mloss.org LibBihttp://mloss.orgUpdates and additions to LibBienSun, 23 Jun 2013 09:04:21 -0000LibBi 1.0.0http://mloss.org/software/view/471/<html><p>LibBi is used for state-space modelling and Bayesian inference on high-performance computer hardware, including multi-core CPUs, many-core GPUs (graphics processing units) and distributed-memory clusters. </p> <p>The staple methods of LibBi are based on sequential Monte Carlo (SMC), also known as particle filtering. These methods include particle Markov chain Monte Carlo (PMCMC) and SMC^2. Other methods include the extended Kalman filter and some parameter optimisation routines. </p> <p>LibBi consists of a C++ template library, as well as a parser and compiler, written in Perl, for its own modelling language. </p></html>lawrence murraySun, 23 Jun 2013 09:04:21 -0000http://mloss.org/software/rss/comments/471http://mloss.org/software/view/471/particle filtergpubayesiangpgpuhigh performance computingparticle markov chain monte carlosequential monte carlostate space model