@incollection {NIPS2003_AA51,
  author = " Radford M. Neal and  Matthew J. Beal and  Sam T. Roweis",
  title = " Inferring State Sequences for Non-linear Systems with Embedded Hidden Markov Models",
  booktitle = "Advances in Neural Information Processing Systems 16",
  editor = "Sebastian Thrun and Lawrence Saul and Bernhard {Sch\"{o}lkopf}",
  publisher = "MIT Press",
  address = "Cambridge, MA",
  year = "2004",
  keywords = "embedded HMM, hidden Markov models, Monte Carlo methods, inference, importance sampling, sampling methods, nonlinear smoothing, forward-backward algorithm, Metropolis update, state space model, particle smoother",
  }