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Particle rejuvenation of Rao Blackwellized sequential Monte Carlo smoothers for conditionally linear and Gaussian models

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Figure

Fig. 1 Posterior probabilities estimation error for all algorithms
Fig. 2 Empirical variances of the estimation of P(ak = 1|Y1:n) for all algorithms
Table 1 Initial values for the EM algorithm
Fig. 3 Log-price (red line) and slope of future curves (blue line)
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