The development of methods and models appropriate for nonstationary environmental systems has been a major focus of the hydrology research community (Milly et al., 2008) over recent decades. While the causes of such nonstationarity are varied, including water management policies (Hirsch, 2011), climate variability, and anthropogenic global warming (Wu et al., 2013), it is now becoming clear that catchment-and watershed-level processes are subject to temporal variation which may be either smoothly-varying (Westra et al., 2014) or discrete (Mirus et al., 2017). Regardless of the precise nature of this change, it is desireable to attempt to capture it within hydrological models so that we may generate more accurate forecasts and also detect changes from observational data. A natural solution to this problem is to allow model parameters to vary across time with the added advantage that this approach often allows us to learn about poorly understood system dynamics from the inferred parameter trajectories (Reichert et al., 2021;Reichert & Mieleitner, 2009).Mathematical models with time-varying parameters (TVP), of which state-space models (Milly et al., 2008) and dynamic linear models (West et al., 1985) are a subset, have found common usage in multiple fields of study including macroeconomics (