3 citations · 6 across the 6 of their papers we have counts for
Showing 2022Show all
2 papers · 1 filter
stat.CO2022★ 3 cited
Component-wise iterative ensemble Kalman inversion for static Bayesian models with unknown measurement error covariance
Imke Botha, Matthew P. Adams, Dang Khuong Tran +2
The ensemble Kalman filter (EnKF) is a Monte Carlo approximation of the Kalman filter for high dimensional linear Gaussian state space models. EnKF methods have also been developed…
stat.CO2022
Automatically adapting the number of state particles in SMC
Imke Botha, Robert Kohn, Leah South +1
Sequential Monte Carlo squared (SMC) methods can be used for parameter inference of intractable likelihood state-space models. These methods replace the likelihood with an unbi…