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LibBi is a software package for state space modelling and Bayesian inference on modern computer hardware, including multi-core central processing units, many-core graphics processing units, and distributed-memory clusters of such devices. The software parses a domain-specific language for model specification, then optimizes, generates, compiles and runs code for the given model, inference method and hardware platform. In presenting the software, this work serves as an introduction to statedoi:10.18637/jss.v067.i10 fatcat:5u2hzr7n4zdibowrgkrkomfaka