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]

@article{WuWGLM22,
  title = {Ensemble Kalman filter based sequential Monte Carlo sampler for sequential Bayesian inference},
  author = {Jiangqi Wu and Linjie Wen and Peter L. Green and Jinglai Li and Simon Maskell},
  year = {2022},
  doi = {10.1007/s11222-021-10075-x},
  url = {https://doi.org/10.1007/s11222-021-10075-x},
  researchr = {https://researchr.org/publication/WuWGLM22},
  cites = {0},
  citedby = {0},
  journal = {Statistics and Computing},
  volume = {32},
  number = {1},
  pages = {20},
}