Is looking for a new maintainer.

Misc

  • SimulationBasedInference.jl Despite the name this package seems to focus on traditional Bayesian inference methods and not ABC, i.e. it assumes we can evaluate the density of the posterior.

R

Python