Bayesian State-Space Modelling on High-Performance Hardware Using LibBi

@article{Murray2013BayesianSM,
  title={Bayesian State-Space Modelling on High-Performance Hardware Using LibBi},
  author={Lawrence M. Murray},
  journal={Journal of Statistical Software},
  year={2013},
  volume={67},
  pages={1-36}
}
  • Lawrence M. Murray
  • Published 2013
  • Computer Science, Mathematics
  • Journal of Statistical Software
LibBi is a software package for state space modelling and Bayesian inference on modern computer hardware, including multi-core central processing units, many-core graphics processing units, and distributed-memory clusters of such devices. [...] Key Method These are specified in the prescribed modelling language, and LibBi demonstrated by performing inference with them. Empirical results are presented, including a performance comparison of the software with different hardware configurations.Expand
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