https://osorensen.no/tags/state-space-model/Recent content in State Space Model on Øystein SørensenHugoenThu, 05 Mar 2026 00:00:00 +0000https://osorensen.no/papers/paper14/Thu, 05 Mar 2026 00:00:00 +0000https://osorensen.no/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. Consequently, the latent states can be analytically marginalized using a Kalman filter, allowing for highly efficient estimation via Hamiltonian Monte Carlo. This makes DSEM estimation computationally tractable for much larger datasets than what has been previously possible. arXiv preprint.