{"status":"ok","message-type":"work","message-version":"1.0.0","message":{"indexed":{"date-parts":[[2025,2,21]],"date-time":"2025-02-21T03:23:34Z","timestamp":1740108214443,"version":"3.37.3"},"reference-count":31,"publisher":"Springer Science and Business Media LLC","issue":"6","license":[{"start":{"date-parts":[[2023,12,14]],"date-time":"2023-12-14T00:00:00Z","timestamp":1702512000000},"content-version":"tdm","delay-in-days":0,"URL":"https:\/\/www.springernature.com\/gp\/researchers\/text-and-data-mining"},{"start":{"date-parts":[[2023,12,14]],"date-time":"2023-12-14T00:00:00Z","timestamp":1702512000000},"content-version":"vor","delay-in-days":0,"URL":"https:\/\/www.springernature.com\/gp\/researchers\/text-and-data-mining"}],"funder":[{"DOI":"10.13039\/100000121","name":"Division of Mathematical Sciences","doi-asserted-by":"publisher","award":["DMS-2015498"],"award-info":[{"award-number":["DMS-2015498"]}],"id":[{"id":"10.13039\/100000121","id-type":"DOI","asserted-by":"publisher"}]},{"DOI":"10.13039\/100000121","name":"Division of Mathematical Sciences","doi-asserted-by":"publisher","award":["DMS-2210819"],"award-info":[{"award-number":["DMS-2210819"]}],"id":[{"id":"10.13039\/100000121","id-type":"DOI","asserted-by":"publisher"}]},{"DOI":"10.13039\/100000057","name":"National Institute of General Medical Sciences","doi-asserted-by":"publisher","award":["R01-GM126089"],"award-info":[{"award-number":["R01-GM126089"]}],"id":[{"id":"10.13039\/100000057","id-type":"DOI","asserted-by":"publisher"}]}],"content-domain":{"domain":["link.springer.com"],"crossmark-restriction":false},"short-container-title":["Comput Stat"],"published-print":{"date-parts":[[2024,9]]},"DOI":"10.1007\/s00180-023-01443-4","type":"journal-article","created":{"date-parts":[[2023,12,14]],"date-time":"2023-12-14T10:01:45Z","timestamp":1702548105000},"page":"3347-3372","update-policy":"https:\/\/doi.org\/10.1007\/springer_crossmark_policy","source":"Crossref","is-referenced-by-count":0,"title":["An extended Langevinized ensemble Kalman filter for non-Gaussian dynamic systems"],"prefix":"10.1007","volume":"39","author":[{"given":"Peiyi","family":"Zhang","sequence":"first","affiliation":[]},{"given":"Tianning","family":"Dong","sequence":"additional","affiliation":[]},{"ORCID":"https:\/\/orcid.org\/0000-0002-1177-5501","authenticated-orcid":false,"given":"Faming","family":"Liang","sequence":"additional","affiliation":[]}],"member":"297","published-online":{"date-parts":[[2023,12,14]]},"reference":[{"key":"1443_CR1","doi-asserted-by":"publisher","first-page":"2884","DOI":"10.1175\/1520-0493(2001)129<2884:AEAKFF>2.0.CO;2","volume":"129","author":"J Anderson","year":"2001","unstructured":"Anderson J (2001) An ensemble adjustment filter for data assimilation. Mon Weather Rev 129:2884\u20132903","journal-title":"Mon Weather Rev"},{"key":"1443_CR2","doi-asserted-by":"publisher","first-page":"870","DOI":"10.1214\/009053604000000238","volume":"32","author":"M Barbieri","year":"2004","unstructured":"Barbieri M, Berger J (2004) Optimal predictive model selection. Ann Stat 32:870\u2013897","journal-title":"Ann Stat"},{"key":"1443_CR3","doi-asserted-by":"publisher","first-page":"151","DOI":"10.1016\/j.apnum.2018.11.008","volume":"137","author":"E Bergou","year":"2019","unstructured":"Bergou E, Gratton S, Mandel J (2019) On the convergence of a non-linear ensemble Kalman smoother. Appl Numer Math 137:151\u2013168","journal-title":"Appl Numer Math"},{"key":"1443_CR4","unstructured":"Bhatia K, Ma Y-A, Dragan AD, Bartlett PL, Jordan MI (2019) Bayesian robustness: a nonasymptotic viewpoint. arXiv preprint arXiv:1907.11826"},{"key":"1443_CR5","doi-asserted-by":"publisher","first-page":"907","DOI":"10.1198\/106186004X12803","volume":"13","author":"O Capp\u00e9","year":"2004","unstructured":"Capp\u00e9 O, Guillin A, Martin J, Robert C (2004) Population Monte Carlo. J Comput Graph Stat 13:907\u2013929","journal-title":"J Comput Graph Stat"},{"key":"1443_CR6","unstructured":"Dalalyan AS, Karagulyan AG (2017) User-friendly guarantees for the Langevin Monte Carlo with inaccurate gradient. CoRR arXiv:1710.00095"},{"key":"1443_CR7","doi-asserted-by":"publisher","first-page":"10143","DOI":"10.1029\/94JC00572","volume":"99","author":"G Evensen","year":"1994","unstructured":"Evensen G (1994) Sequential data assimilation with a nonlinear quasi-geostrophic model using Monte Carlo methods to forecast error statistics. J Geophys Res 99:10143\u201310162","journal-title":"J Geophys Res"},{"key":"1443_CR8","doi-asserted-by":"publisher","first-page":"861","DOI":"10.1016\/j.patrec.2005.10.010","volume":"27","author":"T Fawcett","year":"2006","unstructured":"Fawcett T (2006) An introduction to ROC analysis. Pattern Recognit Lett 27:861\u2013874","journal-title":"Pattern Recognit Lett"},{"key":"1443_CR9","doi-asserted-by":"publisher","first-page":"721","DOI":"10.1109\/TPAMI.1984.4767596","volume":"6","author":"S Geman","year":"1984","unstructured":"Geman S, Geman D (1984) Stochastic relaxation, Gibbs distributions and the Bayesian restoration of images. IEEE Trans Pattern Anal Mach Intell 6:721\u2013741","journal-title":"IEEE Trans Pattern Anal Mach Intell"},{"key":"1443_CR10","doi-asserted-by":"publisher","first-page":"107","DOI":"10.1049\/ip-f-2.1993.0015","volume":"140","author":"N Gordon","year":"1993","unstructured":"Gordon N, Salmond D, Smith A (1993) Novel approach to nonlinear\/non-Gaussian Bayesian state estimation. IEE Proc F Radar Signal Process 140:107\u2013113","journal-title":"IEE Proc F Radar Signal Process"},{"key":"1443_CR11","doi-asserted-by":"publisher","first-page":"97","DOI":"10.1093\/biomet\/57.1.97","volume":"57","author":"W Hastings","year":"1970","unstructured":"Hastings W (1970) Monte Carlo sampling methods using Markov chain and their applications. Biometrika 57:97\u2013109","journal-title":"Biometrika"},{"key":"1443_CR12","doi-asserted-by":"publisher","first-page":"182","DOI":"10.1117\/12.280797","volume-title":"Signal Processing, Sensor Fusion, and Target Recognition VI","author":"SJ Julier","year":"1997","unstructured":"Julier SJ, Uhlmann JK (1997) New extension of the Kalman filter to nonlinear systems. In: Kadar I (ed) Signal Processing, Sensor Fusion, and Target Recognition VI, vol 3068. SPIE, New York, pp 182\u2013193"},{"key":"1443_CR13","doi-asserted-by":"publisher","first-page":"35","DOI":"10.1115\/1.3662552","volume":"82","author":"R Kalman","year":"1960","unstructured":"Kalman R (1960) A new approach to linear filtering and prediction problems. J Basic Eng 82:35\u201345","journal-title":"J Basic Eng"},{"key":"1443_CR14","doi-asserted-by":"publisher","first-page":"866","DOI":"10.1080\/01621459.2019.1592753","volume":"115","author":"M Katzfuss","year":"2020","unstructured":"Katzfuss M, Stroud JR, Wikle CK (2020) Ensemble Kalman methods for high-dimensional hierarchical dynamic space-time models. J Am Stat Assoc 115:866\u2013885","journal-title":"J Am Stat Assoc"},{"key":"1443_CR15","first-page":"1","volume":"21","author":"SM Kazemi","year":"2020","unstructured":"Kazemi SM, Goel R, Jain K, Kobyzev I, Sethi A, Forsyth P, Poupart P (2020) Representation learning for dynamic graphs: a survey. J Mach Learn Res 21:1\u201373","journal-title":"J Mach Learn Res"},{"key":"1443_CR16","doi-asserted-by":"publisher","first-page":"105","DOI":"10.1214\/18-SS121","volume":"12","author":"B Kim","year":"2018","unstructured":"Kim B, Lee K, Xue L, Niu X (2018) A review of dynamic network models with latent variables. Stat Surv 12:105\u2013135","journal-title":"Stat Surv"},{"key":"1443_CR17","doi-asserted-by":"publisher","first-page":"1","DOI":"10.1137\/140965363","volume":"3","author":"E Kwiatkowski","year":"2015","unstructured":"Kwiatkowski E, Mandel J (2015) Convergence of the square root ensemble Kalman filter in the large ensemble limit. SIAM\/ASA J Uncertain Quantif 3:1\u201317","journal-title":"SIAM\/ASA J Uncertain Quantif"},{"key":"1443_CR18","doi-asserted-by":"publisher","first-page":"A1251","DOI":"10.1137\/140984415","volume":"38","author":"K Law","year":"2016","unstructured":"Law K, Tembine H, Tempone R (2016) Deterministic mean-field ensemble Kalman filtering. SIAM J Sci Comput 38:A1251\u2013A1279","journal-title":"SIAM J Sci Comput"},{"key":"1443_CR19","unstructured":"Le\u00a0Gland F, Monbet V, Tran V-D (2009) Large sample asymptotics for the ensemble Kalman filter, Research report RR-7014, INRIA"},{"key":"1443_CR20","doi-asserted-by":"crossref","unstructured":"Li C, Chen C, Carlson DE, Carin L (2016) Preconditioned stochastic gradient Langevin dynamics for deep neural networks. In: AAAI, pp 1788\u20131794","DOI":"10.1609\/aaai.v30i1.10200"},{"key":"1443_CR21","doi-asserted-by":"publisher","first-page":"1087","DOI":"10.1063\/1.1699114","volume":"21","author":"N Metropolis","year":"1953","unstructured":"Metropolis N, Rosenbluth A, Rosenbluth M, Teller A, Teller E (1953) Equation of state calculations by fast computing machines. J Chem Phys 21:1087\u20131091","journal-title":"J Chem Phys"},{"key":"1443_CR22","doi-asserted-by":"publisher","first-page":"789","DOI":"10.1214\/14-AOS1207","volume":"42","author":"NN Narisetty","year":"2014","unstructured":"Narisetty NN, He X (2014) Bayesian variable selection with shrinking and diffusing priors. Ann Stat 42:789\u2013817","journal-title":"Ann Stat"},{"key":"1443_CR23","unstructured":"Nemeth C, Fearnhead P (2019) Stochastic gradient Markov chain Monte Carlo. arXiv:1907.06986"},{"key":"1443_CR24","doi-asserted-by":"publisher","first-page":"31","DOI":"10.1145\/1117454.1117459","volume":"7","author":"P Sarkar","year":"2005","unstructured":"Sarkar P, Moore A (2005) Dynamic social network analysis using latent space models. ACM SIGKDD Explor Newsl 7:31\u201340","journal-title":"ACM SIGKDD Explor Newsl"},{"key":"1443_CR25","doi-asserted-by":"publisher","first-page":"1646","DOI":"10.1080\/01621459.2014.988214","volume":"110","author":"DK Sewell","year":"2015","unstructured":"Sewell DK, Chen Y (2015) Latent space models for dynamic networks. J Am Stat Assoc 110:1646\u20131657","journal-title":"J Am Stat Assoc"},{"key":"1443_CR26","volume-title":"Time series analysis and its applications with R examples","author":"R Shumway","year":"2006","unstructured":"Shumway R, Stoffer D (2006) Time series analysis and its applications with R examples. Springer, New York"},{"key":"1443_CR27","doi-asserted-by":"publisher","first-page":"79143","DOI":"10.1109\/ACCESS.2021.3082932","volume":"9","author":"J Skarding","year":"2021","unstructured":"Skarding J, Gabrys B, Musial K (2021) Foundations and modeling of dynamic networks using dynamic graph neural networks: a survey. IEEE Access 9:79143\u201379168","journal-title":"IEEE Access"},{"key":"1443_CR28","doi-asserted-by":"publisher","first-page":"997","DOI":"10.1093\/biomet\/asaa029","volume":"107","author":"Q Song","year":"2020","unstructured":"Song Q, Sun Y, Ye M, Liang F (2020) Extended stochastic gradient Markov chain Monte Carlo for large-scale Bayesian variable selection. Biometrika 107:997\u20131004","journal-title":"Biometrika"},{"key":"1443_CR29","first-page":"128","volume":"80","author":"JK Uhlmann","year":"1992","unstructured":"Uhlmann JK (1992) Algorithms for multiple-target tracking. Am Sci 80:128\u2013141","journal-title":"Am Sci"},{"key":"1443_CR30","unstructured":"Welling M, Teh YW (2011) Bayesian learning via stochastic gradient langevin dynamics. In: ICML, pp 681\u2013688"},{"key":"1443_CR31","doi-asserted-by":"publisher","DOI":"10.5705\/ss.202022.0172","author":"P Zhang","year":"2023","unstructured":"Zhang P, Song Q, Liang F (2023) A Langevinized ensemble Kalman filter for large-scale dynamic learning. Stat Sin. https:\/\/doi.org\/10.5705\/ss.202022.0172","journal-title":"Stat Sin"}],"container-title":["Computational Statistics"],"original-title":[],"language":"en","link":[{"URL":"https:\/\/link.springer.com\/content\/pdf\/10.1007\/s00180-023-01443-4.pdf","content-type":"application\/pdf","content-version":"vor","intended-application":"text-mining"},{"URL":"https:\/\/link.springer.com\/article\/10.1007\/s00180-023-01443-4\/fulltext.html","content-type":"text\/html","content-version":"vor","intended-application":"text-mining"},{"URL":"https:\/\/link.springer.com\/content\/pdf\/10.1007\/s00180-023-01443-4.pdf","content-type":"application\/pdf","content-version":"vor","intended-application":"similarity-checking"}],"deposited":{"date-parts":[[2024,9,13]],"date-time":"2024-09-13T08:17:39Z","timestamp":1726215459000},"score":1,"resource":{"primary":{"URL":"https:\/\/link.springer.com\/10.1007\/s00180-023-01443-4"}},"subtitle":[],"short-title":[],"issued":{"date-parts":[[2023,12,14]]},"references-count":31,"journal-issue":{"issue":"6","published-print":{"date-parts":[[2024,9]]}},"alternative-id":["1443"],"URL":"https:\/\/doi.org\/10.1007\/s00180-023-01443-4","relation":{},"ISSN":["0943-4062","1613-9658"],"issn-type":[{"type":"print","value":"0943-4062"},{"type":"electronic","value":"1613-9658"}],"subject":[],"published":{"date-parts":[[2023,12,14]]},"assertion":[{"value":"23 February 2023","order":1,"name":"received","label":"Received","group":{"name":"ArticleHistory","label":"Article History"}},{"value":"22 November 2023","order":2,"name":"accepted","label":"Accepted","group":{"name":"ArticleHistory","label":"Article History"}},{"value":"14 December 2023","order":3,"name":"first_online","label":"First Online","group":{"name":"ArticleHistory","label":"Article History"}}]}}