SimulatedAnnealingABC

This package provides methods for Approximate Bayesian Computation (ABC) (sometimes also called simulation-based inference or likelihood-free inference). The algorithms are based on simulated annealing.

Note

Can you evaluate the probability density of your posterior? Can you write your model in Turing.jl? Then you should most likely not be using this or any other ABC package! Conventional MCMC algorithm will be much more efficient.

Documentation

See here for documentation and examples.

References

Albert, C., Künsch, H. R., & Scheidegger, A. (2015). A simulated annealing approach to approximate Bayes computations. Statistics and Computing, 25(6), 1217–1232.