Sebastian Reich

Publication Activity (10 Years)

Years Active: 1998-2024
Publications (10 Years): 47

Top Topics

Parameter Estimation

Bayesian Inference

Data Assimilation

Affine Invariant

Top Venues

SIAM J. Sci. Comput.

SIAM/ASA J. Uncertain. Quantification

SIAM J. Appl. Dyn. Syst.

Publications

Yifan Chen, Daniel Zhengyu Huang, Jiaoyang Huang, Sebastian Reich, Andrew M. Stuart
Efficient, Multimodal, and Derivative-Free Bayesian Inference With Fisher-Rao Gradient Flows. CoRR (2024)
Brian Irwin, Sebastian Reich
EnKSGD: A Class of Preconditioned Black Box Optimization and Inversion Algorithms. SIAM J. Sci. Comput. 46 (3) (2024)
Georg A. Gottwald, Fengyi Li, Youssef Marzouk, Sebastian Reich
Stable generative modeling using diffusion maps. CoRR (2024)
Jan Albrecht, Sebastian Reich
Robust parameter estimation for partially observed second-order diffusion processes. CoRR (2024)
Diksha Bhandari, Jakiw Pidstrigach, Sebastian Reich
Affine Invariant Ensemble Transform Methods to Improve Predictive Uncertainty in ReLU Networks. CoRR (2023)
Yifan Chen, Daniel Zhengyu Huang, Jiaoyang Huang, Sebastian Reich, Andrew M. Stuart
Sampling via Gradient Flows in the Space of Probability Measures. CoRR (2023)
Jakiw Pidstrigach, Sebastian Reich
Affine-Invariant Ensemble Transform Methods for Logistic Regression. Found. Comput. Math. 23 (2) (2023)
Jin Won Kim, Sebastian Reich
On forward-backward SDE approaches to continuous-time minimum variance estimation. CoRR (2023)
Grigorios A. Pavliotis, Sebastian Reich, Andrea Zanoni
Filtered data based estimators for stochastic processes driven by colored noise. CoRR (2023)
Jakiw Pidstrigach, Youssef M. Marzouk, Sebastian Reich, Sven Wang
Infinite-Dimensional Diffusion Models for Function Spaces. CoRR (2023)
Sebastian Reich
An EnKF-based algorithm for stochastic optimal control. CoRR (2023)
Yifan Chen, Daniel Zhengyu Huang, Jiaoyang Huang, Sebastian Reich, Andrew M. Stuart
Gradient Flows for Sampling: Mean-Field Models, Gaussian Approximations and Affine Invariance. CoRR (2023)
Brian Irwin, Sebastian Reich
EnKSGD: A Class Of Preconditioned Black Box Optimization And Inversion Algorithms. CoRR (2023)
Shuigen Liu, Sebastian Reich, Xin T. Tong
Dropout Ensemble Kalman inversion for high dimensional inverse problems. CoRR (2023)
Christian Molkenthin, Christian Donner, Sebastian Reich, Gert Zöller, Sebastian Hainzl, Matthias Holschneider, Manfred Opper
GP-ETAS: semiparametric Bayesian inference for the spatio-temporal epidemic type aftershock sequence model. Stat. Comput. 32 (2) (2022)
Daniel Zhengyu Huang, Jiaoyang Huang, Sebastian Reich, Andrew M. Stuart
Efficient Derivative-free Bayesian Inference for Large-Scale Inverse Problems. CoRR (2022)
Sebastian Reich
Data assimilation: A dynamic homotopy-based coupling approach. CoRR (2022)
Sebastian Reich
Frequentist perspective on robust parameter estimation using the ensemble Kalman filter. CoRR (2022)
Edoardo Calvello, Sebastian Reich, Andrew M. Stuart
Ensemble Kalman Methods: A Mean Field Perspective. CoRR (2022)
Sahani Pathiraja, Sebastian Reich, Wilhelm Stannat
McKean-Vlasov SDEs in Nonlinear Filtering. SIAM J. Control. Optim. 59 (6) (2021)
Sebastian Reich, Simon Weissmann
Fokker-Planck Particle Systems for Bayesian Inference: Computational Approaches. SIAM/ASA J. Uncertain. Quantification 9 (2) (2021)
Caroline L. Wormell, Sebastian Reich
Spectral Convergence of Diffusion Maps: Improved Error Bounds and an Alternative Normalization. SIAM J. Numer. Anal. 59 (3) (2021)
Jakiw Pidstrigach, Sebastian Reich
Affine-invariant ensemble transform methods for logistic regression. CoRR (2021)
Felix Dietrich, Alexei Makeev, George Kevrekidis, Nikolaos Evangelou, Tom Bertalan, Sebastian Reich, Ioannis G. Kevrekidis
Learning effective stochastic differential equations from microscopic simulations: combining stochastic numerics and deep learning. CoRR (2021)
Georg A. Gottwald, Sebastian Reich
Combining machine learning and data assimilation to forecast dynamical systems from noisy partial observations. CoRR (2021)
Yuming Ba, Jana de Wiljes, Dean S. Oliver, Sebastian Reich
Randomised maximum likelihood based posterior sampling. CoRR (2021)
Caroline L. Wormell, Sebastian Reich
Spectral convergence of diffusion maps: improved error bounds and an alternative normalisation. CoRR (2020)
Alfredo Garbuno-Inigo, Nikolas Nüsken, Sebastian Reich
Affine Invariant Interacting Langevin Dynamics for Bayesian Inference. SIAM J. Appl. Dyn. Syst. 19 (3) (2020)
Georg A. Gottwald, Sebastian Reich
Supervised learning from noisy observations: Combining machine-learning techniques with data assimilation. CoRR (2020)
Dimitra Maoutsa, Sebastian Reich, Manfred Opper
Interacting Particle Solutions of Fokker-Planck Equations Through Gradient-Log-Density Estimation. Entropy 22 (8) (2020)
Jana de Wiljes, Sahani Pathiraja, Sebastian Reich
Ensemble Transform Algorithms for Nonlinear Smoothing Problems. SIAM J. Sci. Comput. 42 (1) (2020)
Noa Malem-Shinitski, Manfred Opper, Sebastian Reich, Lisa Schwetlick, Stefan A. Seelig, Ralf Engbert
A mathematical model of local and global attention in natural scene viewing. PLoS Comput. Biol. 16 (12) (2020)
Milad Asgarimehr, Irina Zhelavskaya, Giuseppe Foti, Sebastian Reich, Jens Wickert
A GNSS-R Geophysical Model Function: Machine Learning for Wind Speed Retrievals. IEEE Geosci. Remote. Sens. Lett. 17 (8) (2020)
Sahani Pathiraja, Sebastian Reich, Wilhelm Stannat
McKean-Vlasov SDEs in nonlinear filtering. CoRR (2020)
Alfredo Garbuno-Inigo, Nikolas Nüsken, Sebastian Reich
Affine invariant interacting Langevin dynamics for Bayesian inference. CoRR (2019)
Milad Asgarimehr, Valery U. Zavorotny, Irina Zhelavskaya, Giuseppe Foti, Jens Wickert, Sebastian Reich
Evolving Ocean Monitoring With GNSS-R: Promises in Surface Wind Speed and Prospects for Rain Detection. IGARSS (2019)
Nikolas Nüsken, Sebastian Reich, Paul J. Rozdeba
State and Parameter Estimation from Observed Signal Increments. Entropy 21 (5) (2019)
Nikolas Nüsken, Sebastian Reich
Note on Interacting Langevin Diffusions: Gradient Structure and Ensemble Kalman Sampler by Garbuno-Inigo, Hoffmann, Li and Stuart. CoRR (2019)
Sebastian Reich, Simon Weissmann
Fokker-Planck particle systems for Bayesian inference: Computational approaches. CoRR (2019)
Sebastian Reich
Data assimilation: The Schrödinger perspective. Acta Numer. 28 (2019)
Milad Asgarimehr, Jens Wickert, Sebastian Reich
Evaluating Impact of Rain Attenuation on Space-borne GNSS Reflectometry Wind Speeds. Remote. Sens. 11 (9) (2019)
Milad Asgarimehr, Jens Wickert, Sebastian Reich
TDS-1 GNSS Reflectometry: Development and Validation of Forward Scattering Winds. IEEE J. Sel. Top. Appl. Earth Obs. Remote. Sens. 11 (11) (2018)
Jana de Wiljes, Sebastian Reich, Wilhelm Stannat
Long-Time Stability and Accuracy of the Ensemble Kalman-Bucy Filter for Fully Observed Processes and Small Measurement Noise. SIAM J. Appl. Dyn. Syst. 17 (2) (2018)
Walter Acevedo, Jana de Wiljes, Sebastian Reich
Second-order Accurate Ensemble Transform Particle Filters. SIAM J. Sci. Comput. 39 (5) (2017)
Amirhossein Taghvaei, Jana de Wiljes, Prashant G. Mehta, Sebastian Reich
Kalman Filter and its Modern Extensions for the Continuous-time Nonlinear Filtering Problem. CoRR (2017)
Alastair Gregory, Colin J. Cotter, Sebastian Reich
Multilevel Ensemble Transform Particle Filtering. SIAM J. Sci. Comput. 38 (3) (2016)
Nawinda Chustagulprom, Sebastian Reich, Maria Reinhardt
A Hybrid Ensemble Transform Particle Filter for Nonlinear and Spatially Extended Dynamical Systems. SIAM/ASA J. Uncertain. Quantification 4 (1) (2016)
Bruno Escribano, Elena V. Akhmatskaya, Sebastian Reich, Jon Azpiroz
Multiple-time-stepping generalized hybrid Monte Carlo methods. J. Comput. Phys. 280 (2015)
Sebastian Reich
A Nonparametric Ensemble Transform Method for Bayesian Inference. SIAM J. Sci. Comput. 35 (4) (2013)
Elena V. Akhmatskaya, Sebastian Reich
Meso-GSHMC: A stochastic algorithm for meso-scale constant temperature simulations. ICCS (2011)
Seoleun Shin, Gert Zöller, Matthias Holschneider, Sebastian Reich
A multigrid solver for modeling complex interseismic stress fields. Comput. Geosci. 37 (8) (2011)
Elena V. Akhmatskaya, Nawaf Bou-Rabee, Sebastian Reich
Erratum to "A comparison of generalized hybrid Monte Carlo methods with and without momentum flip" [J. Comput. Phys 228 (2009) 2256-2265]. J. Comput. Phys. 228 (19) (2009)
Elena V. Akhmatskaya, Nawaf Bou-Rabee, Sebastian Reich
A comparison of generalized hybrid Monte Carlo methods with and without momentum flip. J. Comput. Phys. 228 (6) (2009)
Colin J. Cotter, David A. Ham, Christopher C. Pain, Sebastian Reich
LBB stability of a mixed Galerkin finite element pair for fluid flow simulations. J. Comput. Phys. 228 (2) (2009)
Elena V. Akhmatskaya, Sebastian Reich
GSHMC: An efficient method for molecular simulation. J. Comput. Phys. 227 (10) (2008)
Colin J. Cotter, Sebastian Reich
Semigeostrophic Particle Motion and Exponentially Accurate Normal forms. Multiscale Model. Simul. 5 (2) (2006)
Jason Frank, Brian E. Moore, Sebastian Reich
Linear PDEs and Numerical Methods That Preserve a Multisymplectic Conservation Law. SIAM J. Sci. Comput. 28 (1) (2006)
Brian E. Moore, Sebastian Reich
Erratum to: "Multi-symplectic integration methods for Hamiltonian PDEs" [Future Gen. Comput. Sys. 19 (2003) 395-402] Future Gener. Comput. Syst. 20 (4) (2004)
Colin J. Cotter, Jason Frank, Sebastian Reich
Hamiltonian Particle-Mesh Method for Two-Layer Shallow-Water Equations Subject to the Rigid-Lid Approximation. SIAM J. Appl. Dyn. Syst. 3 (1) (2004)
Brian E. Moore, Sebastian Reich
Backward error analysis for multi-symplectic integration methods. Numerische Mathematik 95 (4) (2003)
Brian E. Moore, Sebastian Reich
Multi-symplectic integration methods for Hamiltonian PDEs. Future Gener. Comput. Syst. 19 (3) (2003)
Eric Barth, Benedict J. Leimkuhler, Sebastian Reich
A Time-Reversible Variable-Stepsize Integrator for Constrained Dynamics. SIAM J. Sci. Comput. 21 (3) (1999)
Uri M. Ascher, Sebastian Reich
The Midpoint Scheme and Variants for Hamiltonian Systems: Advantages and Pitfalls. SIAM J. Sci. Comput. 21 (3) (1999)
Sebastian Reich
Modified potential energy functions for constrained molecular dynamics. Numer. Algorithms 19 (1-4) (1998)