{"id":"https://openalex.org/W4288714699","doi":"https://doi.org/10.1080/10618600.2022.2107531","title":"A Stochastic Approximation-Langevinized Ensemble Kalman Filter Algorithm for State Space Models with Unknown Parameters","display_name":"A Stochastic Approximation-Langevinized Ensemble Kalman Filter Algorithm for State Space Models with Unknown Parameters","publication_year":2022,"publication_date":"2022-07-29","ids":{"openalex":"https://openalex.org/W4288714699","doi":"https://doi.org/10.1080/10618600.2022.2107531","pmid":"https://pubmed.ncbi.nlm.nih.gov/38240013"},"language":"en","primary_location":{"id":"doi:10.1080/10618600.2022.2107531","is_oa":false,"landing_page_url":"https://doi.org/10.1080/10618600.2022.2107531","pdf_url":null,"source":{"id":"https://openalex.org/S76159266","display_name":"Journal of Computational and Graphical Statistics","issn_l":"1061-8600","issn":["1061-8600","1537-2715"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310320547","host_organization_name":"Taylor & Francis","host_organization_lineage":["https://openalex.org/P4310320547"],"host_organization_lineage_names":["Taylor & Francis"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Journal of Computational and Graphical Statistics","raw_type":"journal-article"},"type":"article","indexed_in":["crossref","datacite","pubmed"],"open_access":{"is_oa":true,"oa_status":"green","oa_url":"https://pmc.ncbi.nlm.nih.gov/articles/PMC10795543/pdf/nihms-1839250.pdf","any_repository_has_fulltext":true},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5032064043","display_name":"Tianning Dong","orcid":null},"institutions":[{"id":"https://openalex.org/I219193219","display_name":"Purdue University West Lafayette","ror":"https://ror.org/02dqehb95","country_code":"US","type":"education","lineage":["https://openalex.org/I219193219"]}],"countries":["US"],"is_corresponding":false,"raw_author_name":"Tianning Dong","raw_affiliation_strings":["Department of Statistics, Purdue University, West Lafayette, IN"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Department of Statistics, Purdue University, West Lafayette, IN","institution_ids":["https://openalex.org/I219193219"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5069483672","display_name":"Peiyi Zhang","orcid":"https://orcid.org/0000-0003-4010-2944"},"institutions":[{"id":"https://openalex.org/I219193219","display_name":"Purdue University West Lafayette","ror":"https://ror.org/02dqehb95","country_code":"US","type":"education","lineage":["https://openalex.org/I219193219"]}],"countries":["US"],"is_corresponding":false,"raw_author_name":"Peiyi Zhang","raw_affiliation_strings":["Department of Statistics, Purdue University, West Lafayette, IN"],"raw_orcid":"https://orcid.org/0000-0003-4010-2944","affiliations":[{"raw_affiliation_string":"Department of Statistics, Purdue University, West Lafayette, IN","institution_ids":["https://openalex.org/I219193219"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5085287370","display_name":"Faming Liang","orcid":"https://orcid.org/0000-0002-1177-5501"},"institutions":[{"id":"https://openalex.org/I219193219","display_name":"Purdue University West Lafayette","ror":"https://ror.org/02dqehb95","country_code":"US","type":"education","lineage":["https://openalex.org/I219193219"]}],"countries":["US"],"is_corresponding":true,"raw_author_name":"Faming Liang","raw_affiliation_strings":["Department of Statistics, Purdue University, West Lafayette, IN"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Department of Statistics, Purdue University, West Lafayette, IN","institution_ids":["https://openalex.org/I219193219"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":3,"corresponding_author_ids":["https://openalex.org/A5085287370"],"corresponding_institution_ids":["https://openalex.org/I219193219"],"apc_list":null,"apc_paid":null,"fwci":0.543,"has_fulltext":true,"cited_by_count":4,"citation_normalized_percentile":{"value":0.62732764,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":{"min":90,"max":97},"biblio":{"volume":"32","issue":"2","first_page":"448","last_page":"469"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T10466","display_name":"Meteorological Phenomena and Simulations","score":0.9988999962806702,"subfield":{"id":"https://openalex.org/subfields/1902","display_name":"Atmospheric Science"},"field":{"id":"https://openalex.org/fields/19","display_name":"Earth and Planetary Sciences"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},"topics":[{"id":"https://openalex.org/T10466","display_name":"Meteorological Phenomena and Simulations","score":0.9988999962806702,"subfield":{"id":"https://openalex.org/subfields/1902","display_name":"Atmospheric Science"},"field":{"id":"https://openalex.org/fields/19","display_name":"Earth and Planetary Sciences"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},{"id":"https://openalex.org/T10029","display_name":"Climate variability and models","score":0.9983999729156494,"subfield":{"id":"https://openalex.org/subfields/2306","display_name":"Global and Planetary Change"},"field":{"id":"https://openalex.org/fields/23","display_name":"Environmental Science"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},{"id":"https://openalex.org/T10255","display_name":"Oceanographic and Atmospheric Processes","score":0.9965999722480774,"subfield":{"id":"https://openalex.org/subfields/1910","display_name":"Oceanography"},"field":{"id":"https://openalex.org/fields/19","display_name":"Earth and Planetary Sciences"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/particle-filter","display_name":"Particle filter","score":0.6416984796524048},{"id":"https://openalex.org/keywords/kalman-filter","display_name":"Kalman filter","score":0.5974963903427124},{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.561539351940155},{"id":"https://openalex.org/keywords/state-space","display_name":"State space","score":0.5596959590911865},{"id":"https://openalex.org/keywords/algorithm","display_name":"Algorithm","score":0.5583695769309998},{"id":"https://openalex.org/keywords/markov-chain-monte-carlo","display_name":"Markov chain Monte Carlo","score":0.5379121899604797},{"id":"https://openalex.org/keywords/state-space-representation","display_name":"State-space representation","score":0.4394402801990509},{"id":"https://openalex.org/keywords/ensemble-kalman-filter","display_name":"Ensemble Kalman filter","score":0.4366917014122009},{"id":"https://openalex.org/keywords/series","display_name":"Series (stratigraphy)","score":0.4190358519554138},{"id":"https://openalex.org/keywords/extended-kalman-filter","display_name":"Extended Kalman filter","score":0.3336073160171509},{"id":"https://openalex.org/keywords/mathematics","display_name":"Mathematics","score":0.3008449077606201},{"id":"https://openalex.org/keywords/artificial-intelligence","display_name":"Artificial intelligence","score":0.236039400100708},{"id":"https://openalex.org/keywords/bayesian-probability","display_name":"Bayesian probability","score":0.13633176684379578},{"id":"https://openalex.org/keywords/statistics","display_name":"Statistics","score":0.11093378067016602}],"concepts":[{"id":"https://openalex.org/C52421305","wikidata":"https://www.wikidata.org/wiki/Q1151499","display_name":"Particle filter","level":3,"score":0.6416984796524048},{"id":"https://openalex.org/C157286648","wikidata":"https://www.wikidata.org/wiki/Q846780","display_name":"Kalman filter","level":2,"score":0.5974963903427124},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.561539351940155},{"id":"https://openalex.org/C72434380","wikidata":"https://www.wikidata.org/wiki/Q230930","display_name":"State space","level":2,"score":0.5596959590911865},{"id":"https://openalex.org/C11413529","wikidata":"https://www.wikidata.org/wiki/Q8366","display_name":"Algorithm","level":1,"score":0.5583695769309998},{"id":"https://openalex.org/C111350023","wikidata":"https://www.wikidata.org/wiki/Q1191869","display_name":"Markov chain Monte Carlo","level":3,"score":0.5379121899604797},{"id":"https://openalex.org/C52918065","wikidata":"https://www.wikidata.org/wiki/Q230945","display_name":"State-space representation","level":2,"score":0.4394402801990509},{"id":"https://openalex.org/C79334102","wikidata":"https://www.wikidata.org/wiki/Q3072268","display_name":"Ensemble Kalman filter","level":4,"score":0.4366917014122009},{"id":"https://openalex.org/C143724316","wikidata":"https://www.wikidata.org/wiki/Q312468","display_name":"Series (stratigraphy)","level":2,"score":0.4190358519554138},{"id":"https://openalex.org/C206833254","wikidata":"https://www.wikidata.org/wiki/Q5421817","display_name":"Extended Kalman filter","level":3,"score":0.3336073160171509},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.3008449077606201},{"id":"https://openalex.org/C154945302","wikidata":"https://www.wikidata.org/wiki/Q11660","display_name":"Artificial intelligence","level":1,"score":0.236039400100708},{"id":"https://openalex.org/C107673813","wikidata":"https://www.wikidata.org/wiki/Q812534","display_name":"Bayesian probability","level":2,"score":0.13633176684379578},{"id":"https://openalex.org/C105795698","wikidata":"https://www.wikidata.org/wiki/Q12483","display_name":"Statistics","level":1,"score":0.11093378067016602},{"id":"https://openalex.org/C151730666","wikidata":"https://www.wikidata.org/wiki/Q7205","display_name":"Paleontology","level":1,"score":0.0},{"id":"https://openalex.org/C86803240","wikidata":"https://www.wikidata.org/wiki/Q420","display_name":"Biology","level":0,"score":0.0}],"mesh":[],"locations_count":5,"locations":[{"id":"doi:10.1080/10618600.2022.2107531","is_oa":false,"landing_page_url":"https://doi.org/10.1080/10618600.2022.2107531","pdf_url":null,"source":{"id":"https://openalex.org/S76159266","display_name":"Journal of Computational and Graphical Statistics","issn_l":"1061-8600","issn":["1061-8600","1537-2715"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310320547","host_organization_name":"Taylor & Francis","host_organization_lineage":["https://openalex.org/P4310320547"],"host_organization_lineage_names":["Taylor & Francis"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Journal of Computational and Graphical Statistics","raw_type":"journal-article"},{"id":"pmid:38240013","is_oa":false,"landing_page_url":"https://pubmed.ncbi.nlm.nih.gov/38240013","pdf_url":null,"source":{"id":"https://openalex.org/S4306525036","display_name":"PubMed","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I1299303238","host_organization_name":"National Institutes of Health","host_organization_lineage":["https://openalex.org/I1299303238"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Journal of computational and graphical statistics : a joint publication of American Statistical Association, Institute of Mathematical Statistics, Interface Foundation of North America","raw_type":null},{"id":"pmh:oai:pubmedcentral.nih.gov:10795543","is_oa":true,"landing_page_url":"https://www.ncbi.nlm.nih.gov/pmc/articles/10795543","pdf_url":"https://pmc.ncbi.nlm.nih.gov/articles/PMC10795543/pdf/nihms-1839250.pdf","source":{"id":"https://openalex.org/S2764455111","display_name":"PubMed Central","issn_l":null,"issn":null,"is_oa":true,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I1299303238","host_organization_name":"National Institutes of Health","host_organization_lineage":["https://openalex.org/I1299303238"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"J Comput Graph Stat","raw_type":"Text"},{"id":"pmh:oai:figshare.com:article/20405677","is_oa":true,"landing_page_url":"https://figshare.com/articles/dataset/A_Stochastic_Approximation-Langevinized_Ensemble_Kalman_Filter_Algorithm_for_State_Space_Models_with_Unknown_Parameters/20405677","pdf_url":null,"source":{"id":"https://openalex.org/S4377196282","display_name":"Figshare","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I4210132348","host_organization_name":"Figshare (United Kingdom)","host_organization_lineage":["https://openalex.org/I4210132348"],"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":"","raw_type":"Dataset"},{"id":"doi:10.6084/m9.figshare.20405677.v1","is_oa":true,"landing_page_url":"https://doi.org/10.6084/m9.figshare.20405677.v1","pdf_url":null,"source":{"id":"https://openalex.org/S4377196282","display_name":"Figshare","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I4210132348","host_organization_name":"Figshare (United Kingdom)","host_organization_lineage":["https://openalex.org/I4210132348"],"host_organization_lineage_names":[],"type":"repository"},"license":"cc-by","license_id":"https://openalex.org/licenses/cc-by","version":null,"is_accepted":false,"is_published":null,"raw_source_name":null,"raw_type":"dataset"}],"best_oa_location":{"id":"pmh:oai:pubmedcentral.nih.gov:10795543","is_oa":true,"landing_page_url":"https://www.ncbi.nlm.nih.gov/pmc/articles/10795543","pdf_url":"https://pmc.ncbi.nlm.nih.gov/articles/PMC10795543/pdf/nihms-1839250.pdf","source":{"id":"https://openalex.org/S2764455111","display_name":"PubMed Central","issn_l":null,"issn":null,"is_oa":true,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I1299303238","host_organization_name":"National Institutes of Health","host_organization_lineage":["https://openalex.org/I1299303238"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"J Comput Graph Stat","raw_type":"Text"},"sustainable_development_goals":[{"display_name":"Life below water","score":0.8299999833106995,"id":"https://metadata.un.org/sdg/14"}],"awards":[],"funders":[{"id":"https://openalex.org/F4320337354","display_name":"National Institute of General Medical Sciences","ror":"https://ror.org/04q48ey07"},{"id":"https://openalex.org/F4320337380","display_name":"Division of Mathematical Sciences","ror":"https://ror.org/051fftw81"}],"has_content":{"grobid_xml":true,"pdf":true},"content_urls":{"pdf":"https://content.openalex.org/works/W4288714699.pdf","grobid_xml":"https://content.openalex.org/works/W4288714699.grobid-xml"},"referenced_works_count":40,"referenced_works":["https://openalex.org/W64233612","https://openalex.org/W1568229137","https://openalex.org/W1979969656","https://openalex.org/W1994616650","https://openalex.org/W2005850290","https://openalex.org/W2011691068","https://openalex.org/W2020934227","https://openalex.org/W2039750798","https://openalex.org/W2043073960","https://openalex.org/W2045459132","https://openalex.org/W2056760934","https://openalex.org/W2073142925","https://openalex.org/W2086211266","https://openalex.org/W2087409009","https://openalex.org/W2096497215","https://openalex.org/W2098613108","https://openalex.org/W2105934661","https://openalex.org/W2124049286","https://openalex.org/W2133555934","https://openalex.org/W2138309709","https://openalex.org/W2141722263","https://openalex.org/W2141918307","https://openalex.org/W2157098139","https://openalex.org/W2163570113","https://openalex.org/W2167433878","https://openalex.org/W2179245080","https://openalex.org/W2179584279","https://openalex.org/W2244214810","https://openalex.org/W2559655401","https://openalex.org/W2886397137","https://openalex.org/W2950942124","https://openalex.org/W2970190082","https://openalex.org/W2990138404","https://openalex.org/W3024560045","https://openalex.org/W3042887532","https://openalex.org/W3101290050","https://openalex.org/W3103753792","https://openalex.org/W3106493326","https://openalex.org/W3185641827","https://openalex.org/W4250389103"],"related_works":["https://openalex.org/W2126907425","https://openalex.org/W2208639223","https://openalex.org/W2114656557","https://openalex.org/W1499764293","https://openalex.org/W2195963939","https://openalex.org/W2514372983","https://openalex.org/W4206024512","https://openalex.org/W4245379261","https://openalex.org/W2075503097","https://openalex.org/W1585960250"],"abstract_inverted_index":{"Inference":[0],"for":[1,54,95,160,218],"high-dimensional,":[2],"large":[3,163],"scale":[4,31],"and":[5,39,46,100,145,165],"long":[6,55,161,193],"series":[7,56],"dynamic":[8,83,105,167,209],"systems":[9,210],"is":[10],"a":[11,70,192],"challenging":[12],"task":[13],"in":[14,69,142,147,157,183,204,212],"modern":[15,213],"data":[16,214],"science.":[17,215],"The":[18,58,151],"existing":[19,176],"algorithms,":[20],"such":[21],"as":[22],"particle":[23],"filter":[24,64],"or":[25],"sequential":[26],"importance":[27],"sampler,":[28],"do":[29],"not":[30],"well":[32],"to":[33,78],"the":[34,37,40,44,50,79,82,91,98,104,108,113,117,122,125,175,180,187],"dimension":[35],"of":[36,43,103,127,186,207],"system":[38,84],"sample":[41,51],"size":[42],"dataset,":[45],"often":[47],"suffers":[48],"from":[49],"degeneracy":[52],"issue":[53],"data.":[57],"recently":[59],"proposed":[60,152,181],"Langevinized":[61],"ensemble":[62],"Kalman":[63],"(LEnKF)":[65],"addresses":[66],"these":[67],"difficulties":[68],"coherent":[71],"way.":[72],"However,":[73],"it":[74],"cannot":[75],"be":[76,155],"applied":[77],"case":[80],"that":[81],"contains":[85],"unknown":[86,101],"parameters.":[87],"This":[88],"article":[89,220],"proposes":[90],"so-called":[92],"stochastic":[93,128],"approximation-LEnKF":[94],"jointly":[96],"estimating":[97],"states":[99],"parameters":[102,109],"system,":[106],"where":[107],"are":[110,221],"estimated":[111],"on":[112,116],"fly":[114],"based":[115],"state":[118,148],"variables":[119],"simulated":[120],"by":[121],"LEnKF":[123],"under":[124],"framework":[126],"approximation":[129],"Markov":[130],"chain":[131],"Monte":[132],"Carlo":[133],"(MCMC).":[134],"Under":[135],"mild":[136],"conditions,":[137],"we":[138],"prove":[139],"its":[140,172,201],"consistency":[141],"parameter":[143],"estimation":[144],"ergodicity":[146],"variable":[149],"simulations.":[150],"algorithm":[153,182],"can":[154],"used":[156],"uncertainty":[158],"quantification":[159],"series,":[162],"scale,":[164],"high-dimensional":[166],"systems.":[168],"Numerical":[169],"results":[170],"indicate":[171],"superiority":[173],"over":[174],"algorithms.":[177],"We":[178],"employ":[179],"state-space":[184],"modeling":[185],"sea":[188],"surface":[189],"temperature":[190],"with":[191],"short":[194],"term":[195],"memory":[196],"(LSTM)":[197],"network,":[198],"which":[199],"indicates":[200],"great":[202],"potential":[203],"statistical":[205],"analysis":[206],"complex":[208],"encountered":[211],"Supplementary":[216],"materials":[217],"this":[219],"available":[222],"online.":[223]},"counts_by_year":[{"year":2025,"cited_by_count":3},{"year":2024,"cited_by_count":1}],"updated_date":"2025-11-06T03:46:38.306776","created_date":"2025-10-10T00:00:00"}