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A General-Purpose Fixed-Lag No U-Turn Sampler for Nonlinear Non-Gaussian State Space Models

Alessandro Varsi, Lee Devlin, Paul R. Horridge, Simon Maskell. A General-Purpose Fixed-Lag No U-Turn Sampler for Nonlinear Non-Gaussian State Space Models. IEEE Trans. Aerospace and Electronic Systems, 60(4):4140-4156, August 2024. [doi]

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