Search Results for "multi-threaded"
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Showing 2 open source projects for "multi-threaded"
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GPMfit
Gaussian Process Model Fitting
Gaussian Process model for fitting deterministic simulator output. Establish efficient and reliable likelihood optimization through hybridized DIRECT-BFGS and multi-start BFGS algorithms. Programming Language: Matlab. -
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abc-sde
approximate Bayesian computation for stochastic differential equations
...It performs approximate Bayesian computation for stochastic models having latent dynamics defined by stochastic differential equations (SDEs) and not limited to the "state-space" modelling framework. Both one- and multi-dimensional SDE systems are supported and partially observed systems are easily accommodated. Variance components for the "measurement error" affecting the data/observations can be estimated. A 50-pages Reference Manual is provided with two case-studies implemented and discussed. The methodology is based on the research article available at http://arxiv.org/abs/1204.5459 Author's research page is http://www.maths.lth.se/matstat/staff/umberto/
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