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We can likely use to_distribution(m::SSMProblem) to support linear Gaussian state-space models. For more general SSMs, we can look into to_sampleable(m::SSMProblem), which samples the latent states using a sampler in GeneralisedFilters—which can be viewed as a "submodel" but has its inference outsourced to GenerasedFilters instead of relying on MCMC on the tracing data structure VarInfo.
TODO
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