l multivariate case. The trick is to pull out entries in
the covariance matrix for the missing components. It can also be used
in situations such as multivariate differential equation solutions
where only one component is observed, as in a phase-space experiment
recording only time and position of a pendulum (and not recording
momentum).</p>

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<div class="footnotes">
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<ol start="11">
<li id="fn11"><p>This is not the same as missing components of a multivariate predictor in a regr