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

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

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. The software parses a domain-specific language for model spec...

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Bibliographic Details
Main Author:	Lawrence M. Murray
Format:	Article
Language:	English
Published:	Foundation for Open Access Statistics 2015-10-01
Series:	Journal of Statistical Software
Subjects:	Bayesian hierarchical modelling state space modelling sequential Monte Carlo particle Markov chain Monte Carlo LibBi
Online Access:	https://www.jstatsoft.org/index.php/jss/article/view/2384

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