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15-Aug-2014A numerically efficient implementation of the expectation maximization algorithm for state space modelsMader, Wolfgang; Linke, Yannick; Mader, Malenka; Sommerlade, Linda; Timmer, Jens; Schelter, Bjoern; University of Aberdeen, Natural & Computing Sciences, Physics; University of Aberdeen, Institute for Complex Systems and Mathematical Biology (ICSMB); University of Aberdeen, REF 2014 UoA 10 Mathematical Sciences
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