{"id":"https://openalex.org/W3087503551","doi":"https://doi.org/10.1137/20m1375073","title":"Joint Online Parameter Estimation and Optimal Sensor Placement for the Partially Observed Stochastic Advection-Diffusion Equation","display_name":"Joint Online Parameter Estimation and Optimal Sensor Placement for the Partially Observed Stochastic Advection-Diffusion Equation","publication_year":2022,"publication_date":"2022-01-10","ids":{"openalex":"https://openalex.org/W3087503551","doi":"https://doi.org/10.1137/20m1375073","mag":"3087503551"},"language":"en","primary_location":{"id":"doi:10.1137/20m1375073","is_oa":false,"landing_page_url":"https://doi.org/10.1137/20m1375073","pdf_url":null,"source":{"id":"https://openalex.org/S2911293512","display_name":"SIAM/ASA Journal on Uncertainty Quantification","issn_l":"2166-2525","issn":["2166-2525"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310320508","host_organization_name":"Society for Industrial and Applied Mathematics","host_organization_lineage":["https://openalex.org/P4310320508"],"host_organization_lineage_names":["Society for Industrial and Applied Mathematics"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"SIAM/ASA Journal on Uncertainty Quantification","raw_type":"journal-article"},"type":"article","indexed_in":["arxiv","crossref"],"open_access":{"is_oa":true,"oa_status":"green","oa_url":"https://arxiv.org/pdf/2009.08693","any_repository_has_fulltext":true},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5060221398","display_name":"Louis Sharrock","orcid":"https://orcid.org/0000-0003-1691-1215"},"institutions":[{"id":"https://openalex.org/I47508984","display_name":"Imperial College London","ror":"https://ror.org/041kmwe10","country_code":"GB","type":"education","lineage":["https://openalex.org/I47508984"]}],"countries":["GB"],"is_corresponding":false,"raw_author_name":"Louis Sharrock","raw_affiliation_strings":["Department of Mathematics, Imperial College London, South Kensington, London, SW7 2AZ, UK"],"raw_orcid":"https://orcid.org/0000-0003-1691-1215","affiliations":[{"raw_affiliation_string":"Department of Mathematics, Imperial College London, South Kensington, London, SW7 2AZ, UK","institution_ids":["https://openalex.org/I47508984"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5031347000","display_name":"Nikolas Kantas","orcid":null},"institutions":[{"id":"https://openalex.org/I47508984","display_name":"Imperial College London","ror":"https://ror.org/041kmwe10","country_code":"GB","type":"education","lineage":["https://openalex.org/I47508984"]}],"countries":["GB"],"is_corresponding":false,"raw_author_name":"Nikolas Kantas","raw_affiliation_strings":["Department of Mathematics, Imperial College London, South Kensington, London, SW7 2AZ, UK"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Department of Mathematics, Imperial College London, South Kensington, London, SW7 2AZ, UK","institution_ids":["https://openalex.org/I47508984"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":1,"corresponding_author_ids":[],"corresponding_institution_ids":["https://openalex.org/I47508984"],"apc_list":null,"apc_paid":null,"fwci":0.9616,"has_fulltext":true,"cited_by_count":10,"citation_normalized_percentile":{"value":0.68154337,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":{"min":94,"max":97},"biblio":{"volume":"10","issue":"1","first_page":"55","last_page":"95"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T10466","display_name":"Meteorological Phenomena and Simulations","score":0.9955999851226807,"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":0.9955999851226807,"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/T10360","display_name":"Fluid Dynamics and Turbulent Flows","score":0.9921000003814697,"subfield":{"id":"https://openalex.org/subfields/2206","display_name":"Computational Mechanics"},"field":{"id":"https://openalex.org/fields/22","display_name":"Engineering"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},{"id":"https://openalex.org/T11206","display_name":"Model Reduction and Neural Networks","score":0.9918000102043152,"subfield":{"id":"https://openalex.org/subfields/3109","display_name":"Statistical and Nonlinear Physics"},"field":{"id":"https://openalex.org/fields/31","display_name":"Physics and Astronomy"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/advection","display_name":"Advection","score":0.7807299494743347},{"id":"https://openalex.org/keywords/diffusion","display_name":"Diffusion","score":0.6468446254730225},{"id":"https://openalex.org/keywords/joint","display_name":"Joint (building)","score":0.6350593566894531},{"id":"https://openalex.org/keywords/estimation","display_name":"Estimation","score":0.5588266849517822},{"id":"https://openalex.org/keywords/estimation-theory","display_name":"Estimation theory","score":0.553142786026001},{"id":"https://openalex.org/keywords/mathematics","display_name":"Mathematics","score":0.4401465952396393},{"id":"https://openalex.org/keywords/applied-mathematics","display_name":"Applied mathematics","score":0.4270959198474884},{"id":"https://openalex.org/keywords/diffusion-equation","display_name":"Diffusion equation","score":0.41493335366249084},{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.3913334906101227},{"id":"https://openalex.org/keywords/mathematical-optimization","display_name":"Mathematical optimization","score":0.33434659242630005},{"id":"https://openalex.org/keywords/control-theory","display_name":"Control theory (sociology)","score":0.32864895462989807},{"id":"https://openalex.org/keywords/statistical-physics","display_name":"Statistical physics","score":0.3226752281188965},{"id":"https://openalex.org/keywords/physics","display_name":"Physics","score":0.19750654697418213},{"id":"https://openalex.org/keywords/algorithm","display_name":"Algorithm","score":0.17940783500671387},{"id":"https://openalex.org/keywords/engineering","display_name":"Engineering","score":0.14462587237358093},{"id":"https://openalex.org/keywords/artificial-intelligence","display_name":"Artificial intelligence","score":0.060324639081954956},{"id":"https://openalex.org/keywords/thermodynamics","display_name":"Thermodynamics","score":0.059872955083847046}],"concepts":[{"id":"https://openalex.org/C5072599","wikidata":"https://www.wikidata.org/wiki/Q379788","display_name":"Advection","level":2,"score":0.7807299494743347},{"id":"https://openalex.org/C69357855","wikidata":"https://www.wikidata.org/wiki/Q163214","display_name":"Diffusion","level":2,"score":0.6468446254730225},{"id":"https://openalex.org/C18555067","wikidata":"https://www.wikidata.org/wiki/Q8375051","display_name":"Joint (building)","level":2,"score":0.6350593566894531},{"id":"https://openalex.org/C96250715","wikidata":"https://www.wikidata.org/wiki/Q965330","display_name":"Estimation","level":2,"score":0.5588266849517822},{"id":"https://openalex.org/C167928553","wikidata":"https://www.wikidata.org/wiki/Q1376021","display_name":"Estimation theory","level":2,"score":0.553142786026001},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.4401465952396393},{"id":"https://openalex.org/C28826006","wikidata":"https://www.wikidata.org/wiki/Q33521","display_name":"Applied mathematics","level":1,"score":0.4270959198474884},{"id":"https://openalex.org/C571446","wikidata":"https://www.wikidata.org/wiki/Q6510183","display_name":"Diffusion equation","level":3,"score":0.41493335366249084},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.3913334906101227},{"id":"https://openalex.org/C126255220","wikidata":"https://www.wikidata.org/wiki/Q141495","display_name":"Mathematical optimization","level":1,"score":0.33434659242630005},{"id":"https://openalex.org/C47446073","wikidata":"https://www.wikidata.org/wiki/Q5165890","display_name":"Control theory (sociology)","level":3,"score":0.32864895462989807},{"id":"https://openalex.org/C121864883","wikidata":"https://www.wikidata.org/wiki/Q677916","display_name":"Statistical physics","level":1,"score":0.3226752281188965},{"id":"https://openalex.org/C121332964","wikidata":"https://www.wikidata.org/wiki/Q413","display_name":"Physics","level":0,"score":0.19750654697418213},{"id":"https://openalex.org/C11413529","wikidata":"https://www.wikidata.org/wiki/Q8366","display_name":"Algorithm","level":1,"score":0.17940783500671387},{"id":"https://openalex.org/C127413603","wikidata":"https://www.wikidata.org/wiki/Q11023","display_name":"Engineering","level":0,"score":0.14462587237358093},{"id":"https://openalex.org/C154945302","wikidata":"https://www.wikidata.org/wiki/Q11660","display_name":"Artificial intelligence","level":1,"score":0.060324639081954956},{"id":"https://openalex.org/C97355855","wikidata":"https://www.wikidata.org/wiki/Q11473","display_name":"Thermodynamics","level":1,"score":0.059872955083847046},{"id":"https://openalex.org/C21547014","wikidata":"https://www.wikidata.org/wiki/Q1423657","display_name":"Operations management","level":1,"score":0.0},{"id":"https://openalex.org/C176217482","wikidata":"https://www.wikidata.org/wiki/Q860554","display_name":"Metric (unit)","level":2,"score":0.0},{"id":"https://openalex.org/C2775924081","wikidata":"https://www.wikidata.org/wiki/Q55608371","display_name":"Control (management)","level":2,"score":0.0},{"id":"https://openalex.org/C201995342","wikidata":"https://www.wikidata.org/wiki/Q682496","display_name":"Systems engineering","level":1,"score":0.0},{"id":"https://openalex.org/C170154142","wikidata":"https://www.wikidata.org/wiki/Q150737","display_name":"Architectural engineering","level":1,"score":0.0}],"mesh":[],"locations_count":5,"locations":[{"id":"doi:10.1137/20m1375073","is_oa":false,"landing_page_url":"https://doi.org/10.1137/20m1375073","pdf_url":null,"source":{"id":"https://openalex.org/S2911293512","display_name":"SIAM/ASA Journal on Uncertainty Quantification","issn_l":"2166-2525","issn":["2166-2525"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310320508","host_organization_name":"Society for Industrial and Applied Mathematics","host_organization_lineage":["https://openalex.org/P4310320508"],"host_organization_lineage_names":["Society for Industrial and Applied Mathematics"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"SIAM/ASA Journal on Uncertainty Quantification","raw_type":"journal-article"},{"id":"pmh:oai:arXiv.org:2009.08693","is_oa":true,"landing_page_url":"http://arxiv.org/abs/2009.08693","pdf_url":"https://arxiv.org/pdf/2009.08693","source":{"id":"https://openalex.org/S4306400194","display_name":"arXiv (Cornell University)","issn_l":"2331-8422","issn":["2331-8422"],"is_oa":true,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I205783295","host_organization_name":"Cornell University","host_organization_lineage":["https://openalex.org/I205783295"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":null,"raw_type":"text"},{"id":"pmh:oai:spiral.imperial.ac.uk:10044/1/86997","is_oa":true,"landing_page_url":"http://hdl.handle.net/10044/1/86997","pdf_url":"http://hdl.handle.net/10044/1/86997","source":{"id":"https://openalex.org/S4306401396","display_name":"Spiral (Imperial College London)","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I47508984","host_organization_name":"Imperial College London","host_organization_lineage":["https://openalex.org/I47508984"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"","raw_type":"Working Paper"},{"id":"pmh:oai:research-information.bris.ac.uk:openaire_cris_publications/521aec90-72da-44e5-bef7-1b10416f2eb1","is_oa":false,"landing_page_url":"https://hdl.handle.net/1983/521aec90-72da-44e5-bef7-1b10416f2eb1","pdf_url":null,"source":{"id":"https://openalex.org/S4306400895","display_name":"Bristol Research (University of Bristol)","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I36234482","host_organization_name":"University of Bristol","host_organization_lineage":["https://openalex.org/I36234482"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"Sharrock, L & Kantas, N 2022, 'Joint Online Parameter Estimation and Optimal Sensor Placement for the Partially Observed Stochastic Advection-Diffusion Equation', SIAM/ASA Journal on Uncertainty Quantification, vol. 10, no. 1, pp. 55-95. https://doi.org/10.1137/20M1375073","raw_type":"info:eu-repo/semantics/article"},{"id":"pmh:oai:research-information.bris.ac.uk:publications/521aec90-72da-44e5-bef7-1b10416f2eb1","is_oa":false,"landing_page_url":"https://research-information.bris.ac.uk/en/publications/521aec90-72da-44e5-bef7-1b10416f2eb1","pdf_url":null,"source":{"id":"https://openalex.org/S4306400895","display_name":"Bristol Research (University of Bristol)","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I36234482","host_organization_name":"University of Bristol","host_organization_lineage":["https://openalex.org/I36234482"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"Sharrock, L & Kantas, N 2022, 'Joint Online Parameter Estimation and Optimal Sensor Placement for the Partially Observed Stochastic Advection-Diffusion Equation', SIAM/ASA Journal on Uncertainty Quantification, vol. 10, no. 1, pp. 55-95. https://doi.org/10.1137/20M1375073","raw_type":"info:eu-repo/semantics/article"}],"best_oa_location":{"id":"pmh:oai:arXiv.org:2009.08693","is_oa":true,"landing_page_url":"http://arxiv.org/abs/2009.08693","pdf_url":"https://arxiv.org/pdf/2009.08693","source":{"id":"https://openalex.org/S4306400194","display_name":"arXiv (Cornell University)","issn_l":"2331-8422","issn":["2331-8422"],"is_oa":true,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I205783295","host_organization_name":"Cornell University","host_organization_lineage":["https://openalex.org/I205783295"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":null,"raw_type":"text"},"sustainable_development_goals":[],"awards":[{"id":"https://openalex.org/G5608579108","display_name":"EPSRC CENTRE FOR DOCTORAL TRAINING IN THE MATHEMATICS OF PLANET EARTH AT IMPERIAL COLLEGE LONDON AND THE UNIVERSITY OF READING","funder_award_id":"EP/L016613/1","funder_id":"https://openalex.org/F4320334627","funder_display_name":"Engineering and Physical Sciences Research Council"}],"funders":[{"id":"https://openalex.org/F4320334627","display_name":"Engineering and Physical Sciences Research Council","ror":"https://ror.org/0439y7842"}],"has_content":{"pdf":false,"grobid_xml":false},"content_urls":null,"referenced_works_count":119,"referenced_works":["https://openalex.org/W6908809","https://openalex.org/W31712941","https://openalex.org/W84336219","https://openalex.org/W114517082","https://openalex.org/W146619314","https://openalex.org/W181053014","https://openalex.org/W371541445","https://openalex.org/W576215968","https://openalex.org/W594357522","https://openalex.org/W601154698","https://openalex.org/W621891444","https://openalex.org/W1488001421","https://openalex.org/W1496738390","https://openalex.org/W1504367422","https://openalex.org/W1506975760","https://openalex.org/W1516814124","https://openalex.org/W1520505623","https://openalex.org/W1527296550","https://openalex.org/W1528588491","https://openalex.org/W1536980240","https://openalex.org/W1538686203","https://openalex.org/W1540723801","https://openalex.org/W1541939020","https://openalex.org/W1542004730","https://openalex.org/W1568531505","https://openalex.org/W1573874356","https://openalex.org/W1580561995","https://openalex.org/W1580798812","https://openalex.org/W1680446907","https://openalex.org/W1837874438","https://openalex.org/W1883186006","https://openalex.org/W1963921091","https://openalex.org/W1965640670","https://openalex.org/W1968892454","https://openalex.org/W1969876365","https://openalex.org/W1974006687","https://openalex.org/W1980287119","https://openalex.org/W1981420955","https://openalex.org/W1982438388","https://openalex.org/W1985953691","https://openalex.org/W1995018531","https://openalex.org/W1995492482","https://openalex.org/W1999229262","https://openalex.org/W2009858711","https://openalex.org/W2010522529","https://openalex.org/W2011866684","https://openalex.org/W2016005401","https://openalex.org/W2017952110","https://openalex.org/W2020366183","https://openalex.org/W2021960928","https://openalex.org/W2022228946","https://openalex.org/W2022823021","https://openalex.org/W2022977680","https://openalex.org/W2023748650","https://openalex.org/W2024791792","https://openalex.org/W2032444351","https://openalex.org/W2041325915","https://openalex.org/W2045659360","https://openalex.org/W2060542320","https://openalex.org/W2063819119","https://openalex.org/W2069626069","https://openalex.org/W2074143156","https://openalex.org/W2077937893","https://openalex.org/W2079321251","https://openalex.org/W2082794610","https://openalex.org/W2083402998","https://openalex.org/W2089695579","https://openalex.org/W2094364653","https://openalex.org/W2094435819","https://openalex.org/W2098091224","https://openalex.org/W2099489291","https://openalex.org/W2102602923","https://openalex.org/W2110115424","https://openalex.org/W2120922378","https://openalex.org/W2122032185","https://openalex.org/W2124458906","https://openalex.org/W2124975090","https://openalex.org/W2125680092","https://openalex.org/W2133711647","https://openalex.org/W2140460000","https://openalex.org/W2143022286","https://openalex.org/W2143634653","https://openalex.org/W2146502635","https://openalex.org/W2146541393","https://openalex.org/W2162228315","https://openalex.org/W2162465589","https://openalex.org/W2164663084","https://openalex.org/W2169387407","https://openalex.org/W2172596416","https://openalex.org/W2179655735","https://openalex.org/W2188613989","https://openalex.org/W2192014968","https://openalex.org/W2206710980","https://openalex.org/W2315934699","https://openalex.org/W2321597899","https://openalex.org/W2476370789","https://openalex.org/W2479238311","https://openalex.org/W2503491029","https://openalex.org/W2550039210","https://openalex.org/W2593861677","https://openalex.org/W2604999100","https://openalex.org/W2625792078","https://openalex.org/W2687264408","https://openalex.org/W2732788277","https://openalex.org/W2768307916","https://openalex.org/W2782730446","https://openalex.org/W2785523195","https://openalex.org/W2809699932","https://openalex.org/W2894264752","https://openalex.org/W2908075801","https://openalex.org/W2962837870","https://openalex.org/W2963029335","https://openalex.org/W2963469405","https://openalex.org/W2964106499","https://openalex.org/W2981781812","https://openalex.org/W3103934441","https://openalex.org/W3106072647","https://openalex.org/W3183403283","https://openalex.org/W4247603176"],"related_works":["https://openalex.org/W3036101264","https://openalex.org/W2163151373","https://openalex.org/W1986676657","https://openalex.org/W4238257821","https://openalex.org/W2165001118","https://openalex.org/W2022713607","https://openalex.org/W2794551621","https://openalex.org/W4246396821","https://openalex.org/W1523233633","https://openalex.org/W2088603907"],"abstract_inverted_index":{"In":[0],"this":[1,31],"paper,":[2],"we":[3],"consider":[4],"the":[5,34,49,53,58,65,71,78,88,91,95,98,104],"problem":[6,32],"of":[7,36,52,70,90],"jointly":[8],"performing":[9],"online":[10],"parameter":[11],"estimation":[12],"and":[13,62],"optimal":[14],"sensor":[15,79],"placement":[16],"for":[17],"a":[18,27,37],"partially":[19],"observed":[20],"infinite-dimensional":[21],"linear":[22],"diffusion":[23],"process.":[24],"We":[25,81],"present":[26],"novel":[28],"solution":[29],"to":[30,47,57,63,77],"in":[33,94],"form":[35],"continuous-time,":[38],"two-timescale":[39],"stochastic":[40,106],"gradient":[41],"descent":[42],"algorithm,":[43],"which":[44],"recursively":[45],"seeks":[46],"maximize":[48],"asymptotic":[50],"log-likelihood":[51],"observations":[54],"with":[55,75],"respect":[56,76],"unknown":[59],"model":[60],"parameters":[61],"minimize":[64],"expected":[66],"mean":[67],"squared":[68],"error":[69],"hidden":[72,99],"state":[73],"estimate":[74],"locations.":[80],"also":[82],"provide":[83],"extensive":[84],"numerical":[85],"results":[86],"illustrating":[87],"performance":[89],"proposed":[92],"approach":[93],"case":[96],"that":[97],"signal":[100],"is":[101],"governed":[102],"by":[103],"two-dimensional":[105],"advection-diffusion":[107],"equation.":[108]},"counts_by_year":[{"year":2026,"cited_by_count":1},{"year":2025,"cited_by_count":3},{"year":2024,"cited_by_count":2},{"year":2023,"cited_by_count":4}],"updated_date":"2026-08-26T07:47:46.906454","created_date":"2025-10-10T00:00:00"}
