Vol. 34 Online Special Issue, January 2024

Volume 34, Online Special Issue, April 2024

Corresponding author*
Sequential Monte Carlo
Guest editors: Arnaud Doucet and Jun S. Liu
	Foreword: An Overview Jun S. Liu		1067
	A Langevinized Ensemble Kalman Filter for Large-Scale Dynamic Learning Peiyi Zhang, Qifan Song and Faming Liang*	Supp	doi:10.5705/ss.202022.0172 1071
	A Divide and Conquer Sequential Monte Carlo Approach to High Dimensional Filtering Francesca R. Crucinio and Adam M. Johansen*	Supp	doi:10.5705/ss.202022.0243 1093
	Particle-Based, Rapid Incremental Smoother Meets Particle Gibbs Gabriel Cardoso, Eric Moulines and Jimmy Olsson*	Supp	doi:10.5705/ss.202020.0215 1115
	An Iterated Block Particle Filter for Inference on Coupled Dynamic Systems With Shared and Unit-Specific Parameters Edward Ionides, Ning Ning and Jesse Wheeler*	Supp	doi:10.5705/ss.202022.0188 1145
	Approximating Optimal SMC Proposal Distributions in Individual-Based Epidemic Models Lorenzo Rimella, Christopher Jewell and Paul Fearnhead*	Supp	doi:10.5705/ss.202022.0198 1167
	Resampling Strategy in Sequential Monte Carlo for Constrained Sampling Problems Chencheng Cai, Rong Chen and Ming Lin*		doi:10.5705/ss.202022.0185 1187
	De-Biasing Particle Filtering for a Continuous Time Hidden Markov Model With a Cox Process Observation Model Ruiyang Jin, Sumeetpal S. Singh and Nicolas Chopin*	Supp	doi:10.5705/ss.202022.0210 1215
	Differentiable Particle Filters With Smoothly Jittered Resampling Yichao Li, Wenshuo Wang, Ke Deng and Jun S. Liu*	Supp	doi:10.5705/ss.202022.0256 1241
	Estimating Boltzmann Averages for Protein Structural Quantities Using Sequential Monte Carlo Zhaoran Hou and Samuel W.K. Wong*	Supp	doi:10.5705/ss.202022.0340 1263