Papers

Please cite the following paper if you use LibBi:

• L. M. Murray, Bayesian state-space modelling on high-performance hardware using LibBi, 2013. [arXiv]

The following papers may be of interest, which detail novel contributions related to the development of LibBi:

• L. M. Murray, S. Singh, P. E. Jacob and A. Lee. Anytime Monte Carlo. 2016. [arXiv].

• Del Moral, P. & Murray, L. M. Sequential Monte Carlo with highly informative observations, 2014. [arXiv]

• L. M. Murray, A. Lee, and P. E. Jacob. Parallel resampling in the particle filter, 2014. [arXiv]

• P. E. Jacob, L. M. Murray, and S. Rubenthaler. Path storage in the particle filter, 2013. Statistics and Computing, to appear. [doi] [arXiv]

• L. M. Murray, GPU acceleration of Runge-Kutta integrators. IEEE Transactions on Parallel and Distributed Systems, vol. 23, pp. 94-101, 2012. [doi]

Papers related to specific applications of LibBi are usually referenced in their respective package, some of which are available in the examples.