https://osorensen.github.io/tags/state-space-model/Recent content in State Space Model on Øystein SørensenHugo -- 0.128.0enThu, 05 Mar 2026 00:00:00 +0000https://osorensen.github.io/papers/paper14/Thu, 05 Mar 2026 00:00:00 +0000https://osorensen.github.io/papers/paper14/This paper shows that the within-level part of any dynamic structural equation model can be reformulated as a linear Gaussian state space model, enabling analytical marginalization via a Kalman filter and highly efficient estimation via Hamiltonian Monte Carlo. arXiv preprint.