Lawrence Murray is a researcher at the Department of Statistics, University of Oxford, previously working at CSIRO Mathematics, Informatics and Statistics in Perth, Australia. He received his PhD in informatics from the School of Informatics, University of Edinburgh, specialising in probabilistic machine learning. His current research interests are in methodological, computational and applied aspects of Bayesian statistics, especially state-space modelling, sequential Monte Carlo (SMC) and particle Markov chain Monte Carlo (PMCMC) methods, and high performance statistical computing.
LibBi released 23 Jun 2013 After four years of development, [LibBi] is now available as open source software. 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.
New papers on arXiv.org 29 Feb 2012 I’ve added one preprint and one older workshop paper to [arXiv.org], given recent interest, see below.