Article title: Fast Kalman Filtering and Forward–Backward Smoothing via a Low-Rank Perturbative Approach
Authors: Pnevmatikakis, E. A., Rahnama Rad, K., Huggins, J., and Paninski, Liam
Journal: Journal of Computational and Graphical Statistics
Citation details: Volume 23, Number 2, pages 316–339
DOI: 10.1080/10618600.2012.760461
In the final publication, an affiliation for Kamiar Rahnama Rad was inadvertently omitted. That affiliation is:
Department of Information Systems and Statistics, Baruch College, City University of New York.
The Journal of Computational and Graphical Statistics regrets the error.