{"status":"ok","message-type":"work","message-version":"1.0.0","message":{"indexed":{"date-parts":[[2026,2,8]],"date-time":"2026-02-08T06:33:43Z","timestamp":1770532423177,"version":"3.49.0"},"reference-count":19,"publisher":"Springer Science and Business Media LLC","issue":"6","license":[{"start":{"date-parts":[[2025,10,15]],"date-time":"2025-10-15T00:00:00Z","timestamp":1760486400000},"content-version":"tdm","delay-in-days":0,"URL":"https:\/\/www.springernature.com\/gp\/researchers\/text-and-data-mining"},{"start":{"date-parts":[[2025,10,15]],"date-time":"2025-10-15T00:00:00Z","timestamp":1760486400000},"content-version":"vor","delay-in-days":0,"URL":"https:\/\/www.springernature.com\/gp\/researchers\/text-and-data-mining"}],"funder":[{"name":"CUHK-SZ start-up funding."}],"content-domain":{"domain":["link.springer.com"],"crossmark-restriction":false},"short-container-title":["Stat Comput"],"published-print":{"date-parts":[[2025,12]]},"DOI":"10.1007\/s11222-025-10749-w","type":"journal-article","created":{"date-parts":[[2025,10,15]],"date-time":"2025-10-15T14:20:26Z","timestamp":1760538026000},"update-policy":"https:\/\/doi.org\/10.1007\/springer_crossmark_policy","source":"Crossref","is-referenced-by-count":1,"title":["Bayesian parameter estimation for partially observed McKean-Vlasov diffusions using multilevel Markov chain Monte Carlo"],"prefix":"10.1007","volume":"35","author":[{"given":"AJAY","family":"JASRA","sequence":"first","affiliation":[]},{"given":"AMIN","family":"WU","sequence":"additional","affiliation":[]}],"member":"297","published-online":{"date-parts":[[2025,10,15]]},"reference":[{"key":"10749_CR1","doi-asserted-by":"publisher","first-page":"269","DOI":"10.1111\/j.1467-9868.2009.00736.x","volume":"72","author":"C Andrieu","year":"2010","unstructured":"Andrieu, C., Doucet, A., Holenstein, R.: Particle Markov chain Monte Carlo methods (with discussion). J. R. Statist. Soc. Ser. B 72, 269\u2013342 (2010)","journal-title":"J. R. Statist. Soc. Ser. B"},{"key":"10749_CR2","unstructured":"Awadelkarim, E., Jasra, A.: Mulitlevel particle filters for partially observed McKean-Vlasov stochastic differential equations. arXiv preprint (2024)"},{"key":"10749_CR3","doi-asserted-by":"publisher","first-page":"10","DOI":"10.1186\/2190-8567-2-10","volume":"2","author":"J Baldaron","year":"2012","unstructured":"Baldaron, J., Fasoli, D., Faugeras, O., Toubol, J.: Mean-field description and propagation of chaos in networks of Hodgkin-Huxely ad FitzHugh-Nagumo neurons. J. Math. Neuro. 2, 10 (2012)","journal-title":"J. Math. Neuro."},{"key":"10749_CR4","doi-asserted-by":"crossref","unstructured":"Ben Rached, N., Haji Ali, A. L., Pillai, S. M. S., Tempone, R.: Multi-index importance sampling for McKean-Vlasov stochastic differential equations. arXiv preprint (2023)","DOI":"10.1007\/s11222-024-10497-3"},{"key":"10749_CR5","doi-asserted-by":"publisher","first-page":"763","DOI":"10.1137\/20M131549X","volume":"9","author":"N Chada","year":"2021","unstructured":"Chada, N., Franks, J., Jasra, A., Law, K., Vihola, M.: Unbiased inference for discretely observed hidden Markov model diffusions. SIAM\/ASA JUQ 9, 763\u2013787 (2021)","journal-title":"SIAM\/ASA JUQ"},{"key":"10749_CR6","doi-asserted-by":"publisher","first-page":"53","DOI":"10.1080\/17442500902723575","volume":"82","author":"D Crisan","year":"2010","unstructured":"Crisan, D., Xiong, J.: Approximate mckean-vlasov representations for a class of SPDEs. Stochastics 82, 53\u201368 (2010)","journal-title":"Stochastics"},{"key":"10749_CR7","first-page":"3","volume":"30","author":"K Giesecke","year":"2020","unstructured":"Giesecke, K., Schwenkler, G., Sirignano, J.A.: Inference for large financial systems Math. Finan. 30, 3\u201346 (2020)","journal-title":"Finan."},{"key":"10749_CR8","doi-asserted-by":"publisher","first-page":"607","DOI":"10.1287\/opre.1070.0496","volume":"56","author":"MB Giles","year":"2008","unstructured":"Giles, M.B.: Multilevel Monte Carlo path simulation. Op. Res. 56, 607\u2013617 (2008)","journal-title":"Op. Res."},{"key":"10749_CR9","doi-asserted-by":"publisher","first-page":"259","DOI":"10.1017\/S096249291500001X","volume":"24","author":"MB Giles","year":"2015","unstructured":"Giles, M.B.: Multilevel Monte Carlo methods. Acta Numer 24, 259\u2013328 (2015)","journal-title":"Acta Numer"},{"key":"10749_CR10","doi-asserted-by":"publisher","first-page":"548","DOI":"10.1111\/insr.12365","volume":"88","author":"A Jasra","year":"2020","unstructured":"Jasra, A., Law, K.J.H., Suciu, C.: Advanced Multilevel Monte Carlo. Intl. Stat. Rev. 88, 548\u2013579 (2020)","journal-title":"Intl. Stat. Rev."},{"key":"10749_CR11","doi-asserted-by":"crossref","unstructured":"Jasra, A., Maama, M., Tempone, R.: Parameter estimation for partially observed McKean-Vlasov diffusions. arXiv preprint (2024)","DOI":"10.1007\/s11222-025-10749-w"},{"key":"10749_CR12","doi-asserted-by":"crossref","unstructured":"Jasra, A., Ruzyqat, H., Wu, A.: Bayesian parameter inference for partially observed stochastic Volterra equations. Stat. Comp. 34, 78 (2024)","DOI":"10.1007\/s11222-024-10389-6"},{"key":"10749_CR13","doi-asserted-by":"publisher","first-page":"1290","DOI":"10.1080\/00207179.2020.1849805","volume":"95","author":"A Jasra","year":"2022","unstructured":"Jasra, A., Heng, J., Xu, Y., Bishop, A.: A multilevel approach for stochastic nonlinear optimal control. Intl. J. Cont. 95, 1290\u20131304 (2022)","journal-title":"Intl. J. Cont."},{"key":"10749_CR14","doi-asserted-by":"publisher","first-page":"A887","DOI":"10.1137\/17M1112595","volume":"40","author":"A Jasra","year":"2018","unstructured":"Jasra, A., Kamatani, K., Law, K., Zhou, Y.: Bayesian Static Parameter Estimation for Partially Observed Diffusions via Multilevel Monte Carlo. SIAM J. Sci. Comp. 40, A887\u2013A902 (2018)","journal-title":"SIAM J. Sci. Comp."},{"key":"10749_CR15","doi-asserted-by":"publisher","first-page":"19","DOI":"10.1007\/s11222-022-10193-0","volume":"33","author":"M Maama","year":"2023","unstructured":"Maama, M., Jasra, A., Ombao, H.: Bayesian parameters inference for partially observed SDEs driven by fractional Brownian motion. Stat. Comp. 33, 19 (2023)","journal-title":"Stat. Comp."},{"key":"10749_CR16","doi-asserted-by":"publisher","first-page":"59","DOI":"10.1090\/tpms\/1135","volume":"103","author":"Y Mishura","year":"2021","unstructured":"Mishura, Y., Veretennikov, A.Y.: Existence and uniqueness theorems for solutions of McKean-Vlasov stochastic equations. Theory Prob. Math. Stat. 103, 59\u2013101 (2021)","journal-title":"Theory Prob. Math. Stat."},{"key":"10749_CR17","doi-asserted-by":"publisher","first-page":"534","DOI":"10.1007\/s002850050158","volume":"38","author":"A Mogilner","year":"1999","unstructured":"Mogilner, A., Edelstein-Keshet, L.: A non-local model for a swarm. J. Math. Biol. 38, 534\u2013570 (1999)","journal-title":"J. Math. Biol."},{"key":"10749_CR18","doi-asserted-by":"publisher","first-page":"481","DOI":"10.1016\/j.spa.2023.05.002","volume":"162","author":"L Sharrock","year":"2023","unstructured":"Sharrock, L., Kantas, N., Parpas, P., Pavliotis, G.: Online parameter estimation for the McKean-Vlasov stochastic differential equation. Stoch. Proc. Appl. 162, 481\u2013546 (2023)","journal-title":"Stoch. Proc. Appl."},{"key":"10749_CR19","first-page":"165","volume":"1464","author":"AS Sznitman","year":"1991","unstructured":"Sznitman, A.S.: Topics in propagation of chaos. In Ecole d\u2019Ete de Probabilites de Saint-Flour XIX. 1464, 165\u2013251 (1991)","journal-title":"In Ecole d\u2019Ete de Probabilites de Saint-Flour XIX."}],"container-title":["Statistics and Computing"],"original-title":[],"language":"en","link":[{"URL":"https:\/\/link.springer.com\/content\/pdf\/10.1007\/s11222-025-10749-w.pdf","content-type":"application\/pdf","content-version":"vor","intended-application":"text-mining"},{"URL":"https:\/\/link.springer.com\/article\/10.1007\/s11222-025-10749-w\/fulltext.html","content-type":"text\/html","content-version":"vor","intended-application":"text-mining"},{"URL":"https:\/\/link.springer.com\/content\/pdf\/10.1007\/s11222-025-10749-w.pdf","content-type":"application\/pdf","content-version":"vor","intended-application":"similarity-checking"}],"deposited":{"date-parts":[[2025,11,5]],"date-time":"2025-11-05T07:17:50Z","timestamp":1762327070000},"score":1,"resource":{"primary":{"URL":"https:\/\/link.springer.com\/10.1007\/s11222-025-10749-w"}},"subtitle":[],"short-title":[],"issued":{"date-parts":[[2025,10,15]]},"references-count":19,"journal-issue":{"issue":"6","published-print":{"date-parts":[[2025,12]]}},"alternative-id":["10749"],"URL":"https:\/\/doi.org\/10.1007\/s11222-025-10749-w","relation":{},"ISSN":["0960-3174","1573-1375"],"issn-type":[{"value":"0960-3174","type":"print"},{"value":"1573-1375","type":"electronic"}],"subject":[],"published":{"date-parts":[[2025,10,15]]},"assertion":[{"value":"27 April 2025","order":1,"name":"received","label":"Received","group":{"name":"ArticleHistory","label":"Article History"}},{"value":"5 October 2025","order":2,"name":"accepted","label":"Accepted","group":{"name":"ArticleHistory","label":"Article History"}},{"value":"15 October 2025","order":3,"name":"first_online","label":"First Online","group":{"name":"ArticleHistory","label":"Article History"}},{"order":1,"name":"Ethics","group":{"name":"EthicsHeading","label":"Declarations"}},{"value":"The authors declare no competing interests.","order":2,"name":"Ethics","group":{"name":"EthicsHeading","label":"Competing interests"}}],"article-number":"210"}}