Sebastian Reich

Found. Comput. Math., April, 2023

Filtered data based estimators for stochastic processes driven by colored noise.

[BibT_eX]

[DOI]

Grigorios A. Pavliotis

Andrea Zanoni

CoRR, 2023

An EnKF-based algorithm for stochastic optimal control.

[BibT_eX]

[DOI]

CoRR, 2023

Sampling via Gradient Flows in the Space of Probability Measures.

[BibT_eX]

[DOI]

CoRR, 2023

Affine Invariant Ensemble Transform Methods to Improve Predictive Uncertainty in ReLU Networks.

[BibT_eX]

[DOI]

Diksha Bhandari

Jakiw Pidstrigach

CoRR, 2023

Dropout Ensemble Kalman inversion for high dimensional inverse problems.

[BibT_eX]

[DOI]

Shuigen Liu

Xin T. Tong

CoRR, 2023

On forward-backward SDE approaches to continuous-time minimum variance estimation.

[BibT_eX]

[DOI]

Jin Won Kim

CoRR, 2023

EnKSGD: A Class Of Preconditioned Black Box Optimization And Inversion Algorithms.

[BibT_eX]

[DOI]

Brian Irwin

CoRR, 2023

Gradient Flows for Sampling: Mean-Field Models, Gaussian Approximations and Affine Invariance.

[BibT_eX]

[DOI]

CoRR, 2023

Infinite-Dimensional Diffusion Models for Function Spaces.

[BibT_eX]

[DOI]

CoRR, 2023

2022

GP-ETAS: semiparametric Bayesian inference for the spatio-temporal epidemic type aftershock sequence model.

[BibT_eX]

[DOI]

Matthias Holschneider

Manfred Opper

Stat. Comput., 2022

Ensemble Kalman Methods: A Mean Field Perspective.

[BibT_eX]

[DOI]

Edoardo Calvello

Andrew M. Stuart

CoRR, 2022

Data assimilation: A dynamic homotopy-based coupling approach.

[BibT_eX]

[DOI]

CoRR, 2022

Efficient Derivative-free Bayesian Inference for Large-Scale Inverse Problems.

[BibT_eX]

[DOI]

CoRR, 2022

Frequentist perspective on robust parameter estimation using the ensemble Kalman filter.

[BibT_eX]

[DOI]

CoRR, 2022

2021

Spectral Convergence of Diffusion Maps: Improved Error Bounds and an Alternative Normalization.

[BibT_eX]

[DOI]

Caroline L. Wormell

SIAM J. Numer. Anal., 2021

McKean-Vlasov SDEs in Nonlinear Filtering.

[BibT_eX]

[DOI]

Sahani Pathiraja

Wilhelm Stannat

SIAM J. Control. Optim., 2021

Fokker-Planck Particle Systems for Bayesian Inference: Computational Approaches.

[BibT_eX]

[DOI]

Simon Weissmann

SIAM/ASA J. Uncertain. Quantification, 2021

Combining machine learning and data assimilation to forecast dynamical systems from noisy partial observations.

[BibT_eX]

[DOI]

Georg A. Gottwald

CoRR, 2021

Learning effective stochastic differential equations from microscopic simulations: combining stochastic numerics and deep learning.

[BibT_eX]

[DOI]

Ioannis G. Kevrekidis

CoRR, 2021

Randomised maximum likelihood based posterior sampling.

[BibT_eX]

[DOI]

CoRR, 2021

2020

Ensemble Transform Algorithms for Nonlinear Smoothing Problems.

[BibT_eX]

[DOI]

Jana de Wiljes

Sahani Pathiraja

SIAM J. Sci. Comput., 2020

Affine Invariant Interacting Langevin Dynamics for Bayesian Inference.

[BibT_eX]

[DOI]

Alfredo Garbuno-Inigo

Nikolas Nüsken

SIAM J. Appl. Dyn. Syst., 2020

A mathematical model of local and global attention in natural scene viewing.

[BibT_eX]

[DOI]

PLoS Comput. Biol., 2020

A GNSS-R Geophysical Model Function: Machine Learning for Wind Speed Retrievals.

[BibT_eX]

[DOI]

IEEE Geosci. Remote. Sens. Lett., 2020

Interacting Particle Solutions of Fokker-Planck Equations Through Gradient-Log-Density Estimation.

[BibT_eX]

[DOI]

Dimitra Maoutsa

Manfred Opper

Entropy, 2020

Supervised learning from noisy observations: Combining machine-learning techniques with data assimilation.

[BibT_eX]

[DOI]

Georg A. Gottwald

CoRR, 2020

Spectral convergence of diffusion maps: improved error bounds and an alternative normalisation.

[BibT_eX]

[DOI]

Caroline L. Wormell

CoRR, 2020

2019

Evaluating Impact of Rain Attenuation on Space-borne GNSS Reflectometry Wind Speeds.

[BibT_eX]

[DOI]

Milad Asgarimehr

Jens Wickert

Remote. Sens., 2019

State and Parameter Estimation from Observed Signal Increments.

[BibT_eX]

[DOI]

Nikolas Nüsken

Paul J. Rozdeba

Entropy, 2019

Note on Interacting Langevin Diffusions: Gradient Structure and Ensemble Kalman Sampler by Garbuno-Inigo, Hoffmann, Li and Stuart.

[BibT_eX]

[DOI]

Nikolas Nüsken

CoRR, 2019

Data assimilation: The Schrödinger perspective.

[BibT_eX]

[DOI]

Acta Numer., 2019

Evolving Ocean Monitoring With GNSS-R: Promises in Surface Wind Speed and Prospects for Rain Detection.

[BibT_eX]

[DOI]

Proceedings of the 2019 IEEE International Geoscience and Remote Sensing Symposium, 2019

2018

TDS-1 GNSS Reflectometry: Development and Validation of Forward Scattering Winds.

[BibT_eX]

[DOI]

Milad Asgarimehr

Jens Wickert

IEEE J. Sel. Top. Appl. Earth Obs. Remote. Sens., 2018

Long-Time Stability and Accuracy of the Ensemble Kalman-Bucy Filter for Fully Observed Processes and Small Measurement Noise.

[BibT_eX]

[DOI]

Jana de Wiljes

Wilhelm Stannat

SIAM J. Appl. Dyn. Syst., 2018

2017

Second-order Accurate Ensemble Transform Particle Filters.

[BibT_eX]

[DOI]

Walter Acevedo

Jana de Wiljes

SIAM J. Sci. Comput., 2017

Kalman Filter and its Modern Extensions for the Continuous-time Nonlinear Filtering Problem.

[BibT_eX]

[DOI]

CoRR, 2017

2016

Multilevel Ensemble Transform Particle Filtering.

[BibT_eX]

[DOI]

Alastair Gregory

Colin J. Cotter

SIAM J. Sci. Comput., 2016

A Hybrid Ensemble Transform Particle Filter for Nonlinear and Spatially Extended Dynamical Systems.

[BibT_eX]

[DOI]

Nawinda Chustagulprom

Maria Reinhardt

SIAM/ASA J. Uncertain. Quantification, 2016

2015

Multiple-time-stepping generalized hybrid Monte Carlo methods.

[BibT_eX]

[DOI]

J. Comput. Phys., 2015

2013

A Nonparametric Ensemble Transform Method for Bayesian Inference.

[BibT_eX]

[DOI]

SIAM J. Sci. Comput., 2013

2011

Meso-GSHMC: A stochastic algorithm for meso-scale constant temperature simulations.

[BibT_eX]

[DOI]

Proceedings of the International Conference on Computational Science, 2011

A multigrid solver for modeling complex interseismic stress fields.

[BibT_eX]

[DOI]

Seoleun Shin

Gert Zöller

Matthias Holschneider

Comput. Geosci., 2011

2009

LBB stability of a mixed Galerkin finite element pair for fluid flow simulations.

[BibT_eX]

[DOI]

J. Comput. Phys., 2009

Erratum to "A comparison of generalized hybrid Monte Carlo methods with and without momentum flip" [J. Comput. Phys 228 (2009) 2256-2265].

[BibT_eX]

[DOI]

Nawaf Bou-Rabee

J. Comput. Phys., 2009

A comparison of generalized hybrid Monte Carlo methods with and without momentum flip.

[BibT_eX]

[DOI]

Nawaf Bou-Rabee

J. Comput. Phys., 2009

2008

GSHMC: An efficient method for molecular simulation.

[BibT_eX]

[DOI]

J. Comput. Phys., 2008

2006

Linear PDEs and Numerical Methods That Preserve a Multisymplectic Conservation Law.

[BibT_eX]

[DOI]

Jason Frank

SIAM J. Sci. Comput., 2006

Semigeostrophic Particle Motion and Exponentially Accurate Normal forms.

[BibT_eX]

[DOI]

Colin J. Cotter

Multiscale Model. Simul., 2006

2004

Hamiltonian Particle-Mesh Method for Two-Layer Shallow-Water Equations Subject to the Rigid-Lid Approximation.

[BibT_eX]

[DOI]

Colin J. Cotter

Jason Frank

SIAM J. Appl. Dyn. Syst., 2004

Erratum to: "Multi-symplectic integration methods for Hamiltonian PDEs" [Future Gen. Comput. Sys. 19 (2003) 395-402]

[BibT_eX]

[DOI]

Future Gener. Comput. Syst., 2004

2003

Backward error analysis for multi-symplectic integration methods.

[BibT_eX]

[DOI]

Numerische Mathematik, 2003

Multi-symplectic integration methods for Hamiltonian PDEs.

[BibT_eX]

[DOI]

Future Gener. Comput. Syst., 2003

1999

A Time-Reversible Variable-Stepsize Integrator for Constrained Dynamics.

[BibT_eX]

[DOI]

Eric Barth

Benedict J. Leimkuhler

SIAM J. Sci. Comput., 1999

The Midpoint Scheme and Variants for Hamiltonian Systems: Advantages and Pitfalls.

[BibT_eX]

[DOI]

Uri M. Ascher

SIAM J. Sci. Comput., 1999

Symplectic Multiple-Time-Stepping Integrators for Quantum-Classical Molecular Dynamics.

[BibT_eX]

[DOI]

Peter Nettesheim

Proceedings of the Computational Molecular Dynamics: Challenges, Methods, Ideas, 1999

On Some Difficulties in Integrating Highly Oscillatory Hamiltonian Systems.

[BibT_eX]

[DOI]

Uri M. Ascher

Proceedings of the Computational Molecular Dynamics: Challenges, Methods, Ideas, 1999

1998

Modified potential energy functions for constrained molecular dynamics.

[BibT_eX]

[DOI]