Ensemble Kalman filter based sequential Monte Carlo sampler for sequential Bayesian inference

Jiangqi Wu, Linjie Wen, Peter L. Green, Jinglai Li, Simon Maskell. Ensemble Kalman filter based sequential Monte Carlo sampler for sequential Bayesian inference. Statistics and Computing, 32(1):20, 2022. [doi]

Authors

Jiangqi Wu

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Linjie Wen

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Peter L. Green

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Jinglai Li

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Simon Maskell

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