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I have several questions about the process of marginalization in SLAM algorithms:

0 - What are the mathematic intuition behind marginalization process

1 - I know marginalization of states or points is related with removing nodes from the graph and keeping the information they have, how this information is kept? I mean, how the information of the marginalized states are passed to the remaining state?

2 - Why in bundle adjustment, the points are set marginalized? (example of ORBSLAM implementation)

Thank you very much!

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Seems like you had same question as me.

I wrote my own answer here which will be the answer to your question 0, 1, 2.

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