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20182023
most citedEnsemble Kalman filter based Sequential Monte Carlo Sampler for sequential Bayesian inference

1 citations · 1 across the 4 of their papers we have counts for

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math.NA2021

Affine-Mapping based Variational Ensemble Kalman Filter

Linjie Wen, Jinglai Li

We propose an affine-mapping based variational Ensemble Kalman filter for sequential Bayesian filtering problems with generic observation models. Specifically, the proposed method…