45 citations · 292 across the 21 of their papers we have counts for
Showing 2013Show all
3 papers · 1 filter
stat.CO2013★ 38 cited
Path storage in the particle filter
Pierre E. Jacob, Lawrence Murray, Sylvain Rubenthaler
This article considers the problem of storing the paths generated by a particle filter and more generally by a sequential Monte Carlo algorithm. It provides a theoretical result bo…
stat.CO2013★ 42 cited
Bayesian State-Space Modelling on High-Performance Hardware Using LibBi
Lawrence M. Murray
LibBi is a software package for state-space modelling and Bayesian inference on modern computer hardware, including multi-core central processing units (CPUs), many-core graphics p…
stat.CO2013★ 2 cited
Parallel resampling in the particle filter
Lawrence M. Murray, Anthony Lee, Pierre E. Jacob
Modern parallel computing devices, such as the graphics processing unit (GPU), have gained significant traction in scientific and statistical computing. They are particularly well-…