Sebastian Reich

82 papers C 1Misc 1Journal 77

Year	Rank	Type	Title / Venue / Authors
2026	J	`jnl`	A McKean-Pontrygin maximum principle for entropic-regularized optimal transport. CoRR Sebastian Reich
2026	J	`jnl`	Affine Invariant Langevin Dynamics for rare-event sampling. CoRR Deepyaman Chakraborty, Ruben Harris, Rupert Klein, Guillermo Olicón-Méndez, Sebastian Reich, Claudia Schillings
2026	J	`jnl`	Diffusion Path Samplers via Sequential Monte Carlo. CoRR James Matthew Young, Paula Cordero-Encinar, Sebastian Reich, Andrew B. Duncan, Ömer Deniz Akyildiz
2026	J	`jnl`	Localized Schrödinger bridge sampler. J. Comput. Phys. Georg A. Gottwald, Sebastian Reich
2025	J	`jnl`	Bayesian Dynamical Modeling of Fixational Eye Movements. Biol. Cybern. Lisa Schwetlick, Sebastian Reich, Ralf Engbert
2025	J	`jnl`	Digital Twins: McKean-Pontryagin Control for Partially Observed Physical Twins. CoRR Manfred Opper, Sebastian Reich
2025	J	`jnl`	Dropout Ensemble Kalman Inversion for High Dimensional Inverse Problems. SIAM J. Numer. Anal. Shuigen Liu, Sebastian Reich, Xin T. Tong
2025	J	`jnl`	Ensemble Kalman filter for uncertainty in human language comprehension. CoRR Diksha Bhandari, Alessandro Lopopolo, Milena Rabovsky, Sebastian Reich
2025	J	`jnl`	Ensemble Kalman methods: A mean-field perspective. Acta Numer. Edoardo Calvello, Sebastian Reich, Andrew M. Stuart
2025	J	`jnl`	Ensemble Kalman-Bucy filtering for nonlinear model predictive control. CoRR Sebastian Reich
2025	J	`jnl`	Localized Diffusion Models for High Dimensional Distributions Generation. CoRR Georg A. Gottwald, Shuigen Liu, Youssef Marzouk, Sebastian Reich, Xin T. Tong
2025	J	`jnl`	On a mean-field Pontryagin minimum principle for stochastic optimal control. CoRR Manfred Opper, Sebastian Reich
2024	J	`jnl`	Efficient, Multimodal, and Derivative-Free Bayesian Inference With Fisher-Rao Gradient Flows. CoRR Yifan Chen, Daniel Zhengyu Huang, Jiaoyang Huang, Sebastian Reich, Andrew M. Stuart
2024	J	`jnl`	EnKSGD: A Class of Preconditioned Black Box Optimization and Inversion Algorithms. SIAM J. Sci. Comput. Brian Irwin, Sebastian Reich
2024	J	`jnl`	Infinite-Dimensional Diffusion Models. J. Mach. Learn. Res. Jakiw Pidstrigach, Youssef Marzouk, Sebastian Reich, Sven Wang
2024	J	`jnl`	Localized Schrödinger Bridge Sampler. CoRR Georg A. Gottwald, Sebastian Reich
2024	J	`jnl`	Robust parameter estimation for partially observed second-order diffusion processes. CoRR Jan Albrecht, Sebastian Reich
2024	J	`jnl`	Stable generative modeling using diffusion maps. CoRR Georg A. Gottwald, Fengyi Li, Youssef M. Marzouk, Sebastian Reich
2024	J	`jnl`	Tweedie Moment Projected Diffusions for Inverse Problems. Trans. Mach. Learn. Res. Benjamin Boys, Mark Girolami, Jakiw Pidstrigach, Sebastian Reich, Alan Mosca, Ömer Deniz Akyildiz
2023	J	`jnl`	Affine Invariant Ensemble Transform Methods to Improve Predictive Uncertainty in ReLU Networks. CoRR Diksha Bhandari, Jakiw Pidstrigach, Sebastian Reich
2023	J	`jnl`	Affine-Invariant Ensemble Transform Methods for Logistic Regression. Found. Comput. Math. Jakiw Pidstrigach, Sebastian Reich
2023	J	`jnl`	An EnKF-based algorithm for stochastic optimal control. CoRR Sebastian Reich
2023	J	`jnl`	Dropout Ensemble Kalman inversion for high dimensional inverse problems. CoRR Shuigen Liu, Sebastian Reich, Xin T. Tong
2023	J	`jnl`	EnKSGD: A Class Of Preconditioned Black Box Optimization And Inversion Algorithms. CoRR Brian Irwin, Sebastian Reich
2023	J	`jnl`	Filtered data based estimators for stochastic processes driven by colored noise. CoRR Grigorios A. Pavliotis, Sebastian Reich, Andrea Zanoni
2023	J	`jnl`	Gradient Flows for Sampling: Mean-Field Models, Gaussian Approximations and Affine Invariance. CoRR Yifan Chen, Daniel Zhengyu Huang, Jiaoyang Huang, Sebastian Reich, Andrew M. Stuart
2023	J	`jnl`	Infinite-Dimensional Diffusion Models for Function Spaces. CoRR Jakiw Pidstrigach, Youssef M. Marzouk, Sebastian Reich, Sven Wang
2023	J	`jnl`	On forward-backward SDE approaches to continuous-time minimum variance estimation. CoRR Jin Won Kim, Sebastian Reich
2023	J	`jnl`	Sampling via Gradient Flows in the Space of Probability Measures. CoRR Yifan Chen, Daniel Zhengyu Huang, Jiaoyang Huang, Sebastian Reich, Andrew M. Stuart
2022	J	`jnl`	Data assimilation: A dynamic homotopy-based coupling approach. CoRR Sebastian Reich
2022	J	`jnl`	Efficient Derivative-free Bayesian Inference for Large-Scale Inverse Problems. CoRR Daniel Zhengyu Huang, Jiaoyang Huang, Sebastian Reich, Andrew M. Stuart
2022	J	`jnl`	Ensemble Kalman Methods: A Mean Field Perspective. CoRR Edoardo Calvello, Sebastian Reich, Andrew M. Stuart
2022	J	`jnl`	Frequentist perspective on robust parameter estimation using the ensemble Kalman filter. CoRR Sebastian Reich
2022	J	`jnl`	GP-ETAS: semiparametric Bayesian inference for the spatio-temporal epidemic type aftershock sequence model. Stat. Comput. Christian Molkenthin, Christian Donner, Sebastian Reich, Gert Zöller, Sebastian Hainzl, Matthias Holschneider, Manfred Opper
2021	J	`jnl`	Affine-invariant ensemble transform methods for logistic regression. CoRR Jakiw Pidstrigach, Sebastian Reich
2021	J	`jnl`	Combining machine learning and data assimilation to forecast dynamical systems from noisy partial observations. CoRR Georg A. Gottwald, Sebastian Reich
2021	J	`jnl`	Fokker-Planck Particle Systems for Bayesian Inference: Computational Approaches. SIAM/ASA J. Uncertain. Quantification Sebastian Reich, Simon Weissmann
2021	J	`jnl`	Learning effective stochastic differential equations from microscopic simulations: combining stochastic numerics and deep learning. CoRR Felix Dietrich, Alexei Makeev, George Kevrekidis, Nikolaos Evangelou, Tom Bertalan, Sebastian Reich, Ioannis G. Kevrekidis
2021	J	`jnl`	McKean-Vlasov SDEs in Nonlinear Filtering. SIAM J. Control. Optim. Sahani Pathiraja, Sebastian Reich, Wilhelm Stannat
2021	J	`jnl`	Randomised maximum likelihood based posterior sampling. CoRR Yuming Ba, Jana de Wiljes, Dean S. Oliver, Sebastian Reich
2021	J	`jnl`	Spectral Convergence of Diffusion Maps: Improved Error Bounds and an Alternative Normalization. SIAM J. Numer. Anal. Caroline L. Wormell, Sebastian Reich
2020	J	`jnl`	A GNSS-R Geophysical Model Function: Machine Learning for Wind Speed Retrievals. IEEE Geosci. Remote. Sens. Lett. Milad Asgarimehr, Irina Zhelavskaya, Giuseppe Foti, Sebastian Reich, Jens Wickert
2020	J	`jnl`	A mathematical model of local and global attention in natural scene viewing. PLoS Comput. Biol. Noa Malem-Shinitski, Manfred Opper, Sebastian Reich, Lisa Schwetlick, Stefan A. Seelig, Ralf Engbert
2020	J	`jnl`	Affine Invariant Interacting Langevin Dynamics for Bayesian Inference. SIAM J. Appl. Dyn. Syst. Alfredo Garbuno-Inigo, Nikolas Nüsken, Sebastian Reich
2020	J	`jnl`	Ensemble Transform Algorithms for Nonlinear Smoothing Problems. SIAM J. Sci. Comput. Jana de Wiljes, Sahani Pathiraja, Sebastian Reich
2020	J	`jnl`	Interacting Particle Solutions of Fokker-Planck Equations Through Gradient-Log-Density Estimation. Entropy Dimitra Maoutsa, Sebastian Reich, Manfred Opper
2020	J	`jnl`	McKean-Vlasov SDEs in nonlinear filtering. CoRR Sahani Pathiraja, Sebastian Reich, Wilhelm Stannat
2020	J	`jnl`	Spectral convergence of diffusion maps: improved error bounds and an alternative normalisation. CoRR Caroline L. Wormell, Sebastian Reich
2020	J	`jnl`	Supervised learning from noisy observations: Combining machine-learning techniques with data assimilation. CoRR Georg A. Gottwald, Sebastian Reich
2019	J	`jnl`	Affine invariant interacting Langevin dynamics for Bayesian inference. CoRR Alfredo Garbuno-Inigo, Nikolas Nüsken, Sebastian Reich
2019	J	`jnl`	Data assimilation: The Schrödinger perspective. Acta Numer. Sebastian Reich
2019	J	`jnl`	Evaluating Impact of Rain Attenuation on Space-borne GNSS Reflectometry Wind Speeds. Remote. Sens. Milad Asgarimehr, Jens Wickert, Sebastian Reich
2019	C	`conf`	Evolving Ocean Monitoring With GNSS-R: Promises in Surface Wind Speed and Prospects for Rain Detection. IGARSS Milad Asgarimehr, Valery U. Zavorotny, Irina Zhelavskaya, Giuseppe Foti, Jens Wickert, Sebastian Reich
2019	J	`jnl`	Fokker-Planck particle systems for Bayesian inference: Computational approaches. CoRR Sebastian Reich, Simon Weissmann
2019	J	`jnl`	Note on Interacting Langevin Diffusions: Gradient Structure and Ensemble Kalman Sampler by Garbuno-Inigo, Hoffmann, Li and Stuart. CoRR Nikolas Nüsken, Sebastian Reich
2019	J	`jnl`	State and Parameter Estimation from Observed Signal Increments. Entropy Nikolas Nüsken, Sebastian Reich, Paul J. Rozdeba
2018	J	`jnl`	Long-Time Stability and Accuracy of the Ensemble Kalman-Bucy Filter for Fully Observed Processes and Small Measurement Noise. SIAM J. Appl. Dyn. Syst. Jana de Wiljes, Sebastian Reich, Wilhelm Stannat
2018	J	`jnl`	TDS-1 GNSS Reflectometry: Development and Validation of Forward Scattering Winds. IEEE J. Sel. Top. Appl. Earth Obs. Remote. Sens. Milad Asgarimehr, Jens Wickert, Sebastian Reich
2017	J	`jnl`	Kalman Filter and its Modern Extensions for the Continuous-time Nonlinear Filtering Problem. CoRR Amirhossein Taghvaei, Jana de Wiljes, Prashant G. Mehta, Sebastian Reich
2017	J	`jnl`	Second-order Accurate Ensemble Transform Particle Filters. SIAM J. Sci. Comput. Walter Acevedo, Jana de Wiljes, Sebastian Reich
2016	J	`jnl`	A Hybrid Ensemble Transform Particle Filter for Nonlinear and Spatially Extended Dynamical Systems. SIAM/ASA J. Uncertain. Quantification Nawinda Chustagulprom, Sebastian Reich, Maria Reinhardt
2016	J	`jnl`	Multilevel Ensemble Transform Particle Filtering. SIAM J. Sci. Comput. Alastair Gregory, Colin J. Cotter, Sebastian Reich
2015	J	`jnl`	Multiple-time-stepping generalized hybrid Monte Carlo methods. J. Comput. Phys. Bruno Escribano, Elena V. Akhmatskaya, Sebastian Reich, Jon Azpiroz
2013	J	`jnl`	A Nonparametric Ensemble Transform Method for Bayesian Inference. SIAM J. Sci. Comput. Sebastian Reich
2011	J	`jnl`	A multigrid solver for modeling complex interseismic stress fields. Comput. Geosci. Seoleun Shin, Gert Zöller, Matthias Holschneider, Sebastian Reich
2011	Misc	`conf`	Meso-GSHMC: A stochastic algorithm for meso-scale constant temperature simulations. ICCS Elena V. Akhmatskaya, Sebastian Reich
2009	J	`jnl`	A comparison of generalized hybrid Monte Carlo methods with and without momentum flip. J. Comput. Phys. Elena V. Akhmatskaya, Nawaf Bou-Rabee, Sebastian Reich
2009	J	`jnl`	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. Elena V. Akhmatskaya, Nawaf Bou-Rabee, Sebastian Reich
2009	J	`jnl`	LBB stability of a mixed Galerkin finite element pair for fluid flow simulations. J. Comput. Phys. Colin J. Cotter, David A. Ham, Christopher C. Pain, Sebastian Reich
2008	J	`jnl`	GSHMC: An efficient method for molecular simulation. J. Comput. Phys. Elena V. Akhmatskaya, Sebastian Reich
2006	J	`jnl`	Linear PDEs and Numerical Methods That Preserve a Multisymplectic Conservation Law. SIAM J. Sci. Comput. Jason Frank, Brian E. Moore, Sebastian Reich
2006	J	`jnl`	Semigeostrophic Particle Motion and Exponentially Accurate Normal forms. Multiscale Model. Simul. Colin J. Cotter, Sebastian Reich
2004	J	`jnl`	Erratum to: "Multi-symplectic integration methods for Hamiltonian PDEs" [Future Gen. Comput. Sys. 19 (2003) 395-402] Future Gener. Comput. Syst. Brian E. Moore, Sebastian Reich
2004	J	`jnl`	Hamiltonian Particle-Mesh Method for Two-Layer Shallow-Water Equations Subject to the Rigid-Lid Approximation. SIAM J. Appl. Dyn. Syst. Colin J. Cotter, Jason Frank, Sebastian Reich
2003	J	`jnl`	Backward error analysis for multi-symplectic integration methods. Numerische Mathematik Brian E. Moore, Sebastian Reich
2003	J	`jnl`	Multi-symplectic integration methods for Hamiltonian PDEs. Future Gener. Comput. Syst. Brian E. Moore, Sebastian Reich
1999	J	`jnl`	A Time-Reversible Variable-Stepsize Integrator for Constrained Dynamics. SIAM J. Sci. Comput. Eric Barth, Benedict J. Leimkuhler, Sebastian Reich
1999	—	`book`	Computational Molecular Dynamics: Challenges, Methods, Ideas Computational Molecular Dynamics Peter Deuflhard, Jan Hermans, Benedict J. Leimkuhler, Alan E. Mark, Sebastian Reich, Robert D. Skeel
1999	—	`ch.`	On Some Difficulties in Integrating Highly Oscillatory Hamiltonian Systems. Computational Molecular Dynamics Uri M. Ascher, Sebastian Reich
1999	—	`ch.`	Symplectic Multiple-Time-Stepping Integrators for Quantum-Classical Molecular Dynamics. Computational Molecular Dynamics Peter Nettesheim, Sebastian Reich
1999	J	`jnl`	The Midpoint Scheme and Variants for Hamiltonian Systems: Advantages and Pitfalls. SIAM J. Sci. Comput. Uri M. Ascher, Sebastian Reich
1998	J	`jnl`	Modified potential energy functions for constrained molecular dynamics. Numer. Algorithms Sebastian Reich