Publications
König, J., Pfeffer, M. and Stoll, M. (2023). Efficient training of Gaussian processes with tensor product structure. arXiv 2312.15305.
Pathiraja, S. (2023): L2 convergence of smooth approximations of Stochastic Differential Equations with unbounded coefficients. Stochastic Analysis and Applications, 42, 354-369. doi: 0.1080/07362994.2023.2260863
Coghi, M., Torstein, N., Nuesken, N., and Reich, S. (2023). Rough McKean-Vlasov dynamics for robust ensemble Kalman filtering, The Annals of Applied Probability, Volume 33, 5693-5752 doi: 10.1214/23-AAP1957
Boege, T., Fritze, R., Görgen, C., Hanselman, J., Iglezakis, D., Kastner, L., Koprucki, T., Krause, T. H., Lehrenfeld, C., Polla, S., Reidelbach, M., Riedel, C., Saak, J., Schembera, B., Tabelow, K., & Weber, M. (2023). Research-data management planning in the German mathematical community. European Mathematical Society Magazine. doi: 10.4171/mag/152
Engbert, R. and Rabe, M. M. (2023). Tutorial on dynamical modeling of eye movements in reading. doi: 10.31234/osf.io/dsvmt
Lopopolo, A. and Rabovsky, M. (2023). Tracking lexical and semantic prediction error underlying the N400 using artificial neural network models of sentence processing. doi: 10.1101/2022.11.14.516396
Gaudlitz, S. and Reiß, M. (2023). Estimation for the reaction term in semi-linear SPDEs under small diffusivity. Bernoulli 29(4): 3033-3058 (November 2023). doi:10.3150/22-BEJ1573arXiv:2203.10527
Bhandari, D., Pidstrigach, J., and Reich, S. (2023). Affine Invariant Ensemble Transform Methods to Improve Predictive Uncertainty in ReLU Networks. arXiv:2309.04742
Spokoiny, V. (2023). Deviation bounds for the norm of a random vector under exponential moment conditions with applications, arXiv:2309.02302
Stankewitz, B. and Mücke, N. and Rosasco, L. (2023). From inexact optimization to learning via gradient concentration. Computational Optimization and Applications 84:265-294. arXiv:2106.05397.
Reich, S. (2023): A particle-based Algorithm for Stochastic Optimal Control. arXiv 2311.06906
Boys, B., Girolami, M., Pidstrigach, J., Reich, S., Mosca, A., and Akyildiz, O.D. (2023). Tweedie Moment Projected Diffusions For Inverse Problems, Transactions on Machine Learning Research, arXiv 2310.06721
Spokoiny, V. (2023). Sharp deviation bounds and concentration phenomenon for the squared norm of a sub-Gaussian vector, arXiv:2305.07885v1
Pasemann, G., Beta C. and Stannat, W. (2023). Stochastic Reaction-Diffusion Systems in Biophysics: Towards a Toolbox for Quantitative Model Evaluation. arXiv: 2307.06655
Spokoiny, V. (2023). Dimension free non-asymptotic bounds on the accuracy of high dimensional Laplace approximation, SIAM/ASA Journal on Uncertainty Quantification, 11, 1044-1068, arXiv:2204.11038
Spokoiny, V. (2023). Inexact Laplace approximation and the use of posterior mean in Bayesian inference, Bayesian Anal., 1-28, doi:10.1214/23-BA1391
Spokoiny, V. (2023). Nonlinear regression: finite sample guarantees, arXiv:2305.08193
Spokoiny, V. (2023). Mixed Laplace approximation for marginal posterior and Bayesian inference in error-in-operator model, arXiv:2305.09336
Riedel, C., Wiepke, A., Jacob, B., Hartmann, N., and Ulrike, L. (2023). Recommendations for Using Data Management Plans in Academic Research Data Management Training. 10. Fachtagung Hochschuldidaktik Informatik (HDI) 2023 - Conference Proceedings, 145–152. doi: 10.5281/zenodo.10255524.
Chen, Y, Huang D.Z., Huang J., Reich, S., and Stuart, A.M. (2023). Sampling via gradient flows in the space of probability measures. arXiv:2310.03597
Beta, C., Edelstein-Keshet, L., Gov, N. and Yochelis, A. (2023). From actin waves to mechanism and back: How theory aids biological understanding. eLife, 12:e87181, doi: 10.7554/eLife.87181
Pidstrigach, J., Marzouk, Y., Reich, S., and Wang, S. (2023). Infinite-Dimensional Diffusion Models. arXiv 2302.10130
Freitag, M.A., Nicolaus, J.M., and Redmann, M. (2023). Model order reduction methods applied to neural network training. Proceedings in Applied Mathematics and Mechanics, e202300078. doi: 10.1002/pamm.202300078
Freitag, M.A., Kriz, P., Mach, T, and Nicolaus, J.M. (2023). Can one hear the depth of the water? Proceedings in Applied Mathematics and Mechanics, e202300122. doi: 10.1002/pamm.202300122
König, J. and Freitag, M.A. (2023). Time-Limited Balanced Truncation for Data Assimilation Problems. Journal of Scientific Computing, Volume 97, Number 47. doi: 10.1007/s10915-023-02358-4
König, J. and Freitag, M.A. (2023). Time-limited Balanced Truncation within Incremental Four-Dimensional Variational Data Assimilation. Proceedings in Applied Mathematics and Mechanics, e202300019. doi: 10.1002/pamm.202300019
Liu, S., Reich, S., and Tong, X.T. (2023). Dropout ensemble Kalman inversion for high dimensional inverse problems. arXiv:2308.16784
Reiß, M., Strauch, C., and Trottner, L. (2023): Change point estimation for a stochastic heat equation. arXiv:2307.10960
Reich, S. (2024): Data Assimilation: A Dynamic Homotopy-Based Coupling Approach. In: Chapron, B., Crisan, D., Holm, D., Mémin, E., Radomska, A. (eds) Stochastic Transport in Upper Ocean Dynamics II. STUOD 2022. Mathematics of Planet Earth, vol 11. Springer, Cham. doi: 10.1007/978-3-031-40094-0_12
Zöller, G. and Hainzl, S. (2023). Seismicity scenarios for the remaining operating period of the gas field in Groningen, Netherlands. Seismological Research Letters, Vol. 94(2A), 805-812. doi:10.1785/0220220308
Pasemann, G., Beta, C., and Stannat, W. (2023): Stochastic Reaction-Diffusion Systems in Biophysics: Towards a Toolbox for Quantitative Model Evaluation. arXiv:2307.06655
Gaudlitz, S. (2023): Non-parametric estimation of the reaction term in semi-linear SPDEs with spatial ergodicity.arXiv:2307.05457
Sharma, S., Hainzl, S., and Zöller, G. (2023): Seismicity parameter dependence on mainshock induced co-seismic stress. Geophysical Journal International, Vol. 135(1), 509-517. doi:10.1093/gji/ggad201
Maleki Asayesh,B., Hainzl, S., Zöller, G. (2023): Depth‐Dependent Aftershock Trigger Potential Revealed by 3D‐ETAS Modeling. Journal of Geophysical Research, Vol. 128(6), e2023JB026377. doi:10.1029/2023JB026377
Hijazi, S., Freitag, M. A., and Landwehr, N. (2023). POD-Galerkin reduced order models and physics-informed neural networks for solving inverse problems for the Navier-Stokes equations. Adv. Model. Simul. Eng. Sci. doi: 10.1186/s40323-023-00242-2
Altmeyer, R., Cialenco, I. and Pasemann, G. (2023): Parameter estimation for semilinear SPDEs from local measurements. Bernoulli 29(3): 2035-2061. doi:10.3150/22-BEJ1531
Cialenco, I. and Kim, H.-J. and Pasemann, G. (2023): Statistical analysis of discretely sampled semilinear SPDEs: a power variation approach. Stoch PDE: Anal Comp doi:10.1007/s40072-022-00285-3
Kim, J. W. and Mehta, P. G. (2023): Duality for Nonlinear Filtering II: Optimal Control. IEEE Transactions on Automatic Control. doi: 10.1109/TAC.2023.3279208
Kim, J. W. and Mehta, P. G. (2023): Duality for Nonlinear Filtering I: Observability. IEEE Transactions on Automatic Control. doi: 10.1109/TAC.2023.3279206
Kim, J. W. and Mehta, P. G. (2023). Variance Decay Property for Filter Stability. arXiv 2305.12850
Ayanbayev, B., Klebanov, I., Lie, H.C., and Sullivan, T.J. (2021). Gamma-convergence of Onsager–Machlup functionals: II. convergence of Onsager–Machlup functionals: II. Infinite product measures on Banach spaces. Inverse Problems, Volume 38, Number 2. doi:10.1088/1361-6420/ac3f82.
Redmann, M. and Freitag, M.A. (2021). Optimization based model order reduction for stochastic systems. Appl. Math. Comput., 398. doi: 10.1016/j.amc.2020.125783
Lie, H.C., Stahn, M. and Sullivan, T.J. (2022). Randomised one-step time integration methods for deterministic operator differential equations. Calcolo, Volume 59, Number 13. doi:10.1007/s10092-022-00457-6.
Freitag, M.A. and Reich, S. (2022). Datenassimilation: Die nahtlose Verschmelzung von Daten und Modellen. Mitteilungen der Deutschen Mathematiker-VereinigungVerlag, De GruyterSeiten, 108‒112, Band 30. doi: 10.1515/dmvm-2022-0037
Chen, Y, Huang D.Z., Huang J., Reich, S., and Stuart, A.M. (2023). Gradient flows for sampling: Mean-field models, Gaussian approximations and affine invariance. arXiv:2302.11024
Cvetkovic, N., Lie, H. C., Bansal, H., and Veroy-Grepl, K. (2023): Choosing observation operators to mitigate model error in Bayesian inverse problems. ArXiv 2301.04863
Kim, J.W. and Reich, S. (2023): On forward-backward SDE approaches to continuousßtime minimum variance estimation. arXiv 2304.12727
Pidstrigach, J., Marzouk, Y., Reich, S., and Wang., S. (2023). Infinite-dimensional diffusion models for function spaces arXiv:2302.10130
Irwin, B. and Reich, S. (2023). EnKSGD: A class of preconditioned black box optimization and inversion algorithms. arXiv:2303.16494.
Mach, T. and Freitag, M.A. (2023). Solving the Parametric Eigenvalue Problem by Taylor Series and Chebyshev Expansion. arXiv 230212.03661
Schwetlick, L. and Reich S. and Engbert R. (2023). Bayesian Dynamical Modeling of Fixational Eye Movements. arXiv:2303.11941.
Rabe, M. M., Paape, D., Mertzen, D., Vasishth, S., and Engbert, R. (2023). SEAM: An integrated activation-coupled model of sentence processing and eye movements in reading. arXiv:2303.05221
Janák, J. and Reiß, M. (2023): Parameter estimation for the stochastic heat equation with multiplicative noise from local measurements. arXiv:2303.00074v1
Dietrich, F., Makeev, A., Kevrekidis, G., Evangelou, N., Bertalan, T., Reich, S., and Kevrekidis, I.G. (2023). Learning effective stochastic differential equations from microscopic simulations: combining stochastic numerics and deep learning. Chaos: An Interdisciplinary Journal of Nonlinear Science, Vol. 33, 023121. doi: 10.1063/5.0113632, arXiv:2106.09004
Kemeth, F., Alonso, S., Echebarria, B., Moldenhawer, T., Beta, C. and Kevrekidis I. (2023). Black and Gray Box Learning of Amplitude Equations: Application to Phase Field Systems. Phys. Rev. E, 107:025305 doi: 10.1103/PhysRevE.107.025305
Yadav, H., Smith, G., Reich, S., and Vasishth, S. (2023). Number feature distortion modulates cue-based retrieval in reading. Journal of Memory and Language, Vol. 129, 104400. doi: 10.1016/j.jml.2022.104400
Kemeth, F., Alonso, S., Echebarria, B., Moldenhawer, T., Beta, C. and Kevrekidis I. (2022). Black and Gray Box Learning of Amplitude Equations: Application to Phase Field Systems. arXiv: 2207.03954