Publications
Gugushvili, S., Mariucci, E. and Meulen, van der F. (2019). Decompounding discrete distributions: A non-parametric Bayesian approach. To appear in Scandinavian Journal of Statistics. arXiv: 1903.11142
Mariucci, E., Ray, K. and Szabó, B. (2019). A Bayesian nonparametric approach to log-concave density estimation. To appear in Bernoulli. arXiv: 1703.09531
Roelly, S. and Zass, A. (2019). Marked Gibbs point processes with unbounded interaction: an existence result. arXiv: 1911.12800
Reich, S. and Weissmann, S. (2019). Fokker-Planck particle systems for Bayesian inference: Computational approaches.arXiv:1911.10832
Reich, S. and Weissmann, S. (2019). Fokker-Planck particle systems for Bayesian inference: Computational approaches.arXiv:1911.10832
de Wiljes, J., Pathiraja, S. and Reich, S. (2019). Ensemble transform algorithms for nonlinear smoothing problems. (in press at SIAM SISC) arXiv:1901.06300
Lange, T. and Stannat, W. (2019). On the continuous time limit of Ensemble Square Root Filters. arXiv 1910.12493
Blanchard, G. and Zadorozhnyi, O. (2019). Concentration of weakly dependent Banach-valued sums and applications to statistical learning methods. Bernoulli, 25(4B), 3421-3458. doi:10.3150/18-BEJ1095 (arXiv: 1712.01934)
de Wiljes, J. and Tong, X. T. (2019). Analysis of a localised nonlinear Ensemble Kalman Bucy Filter with complete and accurate observations. arXiv:1908.10580
Castillo, A. M., Shprits, Y. Y., Ganushkina, N., Drozdov, A., Aseev, N., Wang, D. and Dubyagin, S. (2019). Simulations of the inner magnetospheric energetic electrons using the IMPTAM-VERB coupled model. Journal of Atmospheric and Solar-Terrestrial Physics. doi: 10.1016/j.jastp.2019.05.014
Malem-Shinitski, N., Seelig, S. A., Reich, S. and Engbert, R. (2019). Bayesian inference for an exploration-exploitation model of human gaze control. Conference extended abstract. (manuscript)
Nuesken, N. and Reich, S. (2019). Note on Interacting Langevin diffusions: Gradient structure and ensemble Kalman sampler by Garbuno-Inigo, Hoffmann, Li and Stuart. arXiv:1908.10890
Houdebert, P. (2019). Phase transition of the non-symmetric Continuum Potts model. arXiv: 1908.10066
Avanesov, V. (2019). How to gamble with non-stationary X-armed bandits and have no regrets. arXiv:1908.07636
Avanesov, V. (2019). Structural break analysis in high-dimensional covariance structure. arXiv: 1803.00508
Avanesov, V. (2019). Nonparametric Change Point Detection in Regression. arXiv:1903.02603
Götze, F., Naumov, A., Spokoiny, V. and Ulyanov, V. (2019). Gaussian comparison and anti-concentration inequalities for norms of Gaussian random elements, Bernoulli, in print. arXiv:1708.08663
Lefakis, L., Zadorozhnyi, O. and Blanchard, G. (2019). Efficient Regularized Piecewise-Linear Regression Trees. arXiv: 1907.00275
Zadorozhnyi, O., Blanchard, G. and Carpentier, A. (2019). Restless dependent bandits with fading memory. arXiv: 1906.10454
Pathiraja, S. and Reich, S. (2019). Discrete gradients for computational Bayesian inference. Journal of Computational Dynamics (in press) arXiv:1901.06300
Ty, A.J.A., Fang, Z., Gonzales, R.A., Rozdeba, P.J. and Abarbanel, H.D.I. (2019). Machine Learning of Time Series Using Time-delay Embedding and Precision Annealing. arXiv:1902.05062
Trukenbrod, H. A., Barthelmé, S., Wichmann, F. A. and Engbert, R. (2019). Spatial statistics for gaze patterns in scene viewing: Effects of repeated viewing, Journal of Vision, 19(6):5, 1-19. doi: 10.1167/19.6.5
Blanchard, G., Mathé, P. and Mücke, N. (2019). Lepskii Principle in Supervised Learning. arXiv: 1905.10764
Somogyvári, M. and Reich, S. (2019). Convergence tests for transdimensional Markov chains in geoscience imaging, Math Geosci, 2019. doi: 10.1007/s11004-019-09811-x
Nüsken, N., Reich, S. and Rozdeba, P. J. (2019). State and parameter estimation from observed signal increments, Entropy, Vol. 21(5), 505. arXiv:1903.10717 ; doi: 10.3390/e21050505
Lontsi, A. M., García-Jerez, A., Molina-Villegas, J. C., Sánchez-Sesma, F. J., Molkenthin, C., Ohrnberger, M., Krüger, F., Wang, R. and Fäh, D. (2019). A generalized theory for full microtremor horizontal-to-vertical [H/V(z, f)] spectral ratio interpretation in offshore and onshore environments, Geophysical Journal International, 218(2), 1276–1297. doi: 10.1093/gji/ggz223 arXiv: 1907.04606
Achdou, J., Lam, J., Carpentier, A. and Blanchard, G. (2019). A minimax near-optimal algorithm for adaptive rejection sampling. Accepted for ALT'2019. Arxiv 1810.09390
Reich, S. (2019). Data assimilation: The Schrödinger perspective. Acta Numerica, Vol. 28, pp. 635-710. arXiv: 1807.08351
Leeuwen, P. J. v., Künsch, H.-R., Nerger, L., Potthast, R. and Reich, S. (2019). Particle filters for high-dimensional geoscience applications: a review. Quarterly J Royal Meteorlog. Soc., published online 22 April 2019. arXiv: 1807.10434v2
Wahl, M. (2019). A note on the prediction error of principal component regression.arXiv: 1811.02998
Katz-Samuels, J., Blanchard, G. and Scott, C. (2019). Decontamination of Mutual Contamination Models. To appear in Journal of Machine Learning Research. arXiv 1710.01167
Pasemann, G. and Stannat, W. (2019). Drift Estimation for Stochastic Reaction-Diffusion Systems. arXiv: 1904.04774
Carpentier, A., Duval, C. and Mariucci, E. (2019). Total variation distance for discretely observed Lévy processes: a Gaussian approximation of the small jumps. arXiv: 1810.02998
Reiß, M. and Wahl, M. (2019). Non-asymptotic upper bounds for the reconstruction error of PCA. Annals of Statistics, to appear. arXiv 1609.03779
Altmeyer, R. and Reiß, M. (2019). Nonparametric estimation for linear SPDEs from local measurements.arXiv: 1903.06984
Rastogi, A., Blanchard, G. and Mathé, P. (2019). Convergence analysis of Tikhonov regularization for non-linear statistical inverse learning problems.arXiv 1902.05404
Rothkegel, L. O., Schütt, H. H., Trukenbrod, H. A., Wichmann, F. A. and Engbert, R. (2019). Searchers adjust their eye-movement dynamics to target characteristics in natural scenes. Scientific Reports, 9, article no. 1635. doi: 10.1038/s41598-018-37548-w
Seelig, S. A., Rabe, M. M., Malem-Shinitski, N., Risse, S., Reich, S., and Engbert, R. (2019). Bayesian parameter estimation for the SWIFT model of eye-movement control during reading. arXiv: 1901.11110.
Schneider, S. and Heinecke, L. (2019). The need to transform Science Communication from being multi-cultural via cross-cultural to intercultural, Adv. Geosci., 46, 11-19, doi: 10.5194/adgeo-46-11-2019
Duval, C. and Mariucci, E. (2019). Compound Poisson approximation to estimate the Lévy density. arXiv: 1702.08787
Lange, T. and Stannat, W. (2019). On the continuous time limit of the Ensemble Kalman Filter. arXiv: 1901.05204v1
Blanchard, G., Neuvial, P. and Roquain, E. (2019). Post hoc inference via joint family-wise error rate control. (to appear in Annals of Statistics) arXiv: 1703.02307
Jirak, M. and Wahl, M. (2018). Perturbation bounds for eigenspaces under a relative gap condition.arXiv: 1803.03868
Donner, C. and Opper, M. (2018). Efficient Bayesian Inference of Sigmoidal Gaussian Cox Processes, Journal of Machine Learning Research 19, no 67, 1-34. Open Access
Morzfeld, M. and Reich, S. (2018). Data assimilation: mathematics for merging models and data. Snapshots of modern mathematics from Oberwolfach, 11. doi: 10.14760/SNAP-2018-011-EN
Makowski, S., Jäger, L., Abdelwahab, A., Landwehr, N. and Scheffer, T. (2018). A discriminative model for identifying readers and assessing text comprehension from eye movements. Proceedings of the European Conference on Machine Learning (ECML-2018). Open Access
Blanchard, G., Hoffmann, M. and Reiß, M. (2018). Early stopping for statistical inverse problems via truncated SVD estimation. Electron. J. Statist. 12 (2): 3204-3231. arXiv 1710.07278; doi: 10.1214/18-EJS1482
Blanchard, G. and Mücke, N. (2018). Parallelizing Spectral Algorithms for Kernel Learning. Journal of Machine Learning Research (30):1-29, 2018. Open Access
Alonso, S., Stange, M. and Beta, C. (2018). Modeling random crawling, membrane deformation and intracellular polarity of motile amoeboid cells. PLoS ONE, 13(8): e0201977. doi: 10.1371/journal.pone.0201977
Cherstvy, A. G., Nagel, O., Beta, C. and Metzler, R. (2018). Non-Gaussianity, population heterogeneity, and transient superdiffusion in the spreading dynamics of amoeboid cells. doi: 10.1039/c8cp04254c
Pathiraja, S. and van Leeuwen, P.J. (2018). Model uncertainty estimation in data assimilation for multi-scale systems with partially observed resolved variables, Quarterly Journal of the Royal Meteorological Society, under review, arXiv: 1807.09621
Blanchard, G., Hoffmann, M. and Reiß, M. (2018). Optimal adaptation for early stopping in statistical inverse problems. SIAM/ASA Journal on Uncertainty Quantification 6(3): 1043-1075. arXiv 1606.07702; doi:10.1137/17M1154096
Zöller, G. (2018). A Statistical Model for Earthquake Recurrence Based on the Assimilation of Paleoseismicity, Historic Seismicity, and Instrumental Seismicity. Journal of Geophysical Research: Solid Earth, 123, 4906-4921. doi: 10.1029/2017JB015099
Donner, C. and Opper, M. (2018). Efficient Bayesian Inference for a Gaussian Process Density Model, Proc. in Conference on Uncertainty in Artificial Intelligence, 2018. Open Access
Pathiraja, S., Anghileri, D., Burlando, P., Sharma, A., Marshall, L. and Moradkhani, H. (2018). Time varying parameter models for catchments with land use change: The importance of model structure, Hydrology and Earth System Sciences, 22(5), 2903-2919. doi: 10.5194/hess-22-2903-2018
Jirak, M. and Wahl, M. (2018). Relative perturbation bounds with applications to empirical covariance operators.arXiv: 1802.02869
Fiedler, B., Zöller, G., Holschneider, M. and Hainzl, S. (2018). Multiple Change‐Point Detection in Spatiotemporal Seismicity Data, Bulletin of the Seismological Society of America. 108 (3A): 1147-1159. doi: 10.1785/0120170236
Bachoc, F., Blanchard, G. and Neuvial, P. (2018). On the post selection inference constant under restricted isometry properties. Electron. J. Statist. 12(2): 3736-3757. doi: 10.1214/18-EJS1490
de Wiljes, J., Reich, S. and Stannat, W. (2018). Long-Time Stability and Accuracy of the Ensemble Kalman--Bucy Filter for Fully Observed Processes and Small Measurement Noise. SIAM Journal on Applied Dynamical Systems, 17, 1152-1181. arXiv: 1612.06065; doi: 10.1137/17M1119056
Moradkhani, H., Nearing, G., Abbaszadeh, P. and Pathiraja, S. (2018). Fundamentals of Data Assimilation and Theoretical Advances. In: Duan, Q., Pappenberger, F., Thielen, J., Wood, A., Cloke, H.L. and Schaake, J. C. (eds), Handbook of Hydrometeorological Ensemble Forecasting. Berlin, Heidelberg: Springer Berlin Heidelberg, pp. 1 -26. doi: 10.1007/978-3-642-40457-3_30-1
Silin, I. and Spokoiny, V. (2018). Bayesian inference for spectral projectors of the covariance matrix, Electron. J. Statist. 12(1), 1948-1987. doi:10.1214/18-EJS1451; arXiv:1711.11532
Pathiraja, S., Anghileri, D., Burlando, P., Sharma, A., Marshall, L. and Moradkhani, H. (2018). Insights on the impact of systematic model errors on data assimilation performance in changing catchments, Advances in Water Resources, 113 (December 2017), 202-222. doi: 10.1016/j.advwatres.2017.12.006
Blanchard, G., Carpentier, A. and Gutzeit, M. (2018). Minimax Euclidean Separation Rates for Testing Convex Hypotheses in Rd. Electron. J. Statist. 12 (2): 3713-3735. doi:10.1214/18-EJS1472
Pathiraja, S., Moradkhani, H., Marshall, L., Sharma, A. and Geenens, G. (2018). Data-Driven Model Uncertainty Estimation in Hydrologic Data Assimilation, Water Resources Research, 54(2), 1252-1280. doi: 10.1002/2018WR022627
Ni, B., Cao, X., Shprits, Y. Y., Summers, D., Gu, X., Fu, S. and Lou, Y. (2018). Hot Plasma Effects on the Cyclotron-Resonant Pitch-Angle Scattering Rates of Radiation Belt Electrons Due to EMIC Waves. Geophysical Research Letters, 45, 21-30. doi: 10.1002/2017GL07602
Gribonval, R., Blanchard, G., Keriven, N. and Traonmilin, Y. (2017). Compressive Statistical Learning with Random Feature Moments.arXiv 1706.07180
Blanchard, G., Deshmukh, A., Dogan, U., Lee, G. and Scott, C. (2017). Domain Generalization by Marginal Transfer Learning. arXiv 1711.07910
Zhelavskaya, I. S., Shprits, Y. Y. and Spasojevic, M. (2017). Empirical modeling of the plasmasphere dynamics using neural networks. Journal of Geophysical Research: Space Physics, 122, 11227–11244. doi:10.1002/2017JA024406
Aseev, N. A., Shprits, Y. Y., Drozdov, A. Y., Kellerman, A. C., Usanova, M. E., Wang, D. and Zhelavskaya, I. S. (2017). Signatures of Ultrarelativistic Electron Loss in the Heart of the Outer Radiation Belt Measured by Van Allen Probes. Journal of Geophysical Research, 122, 10102-10111. doi: 10.1002/2017JA024485
Borovsky, J. E. and Shprits, Y. Y. (2017). Is the Dst Index Sufficient to Define All Geospace Storms?. Journal of Geophysical Research: Space Physics, 122, 11543-11547. doi:10.1002/2017JA024679
Angwenyi, D., de Wiljes, J. and Reich, S. (2017). Interacting particle filters for simultaneous state and parameter estimation. arXiv:1709.09199
de Wiljes, J., Acevedo, W. and Reich, S. (2017). A second-order accurate ensemble transform particle filter. SIAM Journal on Scientific Computing, 39, A1834-A1850. arXiv: 1608.08179; doi: 10.1137/16M1095184
Taghvaei, A., de Wiljes, J., Mehta, P. G. and Reich, S. (2017). Kalman filter and its modern extensions for the continuous-time nonlinear filtering problem. ASME Journal of Dynamical Systems, Measurement, and Control, 140(3), 030904. arXiv: 1702.07241; doi: 10.1115/1.4037780
Schütt, H. H., Rothkegel, L. O. M., Trukenbrod, H. A., Reich, S., Wichmann, F. A. and Engbert, R. (2017). Likelihood-based parameter estimation and comparison of dynamical cognitive models. Psychological Review, 124, 505-524. doi:10.1037/rev0000068