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ORCIDSebastian Reich
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2020 – today
- 2024
[j35]Brian Irwin
, Sebastian Reich:
EnKSGD: A Class of Preconditioned Black Box Optimization and Inversion Algorithms. SIAM J. Sci. Comput. 46(3): 2101- (2024)- [i28]Georg A. Gottwald, Fengyi Li, Youssef M. Marzouk, Sebastian Reich:
Stable generative modeling using diffusion maps. CoRR abs/2401.04372 (2024) - [i27]Jan Albrecht, Sebastian Reich:
Robust parameter estimation for partially observed second-order diffusion processes. CoRR abs/2406.14738 (2024) - [i26]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 abs/2406.17263 (2024) - [i25]Georg A. Gottwald, Sebastian Reich:
Localized Schrödinger Bridge Sampler. CoRR abs/2409.07968 (2024) - 2023
- [j34]Jakiw Pidstrigach, Sebastian Reich:
Affine-Invariant Ensemble Transform Methods for Logistic Regression. Found. Comput. Math. 23(2): 675-708 (2023) - [i24]Jakiw Pidstrigach, Youssef M. Marzouk, Sebastian Reich, Sven Wang:
Infinite-Dimensional Diffusion Models for Function Spaces. CoRR abs/2302.10130 (2023) - [i23]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 abs/2302.11024 (2023) - [i22]Brian Irwin, Sebastian Reich:
EnKSGD: A Class Of Preconditioned Black Box Optimization And Inversion Algorithms. CoRR abs/2303.16494 (2023) - [i21]Jin Won Kim, Sebastian Reich:
On forward-backward SDE approaches to continuous-time minimum variance estimation. CoRR abs/2304.12727 (2023) - [i20]Shuigen Liu, Sebastian Reich, Xin T. Tong:
Dropout Ensemble Kalman inversion for high dimensional inverse problems. CoRR abs/2308.16784 (2023) - [i19]Diksha Bhandari, Jakiw Pidstrigach, Sebastian Reich:
Affine Invariant Ensemble Transform Methods to Improve Predictive Uncertainty in ReLU Networks. CoRR abs/2309.04742 (2023) - [i18]Yifan Chen, Daniel Zhengyu Huang, Jiaoyang Huang, Sebastian Reich, Andrew M. Stuart:
Sampling via Gradient Flows in the Space of Probability Measures. CoRR abs/2310.03597 (2023) - [i17]Sebastian Reich:
An EnKF-based algorithm for stochastic optimal control. CoRR abs/2311.06906 (2023) - [i16]Grigorios A. Pavliotis, Sebastian Reich, Andrea Zanoni:
Filtered data based estimators for stochastic processes driven by colored noise. CoRR abs/2312.15975 (2023) - 2022
- [j33]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): 29 (2022) - [i15]Sebastian Reich:
Frequentist perspective on robust parameter estimation using the ensemble Kalman filter. CoRR abs/2201.00611 (2022) - [i14]Daniel Zhengyu Huang, Jiaoyang Huang, Sebastian Reich, Andrew M. Stuart:
Efficient Derivative-free Bayesian Inference for Large-Scale Inverse Problems. CoRR abs/2204.04386 (2022) - [i13]Sebastian Reich:
Data assimilation: A dynamic homotopy-based coupling approach. CoRR abs/2209.05279 (2022) - [i12]Edoardo Calvello, Sebastian Reich, Andrew M. Stuart:
Ensemble Kalman Methods: A Mean Field Perspective. CoRR abs/2209.11371 (2022) - 2021
- [j32]Sebastian Reich, Simon Weissmann:
Fokker-Planck Particle Systems for Bayesian Inference: Computational Approaches. SIAM/ASA J. Uncertain. Quantification 9(2): 446-482 (2021) - [j31]Sahani Pathiraja, Sebastian Reich, Wilhelm Stannat:
McKean-Vlasov SDEs in Nonlinear Filtering. SIAM J. Control. Optim. 59(6): 4188-4215 (2021) - [j30]Caroline L. Wormell, Sebastian Reich:
Spectral Convergence of Diffusion Maps: Improved Error Bounds and an Alternative Normalization. SIAM J. Numer. Anal. 59(3): 1687-1734 (2021) - [i11]Yuming Ba, Jana de Wiljes, Dean S. Oliver, Sebastian Reich:
Randomised maximum likelihood based posterior sampling. CoRR abs/2101.03612 (2021) - [i10]Jakiw Pidstrigach, Sebastian Reich:
Affine-invariant ensemble transform methods for logistic regression. CoRR abs/2104.08061 (2021) - [i9]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 abs/2106.09004 (2021) - [i8]Georg A. Gottwald, Sebastian Reich:
Combining machine learning and data assimilation to forecast dynamical systems from noisy partial observations. CoRR abs/2108.03561 (2021) - 2020
- [j29]Dimitra Maoutsa, Sebastian Reich, Manfred Opper:
Interacting Particle Solutions of Fokker-Planck Equations Through Gradient-Log-Density Estimation. Entropy 22(8): 802 (2020) - [j28]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): 1333-1337 (2020) - [j27]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) - [j26]Alfredo Garbuno-Inigo, Nikolas Nüsken, Sebastian Reich:
Affine Invariant Interacting Langevin Dynamics for Bayesian Inference. SIAM J. Appl. Dyn. Syst. 19(3): 1633-1658 (2020) - [j25]Jana de Wiljes, Sahani Pathiraja, Sebastian Reich:
Ensemble Transform Algorithms for Nonlinear Smoothing Problems. SIAM J. Sci. Comput. 42(1): A87-A114 (2020) - [i7]Caroline L. Wormell, Sebastian Reich:
Spectral convergence of diffusion maps: improved error bounds and an alternative normalisation. CoRR abs/2006.02037 (2020) - [i6]Georg A. Gottwald, Sebastian Reich:
Supervised learning from noisy observations: Combining machine-learning techniques with data assimilation. CoRR abs/2007.07383 (2020) - [i5]Sahani Pathiraja, Sebastian Reich, Wilhelm Stannat:
McKean-Vlasov SDEs in nonlinear filtering. CoRR abs/2007.12658 (2020)
2010 – 2019
- 2019
- [j24]Sebastian Reich:
Data assimilation: The Schrödinger perspective. Acta Numer. 28: 635-711 (2019) - [j23]Nikolas Nüsken, Sebastian Reich, Paul J. Rozdeba:
State and Parameter Estimation from Observed Signal Increments. Entropy 21(5): 505 (2019) - [j22]Milad Asgarimehr, Jens Wickert, Sebastian Reich:
Evaluating Impact of Rain Attenuation on Space-borne GNSS Reflectometry Wind Speeds. Remote. Sens. 11(9): 1048 (2019) - [c2]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: 8692-8695 - [i4]Nikolas Nüsken, Sebastian Reich:
Note on Interacting Langevin Diffusions: Gradient Structure and Ensemble Kalman Sampler by Garbuno-Inigo, Hoffmann, Li and Stuart. CoRR abs/1908.10890 (2019) - [i3]Sebastian Reich, Simon Weissmann:
Fokker-Planck particle systems for Bayesian inference: Computational approaches. CoRR abs/1911.10832 (2019) - [i2]Alfredo Garbuno-Inigo, Nikolas Nüsken, Sebastian Reich:
Affine invariant interacting Langevin dynamics for Bayesian inference. CoRR abs/1912.02859 (2019) - 2018
- [j21]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): 1152-1181 (2018) - [j20]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): 4534-4541 (2018) - 2017
- [j19]Walter Acevedo, Jana de Wiljes, Sebastian Reich:
Second-order Accurate Ensemble Transform Particle Filters. SIAM J. Sci. Comput. 39(5) (2017) - [i1]Amirhossein Taghvaei, Jana de Wiljes, Prashant G. Mehta, Sebastian Reich:
Kalman Filter and its Modern Extensions for the Continuous-time Nonlinear Filtering Problem. CoRR abs/1702.07241 (2017) - 2016
- [j18]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): 592-608 (2016) - [j17]Alastair Gregory, Colin J. Cotter, Sebastian Reich:
Multilevel Ensemble Transform Particle Filtering. SIAM J. Sci. Comput. 38(3) (2016) - 2015
- [j16]Bruno Escribano, Elena V. Akhmatskaya, Sebastian Reich, Jon Azpiroz:
Multiple-time-stepping generalized hybrid Monte Carlo methods. J. Comput. Phys. 280: 1-20 (2015) - 2013
- [j15]Sebastian Reich:
A Nonparametric Ensemble Transform Method for Bayesian Inference. SIAM J. Sci. Comput. 35(4) (2013) - 2011
- [j14]Seoleun Shin, Gert Zöller, Matthias Holschneider, Sebastian Reich:
A multigrid solver for modeling complex interseismic stress fields. Comput. Geosci. 37(8): 1075-1082 (2011) - [c1]Elena V. Akhmatskaya, Sebastian Reich:
Meso-GSHMC: A stochastic algorithm for meso-scale constant temperature simulations. ICCS 2011: 1353-1362
2000 – 2009
- 2009
- [j13]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): 336-348 (2009) - [j12]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): 2256-2265 (2009) - [j11]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): 7492-7496 (2009) - 2008
- [j10]Elena V. Akhmatskaya, Sebastian Reich:
GSHMC: An efficient method for molecular simulation. J. Comput. Phys. 227(10): 4934-4954 (2008) - 2006
- [j9]Colin J. Cotter, Sebastian Reich:
Semigeostrophic Particle Motion and Exponentially Accurate Normal forms. Multiscale Model. Simul. 5(2): 476-496 (2006) - [j8]Jason Frank, Brian E. Moore, Sebastian Reich:
Linear PDEs and Numerical Methods That Preserve a Multisymplectic Conservation Law. SIAM J. Sci. Comput. 28(1): 260-277 (2006) - 2004
- [j7]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): 699-700 (2004) - [j6]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): 69-83 (2004) - 2003
- [j5]Brian E. Moore, Sebastian Reich:
Multi-symplectic integration methods for Hamiltonian PDEs. Future Gener. Comput. Syst. 19(3): 395-402 (2003) - [j4]Brian E. Moore, Sebastian Reich:
Backward error analysis for multi-symplectic integration methods. Numerische Mathematik 95(4): 625-652 (2003)
1990 – 1999
- 1999
- [j3]Eric Barth, Benedict J. Leimkuhler, Sebastian Reich:
A Time-Reversible Variable-Stepsize Integrator for Constrained Dynamics. SIAM J. Sci. Comput. 21(3): 1027-1044 (1999) - [j2]Uri M. Ascher, Sebastian Reich:
The Midpoint Scheme and Variants for Hamiltonian Systems: Advantages and Pitfalls. SIAM J. Sci. Comput. 21(3): 1045-1065 (1999) - [p2]Uri M. Ascher, Sebastian Reich:
On Some Difficulties in Integrating Highly Oscillatory Hamiltonian Systems. Computational Molecular Dynamics 1999: 281-296 - [p1]Peter Nettesheim, Sebastian Reich:
Symplectic Multiple-Time-Stepping Integrators for Quantum-Classical Molecular Dynamics. Computational Molecular Dynamics 1999: 412-420 - [e1]Peter Deuflhard, Jan Hermans, Benedict J. Leimkuhler, Alan E. Mark, Sebastian Reich, Robert D. Skeel:
Computational Molecular Dynamics: Challenges, Methods, Ideas. Lecture Notes in Computational Science and Engineering 4, Springer 1999, ISBN 978-3-540-63242-9 - 1998
- [j1]Sebastian Reich:
Modified potential energy functions for constrained molecular dynamics. Numer. Algorithms 19(1-4): 213-221 (1998)
Coauthor Index
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