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Mider, Marcin (author), Schauer, Moritz (author), van der Meulen, F.H. (author)Suppose X is a multivariate diffusion process that is observed discretely in time. At each observation time, a transformation of the state of the process is observed with noise. The smoothing problem consists of recovering the path of the process, consistent with the observations. We derive a novel Markov Chain Monte Carlo algorithm to sample...journal article 2021