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Some tutorial is included in the API reference. An installation guide is included in the INSTALL.txt file of the download as of version 1.4.0. A proper tutorial has been in the works, although has been replaced with examples instead. If a tutorial would be useful to you, however, please bug me.
These are provided for validation, but may also be helpful as examples of use.
I’ve added one preprint and one older workshop paper to arXiv.org, given recent interest, see below. Murray, L. M.; Jones, E. M. & Parslow, J. (2012). On collapsed state-space models and the particle marginal Metropolis-Hastings sampler. In review. [arXiv] Murray, L.M. (2011). GPU acceleration of the particle filter: The Metropolis resampler. Distributed machine learning and [...]
I’ve posted the final version of my PhD thesis, "Bayesian Learning of Continuous-Time Dynamical Systems, with Applications in Functional Magnetic Resonance Imaging" to the research page. Now assessed, corrected and passed! Note that this may serve as a useful manual for some of the detail behind the algorithms of the dysii Dynamic Systems Library.
Version 1.4.0 of the dysii Dynamic Systems Library has been released. This is a major new release with a number of additional features and performance enhancements, as well as representing a consolidation of code and maturation of much of the API. Particular new features include: The kernel forward-backward and two-filter smoothers, suitable for fast, large-scale [...]
