61 citations · 64 across the 4 of their papers we have counts for
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stat.ME2016★ 1 cited
A Bayesian adaptive ensemble Kalman filter for sequential state and parameter estimation
Jonathan R. Stroud, Matthias Katzfuss, Christopher K. Wikle
This paper proposes new methodology for sequential state and parameter estimation within the ensemble Kalman filter. The method is fully Bayesian and propagates the joint posterior…
stat.CO2016
Sequential Monte Carlo Smoothing with Parameter Estimation
Biao Yang, Jonathan R. Stroud, Gabriel Huerta
We propose two new Bayesian smoothing methods for general state-space models with unknown parameters. The first approach is based on the particle learning and smoothing algorithm,…