Network inference has been extensively studied in several fields, such as systems biology and social sciences. Learning network topology and internal dynamics is essential to understand mechanisms of complex systems. In particular, sparse topologies and stable dynamics are fundamental features of many real-world continuous-time (CT) networks. Given that usually only a partial set of nodes are able to observe, we consider linear CT systems to depict networks since they can model unmeasured nodes via transfer functions. Additionally, measurements tend to be noisy and with low and varying sampling frequencies. This paper applies dynamical structure functions (DSFs) derived from linear stochastic differential equations (SDEs) to describe networks of measured nodes. A numerical sampling method, preconditioned Crank–Nicolson (pCN), is used to refine coarse-grained trajectories to improve inference accuracy. The proposed method can handle sparsely sampled data and unmeasurable nodes. Monte Carlo simulations indicate that the proposed method outperforms state-of-the-art methods with various network topologies. The developed method can be applied under a wide range of contexts, such as gene regulatory networks, social networks and communication systems.