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~isPartOf:"Tinbergen Institute Discussion Paper"
~person:"Koopman, Siem Jan"
~person:"Liesenfeld, Roman"
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On Importance Sampling for State Space Models
Jungbacker, Borus
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Koopman, Siem Jan
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2005
lpha) and a linear Gaussian state alpha ~ p(alpha). The importance density is chosen to be the Laplace approximation of the smoothing density p(alpha
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