4 papers
Infinite-Dimensional Diffusion Models
Jakiw Pidstrigach, Youssef Marzouk, Sebastian Reich +1
Diffusion models have had a profound impact on many application areas, including those where data are intrinsically infinite-dimensional, such as images or time series. The standar…
Bayesian Dynamical Modeling of Fixational Eye Movements
Lisa Schwetlick, Sebastian Reich, Ralf Engbert
Humans constantly move their eyes, even during visual fixations, where miniature (or fixational) eye movements occur involuntarily. Fixational eye movements comprise slow component…
Ensemble Kalman Methods: A Mean Field Perspective
Edoardo Calvello, Sebastian Reich, Andrew M. Stuart
Ensemble Kalman methods are widely used for state estimation in the geophysical sciences. Their success stems from the fact that they take an underlying (possibly noisy) dynamical…
Dropout Ensemble Kalman inversion for high dimensional inverse problems
Shuigen Liu, Sebastian Reich, Xin T. Tong
Ensemble Kalman inversion (EKI) is an ensemble-based method to solve inverse problems. Its gradient-free formulation makes it an attractive tool for problems with involved formulat…