{"id":"https://openalex.org/W4313403754","doi":"https://doi.org/10.1007/s11222-022-10193-0","title":"Bayesian parameter inference for partially observed stochastic differential equations driven by fractional Brownian motion","display_name":"Bayesian parameter inference for partially observed stochastic differential equations driven by fractional Brownian motion","publication_year":2022,"publication_date":"2022-12-19","ids":{"openalex":"https://openalex.org/W4313403754","doi":"https://doi.org/10.1007/s11222-022-10193-0"},"language":"en","primary_location":{"id":"doi:10.1007/s11222-022-10193-0","is_oa":false,"landing_page_url":"https://doi.org/10.1007/s11222-022-10193-0","pdf_url":null,"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":null,"license_id":null,"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":false,"oa_status":"closed","oa_url":null,"any_repository_has_fulltext":false},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5110663968","display_name":"Mohamed Maama","orcid":"https://orcid.org/0009-0006-7783-4582"},"institutions":[{"id":"https://openalex.org/I71920554","display_name":"King Abdullah University of Science and Technology","ror":"https://ror.org/01q3tbs38","country_code":"SA","type":"education","lineage":["https://openalex.org/I71920554"]}],"countries":["SA"],"is_corresponding":true,"raw_author_name":"Mohamed Maama","raw_affiliation_strings":["Applied Mathematics and Computational Science Program, Computer, Electrical and Mathematical Sciences and Engineering Division, King Abdullah University of Science and Technology, 23955, Thuwal, Kingdom of Saudi Arabia","Statistics Program, Computer, Electrical and Mathematical Sciences and Engineering Division, King Abdullah University of Science and Technology, 23955, Thuwal, Kingdom of Saudi Arabia"],"affiliations":[{"raw_affiliation_string":"Applied Mathematics and Computational Science Program, Computer, Electrical and Mathematical Sciences and Engineering Division, King Abdullah University of Science and Technology, 23955, Thuwal, Kingdom of Saudi Arabia","institution_ids":["https://openalex.org/I71920554"]},{"raw_affiliation_string":"Statistics Program, Computer, Electrical and Mathematical Sciences and Engineering Division, King Abdullah University of Science and Technology, 23955, Thuwal, Kingdom of Saudi Arabia","institution_ids":["https://openalex.org/I71920554"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5047259277","display_name":"Ajay Jasra","orcid":"https://orcid.org/0000-0003-4808-9131"},"institutions":[{"id":"https://openalex.org/I71920554","display_name":"King Abdullah University of Science and Technology","ror":"https://ror.org/01q3tbs38","country_code":"SA","type":"education","lineage":["https://openalex.org/I71920554"]}],"countries":["SA"],"is_corresponding":false,"raw_author_name":"Ajay Jasra","raw_affiliation_strings":["Applied Mathematics and Computational Science Program, Computer, Electrical and Mathematical Sciences and Engineering Division, King Abdullah University of Science and Technology, 23955, Thuwal, Kingdom of Saudi Arabia"],"affiliations":[{"raw_affiliation_string":"Applied Mathematics and Computational Science Program, Computer, Electrical and Mathematical Sciences and Engineering Division, King Abdullah University of Science and Technology, 23955, Thuwal, Kingdom of Saudi Arabia","institution_ids":["https://openalex.org/I71920554"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5022587472","display_name":"Hernando Ombao","orcid":"https://orcid.org/0000-0001-7020-8091"},"institutions":[{"id":"https://openalex.org/I71920554","display_name":"King Abdullah University of Science and Technology","ror":"https://ror.org/01q3tbs38","country_code":"SA","type":"education","lineage":["https://openalex.org/I71920554"]}],"countries":["SA"],"is_corresponding":false,"raw_author_name":"Hernando Ombao","raw_affiliation_strings":["Statistics Program, Computer, Electrical and Mathematical Sciences and Engineering Division, King Abdullah University of Science and Technology, 23955, Thuwal, Kingdom of Saudi Arabia"],"affiliations":[{"raw_affiliation_string":"Statistics Program, Computer, Electrical and Mathematical Sciences and Engineering Division, King Abdullah University of Science and Technology, 23955, Thuwal, Kingdom of Saudi Arabia","institution_ids":["https://openalex.org/I71920554"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":3,"corresponding_author_ids":["https://openalex.org/A5110663968"],"corresponding_institution_ids":["https://openalex.org/I71920554"],"apc_list":{"value":2090,"currency":"EUR","value_usd":2690},"apc_paid":null,"fwci":0.9857,"has_fulltext":false,"cited_by_count":4,"citation_normalized_percentile":{"value":0.77940867,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":{"min":90,"max":97},"biblio":{"volume":"33","issue":"1","first_page":null,"last_page":null},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T10136","display_name":"Statistical Methods and Inference","score":0.9968000054359436,"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/T10136","display_name":"Statistical Methods and Inference","score":0.9968000054359436,"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/T12056","display_name":"Markov Chains and Monte Carlo Methods","score":0.9948999881744385,"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/T10243","display_name":"Statistical Methods and Bayesian Inference","score":0.9947999715805054,"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/discretization","display_name":"Discretization","score":0.7493977546691895},{"id":"https://openalex.org/keywords/markov-chain-monte-carlo","display_name":"Markov chain Monte Carlo","score":0.7402658462524414},{"id":"https://openalex.org/keywords/mathematics","display_name":"Mathematics","score":0.6463568806648254},{"id":"https://openalex.org/keywords/bayesian-inference","display_name":"Bayesian inference","score":0.5943443179130554},{"id":"https://openalex.org/keywords/fractional-brownian-motion","display_name":"Fractional Brownian motion","score":0.5810811519622803},{"id":"https://openalex.org/keywords/applied-mathematics","display_name":"Applied mathematics","score":0.5764611959457397},{"id":"https://openalex.org/keywords/bayesian-probability","display_name":"Bayesian probability","score":0.5206683874130249},{"id":"https://openalex.org/keywords/inference","display_name":"Inference","score":0.4659823775291443},{"id":"https://openalex.org/keywords/algorithm","display_name":"Algorithm","score":0.44983088970184326},{"id":"https://openalex.org/keywords/brownian-motion","display_name":"Brownian motion","score":0.412922203540802},{"id":"https://openalex.org/keywords/mathematical-optimization","display_name":"Mathematical optimization","score":0.36663252115249634},{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.29107198119163513},{"id":"https://openalex.org/keywords/statistics","display_name":"Statistics","score":0.2239372730255127},{"id":"https://openalex.org/keywords/artificial-intelligence","display_name":"Artificial intelligence","score":0.17612820863723755},{"id":"https://openalex.org/keywords/mathematical-analysis","display_name":"Mathematical analysis","score":0.16947832703590393}],"concepts":[{"id":"https://openalex.org/C73000952","wikidata":"https://www.wikidata.org/wiki/Q17007827","display_name":"Discretization","level":2,"score":0.7493977546691895},{"id":"https://openalex.org/C111350023","wikidata":"https://www.wikidata.org/wiki/Q1191869","display_name":"Markov chain Monte Carlo","level":3,"score":0.7402658462524414},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.6463568806648254},{"id":"https://openalex.org/C160234255","wikidata":"https://www.wikidata.org/wiki/Q812535","display_name":"Bayesian inference","level":3,"score":0.5943443179130554},{"id":"https://openalex.org/C108819105","wikidata":"https://www.wikidata.org/wiki/Q1143293","display_name":"Fractional Brownian motion","level":3,"score":0.5810811519622803},{"id":"https://openalex.org/C28826006","wikidata":"https://www.wikidata.org/wiki/Q33521","display_name":"Applied mathematics","level":1,"score":0.5764611959457397},{"id":"https://openalex.org/C107673813","wikidata":"https://www.wikidata.org/wiki/Q812534","display_name":"Bayesian probability","level":2,"score":0.5206683874130249},{"id":"https://openalex.org/C2776214188","wikidata":"https://www.wikidata.org/wiki/Q408386","display_name":"Inference","level":2,"score":0.4659823775291443},{"id":"https://openalex.org/C11413529","wikidata":"https://www.wikidata.org/wiki/Q8366","display_name":"Algorithm","level":1,"score":0.44983088970184326},{"id":"https://openalex.org/C112401455","wikidata":"https://www.wikidata.org/wiki/Q178036","display_name":"Brownian motion","level":2,"score":0.412922203540802},{"id":"https://openalex.org/C126255220","wikidata":"https://www.wikidata.org/wiki/Q141495","display_name":"Mathematical optimization","level":1,"score":0.36663252115249634},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.29107198119163513},{"id":"https://openalex.org/C105795698","wikidata":"https://www.wikidata.org/wiki/Q12483","display_name":"Statistics","level":1,"score":0.2239372730255127},{"id":"https://openalex.org/C154945302","wikidata":"https://www.wikidata.org/wiki/Q11660","display_name":"Artificial intelligence","level":1,"score":0.17612820863723755},{"id":"https://openalex.org/C134306372","wikidata":"https://www.wikidata.org/wiki/Q7754","display_name":"Mathematical analysis","level":1,"score":0.16947832703590393}],"mesh":[],"locations_count":2,"locations":[{"id":"doi:10.1007/s11222-022-10193-0","is_oa":false,"landing_page_url":"https://doi.org/10.1007/s11222-022-10193-0","pdf_url":null,"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":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Statistics and Computing","raw_type":"journal-article"},{"id":"pmh:oai:repository.kaust.edu.sa:10754/686851","is_oa":false,"landing_page_url":"http://hdl.handle.net/10754/686851","pdf_url":null,"source":{"id":"https://openalex.org/S4306401596","display_name":"King Abdullah University of Science and Technology Repository (King Abdullah University of Science and Technology)","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I71920554","host_organization_name":"King Abdullah University of Science and Technology","host_organization_lineage":["https://openalex.org/I71920554"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"","raw_type":"Article"}],"best_oa_location":null,"sustainable_development_goals":[],"awards":[],"funders":[],"has_content":{"grobid_xml":false,"pdf":false},"content_urls":null,"referenced_works_count":14,"referenced_works":["https://openalex.org/W1501586228","https://openalex.org/W2014945091","https://openalex.org/W2039148481","https://openalex.org/W2159727181","https://openalex.org/W2163715525","https://openalex.org/W2228030579","https://openalex.org/W2400963145","https://openalex.org/W2581269882","https://openalex.org/W2962690136","https://openalex.org/W2962749494","https://openalex.org/W3009135338","https://openalex.org/W3098677150","https://openalex.org/W3169236455","https://openalex.org/W4298232076"],"related_works":["https://openalex.org/W3034439966","https://openalex.org/W2960646972","https://openalex.org/W3087071515","https://openalex.org/W4283077537","https://openalex.org/W2999603699","https://openalex.org/W2902858271","https://openalex.org/W2464065341","https://openalex.org/W2947536360","https://openalex.org/W3086697448","https://openalex.org/W1987558550"],"abstract_inverted_index":null,"counts_by_year":[{"year":2025,"cited_by_count":3},{"year":2024,"cited_by_count":1}],"updated_date":"2026-03-20T23:20:44.827607","created_date":"2025-10-10T00:00:00"}
