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S. Reich

Rough McKean-Vlasov dynamics for robust ensemble Kalman filtering
Affine Invariant Interacting Langevin Dynamics for Bayesian Inference
Note on Interacting Langevin Diffusions: Gradient Structure and Ensemble Kalman Sampler by Garbuno-Inigo, Hoffmann, Li and Stuart
State and Parameter Estimation from Observed Signal Increments

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