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Particle smoothing methods are used for inference of stochastic processes based on noisy observations.
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2015
Later among the works it cites.
2015
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H. J. Kappen and H. C. Ruiz, “Adaptive importance sampling for control and inference,” Journal of Statistical Physics , vol. 162, no. 5, pp. 1244–1266, 2016
2016
Closest in time.
H. J. Kappen, “Optimal control theory and the linear bellman equation,” Inference and Learning in Dynamic Models , pp. 363–387, 2011. [Online]. Available: http://hdl.handle.net/2066/94184
2066
Closest in time.