The 2nd ed. of "Bayesian Filtering and Smoothing" is hot off the press – or the physical copies are still on the way, but you can start reading the *free online copy*: http://users.aalto.fi/~ssarkka/pub/bfs_book_2023_online.pdf also linked on my web page: https://users.aalto.fi/~ssarkka/

Särkkä & García-Fernández (2023). Temporal Parallelisation of Dynamic Programming and Linear Quadratic Control. Volume 68, Issue 2, 851-866:

There is still some time (until Nov 30) to early-bird register for BayesComp 2023 (https://bayescomp2023.com). However, to get a hotel/cabin which you like, you should be fast.