{"id":"https://openalex.org/W2401024973","doi":"https://doi.org/10.1007/s11222-016-9660-3","title":"Improved bridge constructs for stochastic differential equations","display_name":"Improved bridge constructs for stochastic differential equations","publication_year":2016,"publication_date":"2016-05-18","ids":{"openalex":"https://openalex.org/W2401024973","doi":"https://doi.org/10.1007/s11222-016-9660-3","mag":"2401024973"},"language":"en","primary_location":{"id":"doi:10.1007/s11222-016-9660-3","is_oa":true,"landing_page_url":"https://doi.org/10.1007/s11222-016-9660-3","pdf_url":"https://link.springer.com/content/pdf/10.1007%2Fs11222-016-9660-3.pdf","source":{"id":"https://openalex.org/S5437875","display_name":"Statistics and Computing","issn_l":"0960-3174","issn":["0960-3174","1573-1375"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310319900","host_organization_name":"Springer Science+Business Media","host_organization_lineage":["https://openalex.org/P4310319900","https://openalex.org/P4310319965"],"host_organization_lineage_names":["Springer Science+Business Media","Springer Nature"],"type":"journal"},"license":"cc-by","license_id":"https://openalex.org/licenses/cc-by","version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Statistics and Computing","raw_type":"journal-article"},"type":"article","indexed_in":["crossref"],"open_access":{"is_oa":true,"oa_status":"hybrid","oa_url":"https://link.springer.com/content/pdf/10.1007%2Fs11222-016-9660-3.pdf","any_repository_has_fulltext":true},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5047343749","display_name":"Gavin A. Whitaker","orcid":null},"institutions":[{"id":"https://openalex.org/I84884186","display_name":"Newcastle University","ror":"https://ror.org/01kj2bm70","country_code":"GB","type":"education","lineage":["https://openalex.org/I84884186"]}],"countries":["GB"],"is_corresponding":true,"raw_author_name":"Gavin A. Whitaker","raw_affiliation_strings":["School of Mathematics & Statistics, Newcastle University, Newcastle upon Tyne, NE1 7RU, UK"],"affiliations":[{"raw_affiliation_string":"School of Mathematics & Statistics, Newcastle University, Newcastle upon Tyne, NE1 7RU, UK","institution_ids":["https://openalex.org/I84884186"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5021773740","display_name":"Andrew Golightly","orcid":"https://orcid.org/0000-0001-6730-1279"},"institutions":[{"id":"https://openalex.org/I84884186","display_name":"Newcastle University","ror":"https://ror.org/01kj2bm70","country_code":"GB","type":"education","lineage":["https://openalex.org/I84884186"]}],"countries":["GB"],"is_corresponding":false,"raw_author_name":"Andrew Golightly","raw_affiliation_strings":["School of Mathematics & Statistics, Newcastle University, Newcastle upon Tyne, NE1 7RU, UK"],"affiliations":[{"raw_affiliation_string":"School of Mathematics & Statistics, Newcastle University, Newcastle upon Tyne, NE1 7RU, UK","institution_ids":["https://openalex.org/I84884186"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5109566704","display_name":"Richard J. Boys","orcid":null},"institutions":[{"id":"https://openalex.org/I84884186","display_name":"Newcastle University","ror":"https://ror.org/01kj2bm70","country_code":"GB","type":"education","lineage":["https://openalex.org/I84884186"]}],"countries":["GB"],"is_corresponding":false,"raw_author_name":"Richard J. Boys","raw_affiliation_strings":["School of Mathematics & Statistics, Newcastle University, Newcastle upon Tyne, NE1 7RU, UK"],"affiliations":[{"raw_affiliation_string":"School of Mathematics & Statistics, Newcastle University, Newcastle upon Tyne, NE1 7RU, UK","institution_ids":["https://openalex.org/I84884186"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5052870306","display_name":"Chris Sherlock","orcid":"https://orcid.org/0000-0002-2429-3157"},"institutions":[{"id":"https://openalex.org/I67415387","display_name":"Lancaster University","ror":"https://ror.org/04f2nsd36","country_code":"GB","type":"education","lineage":["https://openalex.org/I67415387"]}],"countries":["GB"],"is_corresponding":false,"raw_author_name":"Chris Sherlock","raw_affiliation_strings":["Department of Mathematics and Statistics, Lancaster University, Lancaster, LA1 4YF, UK"],"affiliations":[{"raw_affiliation_string":"Department of Mathematics and Statistics, Lancaster University, Lancaster, LA1 4YF, UK","institution_ids":["https://openalex.org/I67415387"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":4,"corresponding_author_ids":["https://openalex.org/A5047343749"],"corresponding_institution_ids":["https://openalex.org/I84884186"],"apc_list":{"value":2090,"currency":"EUR","value_usd":2690},"apc_paid":{"value":2090,"currency":"EUR","value_usd":2690},"fwci":3.6843,"has_fulltext":true,"cited_by_count":32,"citation_normalized_percentile":{"value":0.932572,"is_in_top_1_percent":false,"is_in_top_10_percent":true},"cited_by_percentile_year":{"min":90,"max":99},"biblio":{"volume":"27","issue":"4","first_page":"885","last_page":"900"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T12056","display_name":"Markov Chains and Monte Carlo Methods","score":0.9962000250816345,"subfield":{"id":"https://openalex.org/subfields/2613","display_name":"Statistics and Probability"},"field":{"id":"https://openalex.org/fields/26","display_name":"Mathematics"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},"topics":[{"id":"https://openalex.org/T12056","display_name":"Markov Chains and Monte Carlo Methods","score":0.9962000250816345,"subfield":{"id":"https://openalex.org/subfields/2613","display_name":"Statistics and Probability"},"field":{"id":"https://openalex.org/fields/26","display_name":"Mathematics"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},{"id":"https://openalex.org/T12814","display_name":"Gaussian Processes and Bayesian Inference","score":0.9944999814033508,"subfield":{"id":"https://openalex.org/subfields/1702","display_name":"Artificial Intelligence"},"field":{"id":"https://openalex.org/fields/17","display_name":"Computer Science"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},{"id":"https://openalex.org/T10136","display_name":"Statistical Methods and Inference","score":0.9939000010490417,"subfield":{"id":"https://openalex.org/subfields/2613","display_name":"Statistics and Probability"},"field":{"id":"https://openalex.org/fields/26","display_name":"Mathematics"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/nonlinear-system","display_name":"Nonlinear system","score":0.6465142965316772},{"id":"https://openalex.org/keywords/applied-mathematics","display_name":"Applied mathematics","score":0.5639561414718628},{"id":"https://openalex.org/keywords/mathematics","display_name":"Mathematics","score":0.5480941534042358},{"id":"https://openalex.org/keywords/stochastic-differential-equation","display_name":"Stochastic differential equation","score":0.5335413217544556},{"id":"https://openalex.org/keywords/markov-chain","display_name":"Markov chain","score":0.5009467601776123},{"id":"https://openalex.org/keywords/mathematical-optimization","display_name":"Mathematical optimization","score":0.48629292845726013},{"id":"https://openalex.org/keywords/markov-process","display_name":"Markov process","score":0.4459102749824524},{"id":"https://openalex.org/keywords/residual","display_name":"Residual","score":0.44511258602142334},{"id":"https://openalex.org/keywords/discrete-time-and-continuous-time","display_name":"Discrete time and continuous time","score":0.4349377453327179},{"id":"https://openalex.org/keywords/partial-differential-equation","display_name":"Partial differential equation","score":0.41030141711235046},{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.3618132174015045},{"id":"https://openalex.org/keywords/algorithm","display_name":"Algorithm","score":0.279118150472641},{"id":"https://openalex.org/keywords/mathematical-analysis","display_name":"Mathematical analysis","score":0.15223029255867004}],"concepts":[{"id":"https://openalex.org/C158622935","wikidata":"https://www.wikidata.org/wiki/Q660848","display_name":"Nonlinear system","level":2,"score":0.6465142965316772},{"id":"https://openalex.org/C28826006","wikidata":"https://www.wikidata.org/wiki/Q33521","display_name":"Applied mathematics","level":1,"score":0.5639561414718628},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.5480941534042358},{"id":"https://openalex.org/C51955184","wikidata":"https://www.wikidata.org/wiki/Q1545585","display_name":"Stochastic differential equation","level":2,"score":0.5335413217544556},{"id":"https://openalex.org/C98763669","wikidata":"https://www.wikidata.org/wiki/Q176645","display_name":"Markov chain","level":2,"score":0.5009467601776123},{"id":"https://openalex.org/C126255220","wikidata":"https://www.wikidata.org/wiki/Q141495","display_name":"Mathematical optimization","level":1,"score":0.48629292845726013},{"id":"https://openalex.org/C159886148","wikidata":"https://www.wikidata.org/wiki/Q176645","display_name":"Markov process","level":2,"score":0.4459102749824524},{"id":"https://openalex.org/C155512373","wikidata":"https://www.wikidata.org/wiki/Q287450","display_name":"Residual","level":2,"score":0.44511258602142334},{"id":"https://openalex.org/C55689738","wikidata":"https://www.wikidata.org/wiki/Q15963867","display_name":"Discrete time and continuous time","level":2,"score":0.4349377453327179},{"id":"https://openalex.org/C93779851","wikidata":"https://www.wikidata.org/wiki/Q271977","display_name":"Partial differential equation","level":2,"score":0.41030141711235046},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.3618132174015045},{"id":"https://openalex.org/C11413529","wikidata":"https://www.wikidata.org/wiki/Q8366","display_name":"Algorithm","level":1,"score":0.279118150472641},{"id":"https://openalex.org/C134306372","wikidata":"https://www.wikidata.org/wiki/Q7754","display_name":"Mathematical analysis","level":1,"score":0.15223029255867004},{"id":"https://openalex.org/C62520636","wikidata":"https://www.wikidata.org/wiki/Q944","display_name":"Quantum mechanics","level":1,"score":0.0},{"id":"https://openalex.org/C121332964","wikidata":"https://www.wikidata.org/wiki/Q413","display_name":"Physics","level":0,"score":0.0},{"id":"https://openalex.org/C105795698","wikidata":"https://www.wikidata.org/wiki/Q12483","display_name":"Statistics","level":1,"score":0.0}],"mesh":[],"locations_count":3,"locations":[{"id":"doi:10.1007/s11222-016-9660-3","is_oa":true,"landing_page_url":"https://doi.org/10.1007/s11222-016-9660-3","pdf_url":"https://link.springer.com/content/pdf/10.1007%2Fs11222-016-9660-3.pdf","source":{"id":"https://openalex.org/S5437875","display_name":"Statistics and Computing","issn_l":"0960-3174","issn":["0960-3174","1573-1375"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310319900","host_organization_name":"Springer Science+Business Media","host_organization_lineage":["https://openalex.org/P4310319900","https://openalex.org/P4310319965"],"host_organization_lineage_names":["Springer Science+Business Media","Springer Nature"],"type":"journal"},"license":"cc-by","license_id":"https://openalex.org/licenses/cc-by","version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Statistics and Computing","raw_type":"journal-article"},{"id":"pmh:oai:durham-repository.worktribe.com:1214367","is_oa":true,"landing_page_url":"https://durham-repository.worktribe.com/output/1214367","pdf_url":null,"source":{"id":"https://openalex.org/S4306400188","display_name":"Durham Research Online (Durham University)","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I190082696","host_organization_name":"Durham University","host_organization_lineage":["https://openalex.org/I190082696"],"host_organization_lineage_names":[],"type":"repository"},"license":"cc-by","license_id":"https://openalex.org/licenses/cc-by","version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":null,"raw_type":"Journal Article"},{"id":"pmh:oai:eprint.ncl.ac.uk:223875","is_oa":false,"landing_page_url":null,"pdf_url":null,"source":{"id":"https://openalex.org/S4306402485","display_name":"Newcastle University ePrints (Newcastle Univesity)","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I84884186","host_organization_name":"Newcastle University","host_organization_lineage":["https://openalex.org/I84884186"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"","raw_type":""}],"best_oa_location":{"id":"doi:10.1007/s11222-016-9660-3","is_oa":true,"landing_page_url":"https://doi.org/10.1007/s11222-016-9660-3","pdf_url":"https://link.springer.com/content/pdf/10.1007%2Fs11222-016-9660-3.pdf","source":{"id":"https://openalex.org/S5437875","display_name":"Statistics and Computing","issn_l":"0960-3174","issn":["0960-3174","1573-1375"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310319900","host_organization_name":"Springer Science+Business Media","host_organization_lineage":["https://openalex.org/P4310319900","https://openalex.org/P4310319965"],"host_organization_lineage_names":["Springer Science+Business Media","Springer Nature"],"type":"journal"},"license":"cc-by","license_id":"https://openalex.org/licenses/cc-by","version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Statistics and Computing","raw_type":"journal-article"},"sustainable_development_goals":[{"id":"https://metadata.un.org/sdg/11","display_name":"Sustainable cities and communities","score":0.550000011920929}],"awards":[],"funders":[],"has_content":{"grobid_xml":true,"pdf":true},"content_urls":{"pdf":"https://content.openalex.org/works/W2401024973.pdf","grobid_xml":"https://content.openalex.org/works/W2401024973.grobid-xml"},"referenced_works_count":52,"referenced_works":["https://openalex.org/W229871693","https://openalex.org/W1527131282","https://openalex.org/W1531413759","https://openalex.org/W1621944578","https://openalex.org/W1973908190","https://openalex.org/W1975978197","https://openalex.org/W1976219102","https://openalex.org/W1983431486","https://openalex.org/W1984217390","https://openalex.org/W1985954067","https://openalex.org/W2005669468","https://openalex.org/W2023581626","https://openalex.org/W2023728506","https://openalex.org/W2062259223","https://openalex.org/W2066628672","https://openalex.org/W2085741817","https://openalex.org/W2088413985","https://openalex.org/W2088804322","https://openalex.org/W2090805023","https://openalex.org/W2092395301","https://openalex.org/W2098754649","https://openalex.org/W2101958901","https://openalex.org/W2102787760","https://openalex.org/W2116217424","https://openalex.org/W2118485004","https://openalex.org/W2122028584","https://openalex.org/W2124333705","https://openalex.org/W2126750122","https://openalex.org/W2127281696","https://openalex.org/W2134589175","https://openalex.org/W2140904260","https://openalex.org/W2143792696","https://openalex.org/W2170316986","https://openalex.org/W2213830168","https://openalex.org/W2322019262","https://openalex.org/W2414084415","https://openalex.org/W2484638602","https://openalex.org/W2486999229","https://openalex.org/W2497607697","https://openalex.org/W3022114093","https://openalex.org/W3098926670","https://openalex.org/W3099157441","https://openalex.org/W3100609778","https://openalex.org/W3104146538","https://openalex.org/W3123235823","https://openalex.org/W4205869966","https://openalex.org/W4211165101","https://openalex.org/W4237420033","https://openalex.org/W4238187298","https://openalex.org/W4242435873","https://openalex.org/W4285719527","https://openalex.org/W6776419388"],"related_works":["https://openalex.org/W1660242800","https://openalex.org/W2077211377","https://openalex.org/W3152686072","https://openalex.org/W1006270037","https://openalex.org/W3129238073","https://openalex.org/W2379651310","https://openalex.org/W1541249122","https://openalex.org/W2113019827","https://openalex.org/W296145649","https://openalex.org/W2367222340"],"abstract_inverted_index":{"We":[0,181],"consider":[1],"the":[2,46,50,60,65,73,76,83,121,128,159,183],"task":[3],"of":[4,8,49,52,75,85,123,154,185,192],"generating":[5],"discrete-time":[6,78],"realisations":[7,31],"a":[9,26,54,105,116,140,146,152,163,170,175,190],"nonlinear":[10,113,137],"multivariate":[11],"diffusion":[12,35],"process":[13,51,79,129,161],"satisfying":[14],"an":[15,22,96],"It\u00f4":[16],"stochastic":[17,148],"differential":[18],"equation":[19],"conditional":[20],"on":[21],"observation":[23,179],"taken":[24],"at":[25],"fixed":[27],"future":[28],"time-point.":[29],"Such":[30],"are":[32],"typically":[33],"termed":[34],"bridges.":[36],"Since,":[37],"in":[38,139],"general,":[39],"no":[40],"closed":[41],"form":[42],"expression":[43],"exists":[44],"for":[45,136],"transition":[47,67],"densities":[48,68],"interest,":[53],"widely":[55],"adopted":[56],"solution":[57],"works":[58],"with":[59,69,189],"Euler\u2013Maruyama":[61],"approximation,":[62],"by":[63],"replacing":[64],"intractable":[66],"Gaussian":[70],"approximations.":[71],"However,":[72],"density":[74],"conditioned":[77],"remains":[80],"intractable,":[81],"necessitating":[82],"use":[84],"computationally":[86],"intensive":[87],"methods":[88],"such":[89],"as":[90,145],"Markov":[91],"chain":[92],"Monte":[93],"Carlo.":[94],"Designing":[95],"efficient":[97],"proposal":[98],"mechanism":[99],"which":[100],"can":[101],"be":[102],"applied":[103],"to":[104,174],"noisy":[106,178],"and":[107,119,143,177],"partially":[108],"observed":[109],"system":[110],"that":[111,134,157],"exhibits":[112],"dynamics":[114,138],"is":[115,120],"challenging":[117],"problem,":[118],"focus":[122],"this":[124],"paper.":[125],"By":[126],"partitioning":[127],"into":[130],"two":[131],"parts,":[132],"one":[133],"accounts":[135],"deterministic":[141],"way,":[142],"another":[144],"residual":[147,160],"process,":[149],"we":[150,168],"develop":[151],"class":[153],"novel":[155],"constructs":[156],"bridge":[158],"via":[162],"linear":[164],"approximation.":[165],"In":[166],"addition,":[167],"adapt":[169],"recently":[171],"proposed":[172],"construct":[173,188],"partial":[176],"regime.":[180],"compare":[182],"performance":[184],"each":[186],"new":[187],"number":[191],"existing":[193],"approaches,":[194],"using":[195],"three":[196],"applications.":[197]},"counts_by_year":[{"year":2026,"cited_by_count":1},{"year":2025,"cited_by_count":2},{"year":2024,"cited_by_count":2},{"year":2023,"cited_by_count":3},{"year":2022,"cited_by_count":3},{"year":2021,"cited_by_count":3},{"year":2020,"cited_by_count":8},{"year":2019,"cited_by_count":5},{"year":2018,"cited_by_count":2},{"year":2017,"cited_by_count":2},{"year":2016,"cited_by_count":1}],"updated_date":"2026-04-04T16:13:02.066488","created_date":"2025-10-10T00:00:00"}