Skip to content
master
Go to file
Code

Files

Permalink
Failed to load latest commit information.
Type
Name
Latest commit message
Commit time
 
 
 
 
 
 
lib
 
 
 
 
 
 
t
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 

README.md

LibBi README.md

LibBi is used for state-space modelling and Bayesian inference on modern computer hardware, including multi-core CPUs, many-core GPUs (graphics processing units) and distributed-memory clusters.

The staple methods used in LibBi are those based on sequential Monte Carlo (SMC). This includes particle Markov chain Monte Carlo (PMCMC) and SMC^2 methods. Extra methods include the extended Kalman filter and some parameter optimisation routines.

LibBi consists of a C++ template library, as well as a parser and compiler, written in Perl, for its own domain-specific language that is used to specify models.

See the INSTALL.md file for installation instructions.

About

Bayesian state-space modelling on high-performance hardware, including multicore, GPUs and distributed clusters.

Resources

License

Packages

No packages published
You can’t perform that action at this time.