stat.COOct 21, 2026

Asynchronous, Generation-Free ABC: Streaming AMIS Reweighting for Heterogeneous Simulator Workloads on HPC

Authors: Julian Herold, Markus Götz, Alexander Schug

Organizations: Scientific Computing Center, Karlsruhe Institute of Technology, Karlsruhe, Germany

Abstract

Approximate Bayesian computation (ABC) enables Bayesian inference for models with intractable likelihoods by estimating parameter posterior distributions from simulated data. Sequential ABC methods improve sampling efficiency by iteratively adapting the proposal distribution toward regions of high posterior probability. However, these methods typically operate in generations, where each generation must wait for its slowest simulation before the next can begin. On a parallel machine, this synchronization barrier leaves workers idle and reduces throughput, particularly when simulation runtimes vary substantially. We introduce a generation-free ABC sampler that updates its proposal when simulation results arrive and sends a new candidate to each available worker. The proposal is based on the best particles evaluated so far. To estimate the posterior, we reuse the full history and reweight particles against a reconstructed mixture of sampling proposals. We show how errors in approximating the mixture of sampling proposals affect the estimated posterior and establish consistency for the smooth-ABC posterior when the approximation becomes asymptotically exact. In our experiments, the method achieves well-calibrated posterior estimates where a pyABC baseline with the same kernel and bandwidth schedule under-covers. From the asynchronous run's timing alone, we predict how much a synchronization barrier would slow the sampler. These predictions agree with measured synchronization penalties ranging from 1.2x to 400x. On a Cellular Potts tissue simulator, the asynchronous sampler completes 2.1-2.4x as many evaluations as pyABC in the same hour, and the discrepancy threshold for its best 100 evaluations is 4.1x smaller. With the starting bandwidth set from prior-predictive discrepancies, it also produces a more concentrated two-parameter posterior with a larger effective sample size than pyABC.

Figures & tables

Appendix figures & tables17 assets

Supplementary material from the paper’s appendix.

Appendix

Explore similar work

CardsList
  1. Simulation-Efficient Double-Flow Neural Posterior Estimation for Agent-Based Models

    Oct 26, 2026Junyao Zhang, Jinglai Li, Junqi TangNeural Posterior EstimationSimulation-Based Inference

  2. Standard Acquisition Is Sufficient for Asynchronous Bayesian Optimization

    Mar 13, 2026Ben Riegler, James Odgers, Vincent FortuinBayesian OptimizationThompson Sampling

  3. Amortised Inference through One-Step Implicit Sampling

    Oct 8, 2026Vincent Pauline, Kirill Tamogashev, Arran Carter +3Amortized InferencePosterior Sampling