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Conventional methods for sampling from posterior distributions, such as Markov chain Monte Carlo cannot efficiently address such problems as they do not take advantage of the data\u2019s sequential structure. To this end, sequential methods which seek to update the posterior distribution whenever a new collection of data become available are often used to solve these types of problems. Two popular choices of sequential method are the ensemble Kalman filter (EnKF) and the sequential Monte Carlo sampler (SMCS). While EnKF only computes a Gaussian approximation of the posterior distribution, SMCS can draw samples directly from the posterior. Its performance, however, depends critically upon the kernels that are used. In this work, we present a method that constructs the kernels of SMCS using an EnKF formulation, and we demonstrate the performance of the method with numerical examples.<\/jats:p>","DOI":"10.1007\/s11222-021-10075-x","type":"journal-article","created":{"date-parts":[[2022,2,15]],"date-time":"2022-02-15T09:03:00Z","timestamp":1644915780000},"update-policy":"https:\/\/doi.org\/10.1007\/springer_crossmark_policy","source":"Crossref","is-referenced-by-count":3,"title":["Ensemble Kalman filter based sequential Monte Carlo sampler for sequential Bayesian inference"],"prefix":"10.1007","volume":"32","author":[{"given":"Jiangqi","family":"Wu","sequence":"first","affiliation":[]},{"given":"Linjie","family":"Wen","sequence":"additional","affiliation":[]},{"given":"Peter L.","family":"Green","sequence":"additional","affiliation":[]},{"given":"Jinglai","family":"Li","sequence":"additional","affiliation":[]},{"given":"Simon","family":"Maskell","sequence":"additional","affiliation":[]}],"member":"297","published-online":{"date-parts":[[2022,2,15]]},"reference":[{"key":"10075_CR1","doi-asserted-by":"crossref","unstructured":"Annan, J.D., Lunt, D.J., Hargreaves, J.C., Valdes, P.J.: Parameter estimation in an atmospheric GCM using the ensemble Kalman filter. 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