sabc 0.2.0

Simulated Annealing ABC in MLX.

sabc

sabc performs likelihood-free Bayesian inference (Approximate Bayesian Computation) via Simulated Annealing. The annealing loop — empirical-CDF distance transform, importance resampling, epsilon schedule, and a Differential-Evolution MCMC kernel — runs in a compiled nanobind extension (sabc._core), while models, priors, and the entry point live in Python and exchange mlx.core.arrays with the C++ core zero-copy via DLPack.

Quickstart

Infer the location of a 2-D model whose summary statistics are observed at [1, -1]:

import mlx.core as mx

import sabc
from sabc import distributions as dist


def simulator(theta):
    return theta + mx.random.normal(theta.shape) * 0.1

observed = mx.array([1.0, -1.0])

prior = dist.JointDistributionNamed(
    dict(theta=dist.Normal(mx.zeros(2), mx.ones(2) * 3.0))
)

posterior = sabc.run(
    simulator,
    prior=prior,
    observed=observed,
    n_particles=2000,
    n_simulation=200_000,
    schedule=sabc.SingleEps(v=1.0),
    proposal=sabc.DiffEvolution(),
    distance="abs",
    key=mx.random.key(0),
)

print(posterior.samples.mean(axis=0))      # ~ [1, -1]

sabc.run returns a Posterior with samples, u, rho, and the epsilon_history / u_history traces.

Priors

Priors are built from MLX-native, TFP-style distributions:

prior = dist.JointDistributionNamed(dict(
    a=dist.Normal(mx.zeros(1), mx.ones(1)),
    b=lambda a: dist.Normal(a, mx.ones(1)),   # p(b | a)
))

Examples

Self-contained examples can be found in examples.

Installation

Requires Python ≥ 3.11 and uv. MLX targets Apple Silicon (Metal); Linux support is experimental.

uv sync --all-extras

Development

The project uses uv, scikit-build-core (CMake/C++23), ruff for Python, and clang-format + cpplint for C++. The Makefile wraps the common tasks:

make check    # cpp checks
make tests    # run the tests
make format   # autoformat
make lints    # lint

Install the git hooks once (the commit-msg type is needed for gitlint):

uv run pre-commit install --hook-type pre-commit --hook-type commit-msg

The hooks then run automatically on changed files at commit time. To run every hook against the whole repository (useful after adding a hook or before a PR):

uv run pre-commit run --all-files

Citing SABC

If you find this package relevant to your research, please consider citing:

@article{albert2025simulated,
  title={Simulated Annealing ABC with multiple summary statistics},
  author={Albert, Carlo and Ulzega, Simone and Dirmeier, Simon and Scheidegger, Andreas and Bassi, Alberto and Mira, Antonietta},
  journal={arXiv preprint arXiv:2505.23261},
  year={2025}
}

Author

Simon Dirmeier simd23 @ pm me