diff --git a/README.md b/README.md
index 55fb8b183..efeb9cc98 100644
--- a/README.md
+++ b/README.md
@@ -1,10 +1,5 @@
 # EnsembleKalmanProcesses.jl
-Implements optimization and approximate uncertainty quantification algorithms, Ensemble Kalman Inversion, and Ensemble Kalman Processes.
-
-
-## Citing us
-
-If you use the examples or code, please cite our article at JOSS in your published materials.
+Implements optimization and approximate uncertainty quantification algorithms, Ensemble Kalman Inversion, and other Ensemble Kalman Processes.
 
 
 | **Documentation**    | [![dev][docs-latest-img]][docs-latest-url]       |
@@ -36,6 +31,77 @@ If you use the examples or code, please cite our article at JOSS in your publish
 ### Requirements
 Julia LTS version or newer
 
+## What does the package do?
+EnsembleKalmanProcesses (EKP) enables users to find an (locally-) optimal parameter set `u` for a computer code `G` to fit some (noisy) observational data `y`. It uses a suite of methods from the Ensemble Kalman filtering literature that have a long history of success in the weather forecasting community.
+
+What makes EKP different?
+- EKP algorithms are efficient (complexity doesn't strongly scale with number of parameters), and can optimize with noisy and complex parameter-to-data landscapes. 
+- We don't require differentiating the model `G` at all! you just need to be able to run it at different parameter configurations.
+- We don't even require `G` to be coded up in Julia!
+- Ensemble model evaluations are fully parallelizable - so we can exploit our HPC systems capabilities!
+- We provide some lego-like interfaces for creating complex priors and observations.
+- We provied easy interfaces to toggle between many different algorithms and configurable features.
+
+## What does it look like to use?
+Below we will outline the current user experience for using `EnsembleKalmanProcesses.jl`. Copy-paste the snippets to reproduce the results (up to random number generation).
+
+We solve the classic inverse problem where we learn `y = G(u)`, noisy forward map `G` distributed as `N(0,Γ)`. For example, 
+```julia
+using LinearAlgebra
+G(u) = [
+    1/abs(u[1]),
+    sum(u[2:5]),
+    prod(u[3:4]),
+    u[1]^2-u[2]-u[3],
+    u[4],
+    u[5]^3,
+    ] .+ 0.1*randn(6)
+true_u = [3, 1, 2,-3,-4]
+y = G(true_u)
+Γ = (0.1)^2*I
+```
+We assume some prior knowledge of the parameters `u` in the problem (such as approximate scales, and the first parameter being positive), then we are ready to go! 
+
+```julia
+using EnsembleKalmanProcesses
+using EnsembleKalmanProcesses.ParameterDistributions
+
+prior_u1 = constrained_gaussian("positive_with_mean_2", 2, 1, 0, Inf)
+prior_u2 = constrained_gaussian("four_with_spread_5", 0, 5, -Inf, Inf, repeats=4)
+prior = combine_distributions([prior_u1, prior_u2]) 
+
+N_ensemble = 50
+initial_ensemble = construct_initial_ensemble(prior, N_ensemble)
+ensemble_kalman_process = EnsembleKalmanProcess(
+    initial_ensemble, y, Γ, Inversion(), verbose=true)
+
+N_iterations = 10
+for i in 1:N_iterations
+    params_i = get_ϕ_final(prior, ensemble_kalman_process)
+
+    G_matrix = hcat(
+        [G(params_i[:, i]) for i in 1:N_ensemble]... # Parallelize here!
+    )
+
+    update_ensemble!(ensemble_kalman_process, G_matrix)
+end
+
+final_solution = get_ϕ_mean_final(prior, ensemble_kalman_process)
+
+
+# Let's see what's going on!
+using Plots
+p = plot(prior)
+for (i,sp) in enumerate(p.subplots)
+    vline!(sp, [true_u[i]], lc="black", lw=4)
+    vline!(sp, [final_solution[i]], lc="magenta", lw=4)
+end
+display(p)
+```
+![quick-readme-example](docs/src/assets/readme_example.png)
+
+See a similar working example [here!](https://clima.github.io/EnsembleKalmanProcesses.jl/dev/literated/sinusoid_example/). Check out our many example scripts above in `examples/`
+
 # Quick links!
 
 - [How do I build prior distributions?](https://clima.github.io/EnsembleKalmanProcesses.jl/dev/parameter_distributions/)
@@ -47,6 +113,12 @@ Julia LTS version or newer
 - [What is this error/warning/message?](https://clima.github.io/EnsembleKalmanProcesses.jl/dev/troubleshooting/)
 - [Where can I walk through a simple example?](https://clima.github.io/EnsembleKalmanProcesses.jl/dev/literated/sinusoid_example/)
 
+
+## Citing us
+
+If you use the examples or code, please cite [our article at JOSS](https://joss.theoj.org/papers/10.21105/joss.04869) in your published materials.
+
+
 ### Getting Started 
 ![eki-getting-started](https://github.com/CliMA/EnsembleKalmanProcesses.jl/assets/45243236/e083ab8c-4f93-432f-9ad5-97aff22764ad)
 <!---
diff --git a/docs/src/assets/readme_example.png b/docs/src/assets/readme_example.png
new file mode 100644
index 000000000..142494a54
Binary files /dev/null and b/docs/src/assets/readme_example.png differ
diff --git a/docs/src/contributing.md b/docs/src/contributing.md
index 00edf55a6..cbba8ce17 100644
--- a/docs/src/contributing.md
+++ b/docs/src/contributing.md
@@ -156,8 +156,4 @@ do not require the unit tests to be run.
 
 ### The merge process
 
-We use [`bors`](https://bors.tech/) to manage merging PR's in the the `EnsembleKalmanProcesses` repo.
-If you're a collaborator and have the necessary permissions, you can type
-`bors try` in a comment on a PR to have integration test suite run on that
-PR, or `bors r+` to try and merge the code.  Bors ensures that all integration tests
-for a given PR always pass before merging into `main`. The integration tests currently run example cases in `examples/`. Any breaking changes will need to also update the `examples/`, else bors will fail.
+If you're a collaborator and have the necessary permissions, and if you have both approved code-review and the (necessary) integration tests passing, then you may merge the pull-request into `main`. Our preferred method is the to click the `Squash and Merge` button set as default on the pull request.
diff --git a/examples/Localization/localization_example_lorenz96.jl b/examples/Localization/localization_example_lorenz96.jl
index bb8cb4586..dc96b10d6 100644
--- a/examples/Localization/localization_example_lorenz96.jl
+++ b/examples/Localization/localization_example_lorenz96.jl
@@ -78,8 +78,15 @@ initial_ensemble = EKP.construct_initial_ensemble(rng, prior, N_ens)
 
 
 # Solve problem without localization
-ekiobj_vanilla =
-    EKP.EnsembleKalmanProcess(initial_ensemble, y, Γ, Inversion(); rng = rng, scheduler = DefaultScheduler())
+ekiobj_vanilla = EKP.EnsembleKalmanProcess(
+    initial_ensemble,
+    y,
+    Γ,
+    Inversion();
+    rng = rng,
+    scheduler = DefaultScheduler(),
+    localization_method = NoLocalization(),
+)
 for i in 1:N_iter
     g_ens_vanilla = G(get_ϕ_final(prior, ekiobj_vanilla))
     EKP.update_ensemble!(ekiobj_vanilla, g_ens_vanilla, deterministic_forward_map = true)
@@ -94,7 +101,7 @@ ekiobj_inflated = EKP.EnsembleKalmanProcess(
     Inversion();
     rng = rng,
     scheduler = DefaultScheduler(),
-    #  localization_method = BernoulliDropout(0.98),
+    localization_method = NoLocalization(),
 )
 
 for i in 1:N_iter
@@ -199,7 +206,7 @@ fig = plot(
     bottom_margin = 5Plots.mm,
     left_margin = 5Plots.mm,
 )
-plot!(get_error(ekiobj_inflated), label = "Inflation only", lw = 6)
+plot!(get_error(ekiobj_inflated), label = "Inflation only", lw = 6, ls = :dash)
 plot!(get_error(ekiobj_sec), label = "SEC (Lee, 2021)", lw = 6)
 plot!(get_error(ekiobj_sec_fisher), label = "SECFisher (Flowerdew, 2015)", lw = 6)
 plot!(get_error(ekiobj_sec_cutoff), label = "SEC with cutoff", lw = 6)
diff --git a/src/EnsembleKalmanProcess.jl b/src/EnsembleKalmanProcess.jl
index 3de19524c..fe8a2711e 100644
--- a/src/EnsembleKalmanProcess.jl
+++ b/src/EnsembleKalmanProcess.jl
@@ -219,8 +219,7 @@ function EnsembleKalmanProcess(
 
     if N_ens < 10
         @warn "Recommended minimum ensemble size (`N_ens`) is 10. Got `N_ens` = $(N_ens)."
-    end
-    if (N_par < 10) && (N_ens < 10 * N_par)
+    elseif (N_par < 10) && (N_ens < 10 * N_par)
         @warn "For $(N_par) parameters, the recommended minimum ensemble size (`N_ens`) is $(10*(N_par)). Got `N_ens` = $(N_ens)`."
     end
     if (N_par >= 10) && (N_ens < 100)
@@ -261,18 +260,19 @@ function EnsembleKalmanProcess(
     end
 
     # failure handler
-    failure_handler = FailureHandler(process, configuration["failure_handler_method"])
+    fh_method = configuration["failure_handler_method"]
+    failure_handler = FailureHandler(process, fh_method)
 
     # localizer
-    if isa(process, TransformInversion) && !(isa(configuration["localization_method"], NoLocalization))
+    loc_method = configuration["localization_method"]
+    if isa(process, TransformInversion) && !(isa(loc_method, NoLocalization))
         throw(ArgumentError("`TransformInversion` cannot currently be used with localization."))
     end
 
-    localizer = Localizer(configuration["localization_method"], N_ens, FT)
-
+    localizer = Localizer(loc_method, N_ens, FT)
 
     if verbose
-        @info "Initializing ensemble Kalman process of type $(nameof(typeof(process)))\nNumber of ensemble members: $(N_ens)\nLocalization: $(nameof(typeof(localizer)))\nFailure handler: $(nameof(typeof(failure_handler)))\nScheduler: $(nameof(typeof(scheduler)))\nAccelerator: $(nameof(typeof(accelerator)))"
+        @info "Initializing ensemble Kalman process of type $(nameof(typeof(process)))\nNumber of ensemble members: $(N_ens)\nLocalization: $(nameof(typeof(loc_method)))\nFailure handler: $(nameof(typeof(fh_method)))\nScheduler: $(nameof(typeof(scheduler)))\nAccelerator: $(nameof(typeof(accelerator)))"
     end
 
     EnsembleKalmanProcess{FT, IT, P, RS, AC, VVV}(
@@ -927,6 +927,14 @@ function update_ensemble!(
             ),
         )
     end
+    # check if columns of g are the same (and not NaN)
+    n_nans = sum(isnan.(sum(g, dims = 1)))
+    nan_adjust = (n_nans > 0) ? -n_nans + 1 : 0
+    # as unique reduces NaNs to one column if present. or 0 if not
+    if length(unique(eachcol(g))) < size(g, 2) + nan_adjust
+        nonunique_cols = size(g, 2) + nan_adjust - length(unique(eachcol(g)))
+        @warn "Detected $(nonunique_cols) clashes where forward map evaluations are exactly equal (and not NaN), this is likely to cause `LinearAlgebra` difficulty. Please check forward evaluations for bugs."
+    end
 
     terminate = calculate_timestep!(ekp, g, Δt_new)
     if isnothing(terminate)
diff --git a/src/Localizers.jl b/src/Localizers.jl
index f11461f14..0cf42146d 100644
--- a/src/Localizers.jl
+++ b/src/Localizers.jl
@@ -7,7 +7,6 @@ using Interpolations
 
 export NoLocalization, Delta, RBF, BernoulliDropout, SEC, SECFisher, SECNice
 export LocalizationMethod, Localizer
-export approximate_corr_std
 abstract type LocalizationMethod end
 
 "Idempotent localization method."
@@ -104,19 +103,16 @@ Thus no algorithm parameters are required, though some tuning of the discrepancy
 $(TYPEDFIELDS)
 
 """
-struct SECNice{FT <: Real, AV <: AbstractVector} <: LocalizationMethod
+struct SECNice{FT <: Real} <: LocalizationMethod
     "number of samples to approximate the std of correlation distribution (default 1000)"
     n_samples::Int
     "scaling for discrepancy principle for ug correlation (default 1.0)"
     δ_ug::FT
     "scaling for discrepancy principle for gg correlation (default 1.0)"
     δ_gg::FT
-    "A vector that will house a Interpolation object on first call to the localizer"
-    std_of_corr::AV
 end
-SECNice() = SECNice(1000, 1.0, 1.0)
+SECNice() = SECNice(1000, 1.0, 1.0) # best 
 SECNice(δ_ug, δ_gg) = SECNice(1000, δ_ug, δ_gg)
-SECNice(n_samples, δ_ug, δ_gg) = SECNice(n_samples, δ_ug, δ_gg, []) # always start with empty
 
 """
     Localizer{LM <: LocalizationMethod, T}
@@ -274,43 +270,12 @@ function Localizer(localization::SECFisher, J::Int, T = Float64)
     return Localizer{SECFisher, T}((cov, T, p, d, J) -> sec_fisher(cov, J))
 end
 
-"""
-For `N_ens >= 6`: The sampling distribution of a correlation coefficient for Gaussian random variables is, under the Fisher transformation, approximately Gaussian. To estimate the standard deviation in the sampling distribution of the correlation coefficient, we draw samples from a Gaussian, apply the inverse Fisher transformation to them, and estimate an empirical standard deviation from the transformed samples.
-For `N_ens < 6`: Approximate the standard deviation of correlation coefficient empirically by sampling between two correlated Gaussians of known coefficient. 
-"""
-function approximate_corr_std(r, N_ens, n_samples)
-
-    if N_ens >= 6 # apply Fisher Transform
-        # ρ = arctanh(r) from Fisher
-        # assume r input is the mean value, i.e. assume arctanh(E(r)) = E(arctanh(r))
-
-        ρ = r # approx solution is the identity
-        #sample in ρ space
-        ρ_samples = rand(Normal(0.5 * log((1 + ρ) / (1 - ρ)), 1 / sqrt(N_ens - 3)), n_samples)
-
-        # map back through Fisher to get std of r from samples tanh(ρ)
-        return std(tanh.(ρ_samples))
-    else # transformation not appropriate for N < 6
-        # Generate sample pairs with a correlation coefficient r
-        samples_1 = rand(Normal(0, 1), N_ens, n_samples)
-        samples_2 = rand(Normal(0, 1), N_ens, n_samples)
-        samples_corr_with_1 = r * samples_1 + sqrt(1 - r^2) * samples_2 # will have correlation r with samples_1
-
-        corrs = zeros(n_samples)
-        for i in 1:n_samples
-            corrs[i] = cor(samples_1[:, i], samples_corr_with_1[:, i])
-        end
-        return std(corrs)
-    end
-
-end
-
-
 """
 Function that performs sampling error correction as per Vishny, Morzfeld, et al. (2024).
-The input is assumed to be a covariance matrix, hence square.
+The input is assumed to be a covariance matrix, hence square. The standard deviation for a correlation `corr` with `N_ens` samples is internally estimated simply by `std_corrs = (1 .- corr)/sqrt(N_ens)`. This requires no precomputation and appears sufficiently accurate.
+
 """
-function sec_nice(cov, std_of_corr, δ_ug, δ_gg, N_ens, p, d)
+function sec_nice(cov, δ_ug, δ_gg, N_ens, p, d)
     bd_tol = 1e8 * eps()
 
     v = sqrt.(diag(cov))
@@ -330,9 +295,11 @@ function sec_nice(cov, std_of_corr, δ_ug, δ_gg, N_ens, p, d)
     for (idx_set, δ) in zip([ug_idx, gg_idx], [δ_ug, δ_gg])
 
         corr_tmp = corr[idx_set...]
-        # use find the variability in the corr coeff matrix entries
-        #        std_corrs = approximate_corr_std.(corr_tmp, N_ens, n_samples) # !! slowest part of code -> could speed up by precomputing/using an interpolation
-        std_corrs = std_of_corr.(corr_tmp)
+
+        # Find the variability in the corr coeff matrix entries
+        # Below has no precomputation and is surprisingly fine accuracy! (~10^-4 error to empirical at N_ens=20)
+        std_corrs = (1 .- corr_tmp) / sqrt(N_ens)
+
         std_tol = sqrt(sum(std_corrs .^ 2))
         γ_min_exceeded = max_exponent
         for γ in 2:2:max_exponent # even exponents give a PSD correction
@@ -366,16 +333,7 @@ end
 
 "Sampling error correction of Vishny, Morzfeld, et al. (2024) constructor"
 function Localizer(localization::SECNice, J::Int, T = Float64)
-    if length(localization.std_of_corr) == 0 #i.e. if the user hasn't provided an interpolation
-        dr = 0.001
-        grid = LinRange(-1, 1, Int(1 / dr + 1))
-        std_grid = approximate_corr_std.(grid, J, localization.n_samples) # odd number to include 0           
-        push!(localization.std_of_corr, linear_interpolation(grid, std_grid)) # pw-linear interpolation
-    end
-
-    return Localizer{SECNice, T}(
-        (cov, T, p, d, J) -> sec_nice(cov, localization.std_of_corr[1], localization.δ_ug, localization.δ_gg, J, p, d),
-    )
+    return Localizer{SECNice, T}((cov, T, p, d, J) -> sec_nice(cov, localization.δ_ug, localization.δ_gg, J, p, d))
 end
 
 
diff --git a/src/Observations.jl b/src/Observations.jl
index 943760c87..27c239dc7 100644
--- a/src/Observations.jl
+++ b/src/Observations.jl
@@ -787,10 +787,10 @@ function get_obs(os::OS; build = true) where {OS <: ObservationSeries}
     if !build # return y as vec of vecs
         return get_obs.(observations_vec, build = false)
     else # stack y
-        sample_length = length(get_obs(observations_vec[1], build = true))
-        minibatch_samples = zeros(sample_length * minibatch_length)
+        sample_lengths = [length(get_obs(ov, build = true)) for ov in observations_vec]
+        minibatch_samples = zeros(sum(sample_lengths))
         for (i, observation) in enumerate(observations_vec)
-            idx = ((i - 1) * sample_length + 1):(i * sample_length)
+            idx = (sum(sample_lengths[1:(i - 1)]) + 1):sum(sample_lengths[1:i])
             minibatch_samples[idx] = get_obs(observation, build = true)
         end
         return minibatch_samples
diff --git a/test/EnsembleKalmanProcess/runtests.jl b/test/EnsembleKalmanProcess/runtests.jl
index 49f661014..d526c82f8 100644
--- a/test/EnsembleKalmanProcess/runtests.jl
+++ b/test/EnsembleKalmanProcess/runtests.jl
@@ -495,7 +495,7 @@ end
     #check for small ens
     y_obs_tmp, G_tmp, Γy_tmp, A_tmp = inv_problems[1]
     initial_ensemble_small = EKP.construct_initial_ensemble(rng, prior, 9)
-    @test_logs (:warn,) (:warn,) EKP.EnsembleKalmanProcess(initial_ensemble_small, y_obs_tmp, Γy_tmp, Inversion()) # throws two warnings
+    @test_logs (:warn,) EKP.EnsembleKalmanProcess(initial_ensemble_small, y_obs_tmp, Γy_tmp, Inversion())
     prior_60dims = constrained_gaussian("60dims", 0, 1, -Inf, Inf, repeats = 60)
     initial_ensemble_small = EKP.construct_initial_ensemble(rng, prior_60dims, 99)
     @test_logs (:warn,) EKP.EnsembleKalmanProcess(initial_ensemble_small, y_obs_tmp, Γy_tmp, Inversion())
@@ -527,6 +527,16 @@ end
             scheduler = deepcopy(scheduler),
             localization_method = deepcopy(localization_method),
         )
+        ekiobj2 = EKP.EnsembleKalmanProcess(
+            initial_ensemble,
+            y_obs,
+            Γy,
+            Inversion();
+            rng = copy(rng),
+            failure_handler_method = SampleSuccGauss(),
+            scheduler = deepcopy(scheduler),
+            localization_method = deepcopy(localization_method),
+        )
         ekiobj_unsafe = EKP.EnsembleKalmanProcess(
             initial_ensemble,
             y_obs,
@@ -580,6 +590,11 @@ end
                     @test_throws DimensionMismatch EKP.update_ensemble!(ekiobj, g_ens_t)
                 end
 
+                # test for additional warning if two columns are equal in
+                g_ens_nonunique = copy(g_ens)
+                g_ens_nonunique[:, 2] = g_ens_nonunique[:, 3]
+                @test_logs (:warn,) update_ensemble!(ekiobj2, g_ens_nonunique)
+
                 # test the deterministic flag on only one iteration for errors
                 EKP.update_ensemble!(ekiobj_nonoise_update, g_ens, deterministic_forward_map = false)
                 @info "No error with flag deterministic_forward_map = false"