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mscnvrsy
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Filtering vs Smoothing in Bayesian Estimation
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Filtering vs Smoothing in Bayesian Estimation
Does anyone have further ideas on that? For me it's just about the naming "Smoothed vs Filtered Series", essentially to infer the state at $t$ I need information about $t+1$.
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Filtering vs Smoothing in Bayesian Estimation
Sure. I am refering to the conditional posterior of $v_{t+1}$ in Li, Wells and Yu (2006) : lib.dr.iastate.edu/cgi/… (p. 33)
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Filtering vs Smoothing in Bayesian Estimation
Broadly speaking, I am looking for the term when I need among others tomorrow's observation (t+1) to infer sth about today's state (t).