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20092026
most citedThe Random Walk Metropolis: Linking Theory and Practice Through a Case Study

106 citations · 184 across the 3 of their papers we have counts for

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stat.CO2025

Nested ensemble Kalman filter for static parameter inference in nonlinear state-space models

Andrew Golightly, Sarah E. Heaps, Chris Sherlock +2

The ensemble Kalman filter (EnKF) is a popular technique for performing inference in state-space models (SSMs), particularly when the dynamic process is high-dimensional. Unlike re…