Exact Particle Filtering and Learning. Johannes, M. & Polson, N. G. Technical Report University of Chicago, Booth School of Business, 2008.
bibtex   
@TechReport{Johannes2008,
  author      = {Johannes, Michael and Polson, Nicholas G.},
  title       = {Exact Particle Filtering and Learning},
  institution = {University of Chicago, Booth School of Business},
  year        = {2008},
}

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