This article presents a sequential Monte Carlo (SMC) algorithm that can be used for any one-at-a-time Bayesian sequential design problem in the presence of model uncertainty where discrete data are ...

Martin P. Tingley, Peter Huybers, A Bayesian Algorithm for Reconstructing Climate Anomalies in Space and Time. Part I, Journal of Climate, Vol. 23, No. 10 (15 May 2010), pp. 2759-2781 ...