82 citations · 606 across the 43 of their papers we have counts for
51 papers
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…
On forward-backward SDE approaches to continuous-time minimum variance estimation
Jin Won Kim, Sebastian Reich
The work of Kalman and Bucy has established a duality between filtering and optimal estimation in the context of time-continuous linear systems. This duality has recently been exte…
EnKSGD: A Class Of Preconditioned Black Box Optimization And Inversion Algorithms
Brian Irwin, Sebastian Reich
In this paper, we introduce the Ensemble Kalman-Stein Gradient Descent (EnKSGD) class of algorithms. The EnKSGD class of algorithms builds on the ensemble Kalman filter (EnKF) line…
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…
Gradient Flows for Sampling: Mean-Field Models, Gaussian Approximations and Affine Invariance
Yifan Chen, Daniel Zhengyu Huang, Jiaoyang Huang +2
Sampling a probability distribution with an unknown normalization constant is a fundamental problem in computational science and engineering. This task may be cast as an optimizati…
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…