Jeremy Heng
Jeremy Heng
Assistant Professor of Statistics, ESSEC Business School
Verified email at - Homepage
Cited by
Cited by
Gibbs flow for approximate transport with applications to Bayesian computation
J Heng, A Doucet, Y Pokern
Journal of the Royal Statistical Society: Series B (Statistical Methodology …, 2021
Controlled sequential monte carlo
J Heng, AN Bishop, G Deligiannidis, A Doucet
Annals of Statistics 48 (5), 2904-2929, 2020
Unbiased Hamiltonian Monte Carlo with couplings
J Heng, PE Jacob
Biometrika 106 (2), 287-302, 2019
Multilevel particle filters for the non-linear filtering problem in continuous time
A Jasra, F Yu, J Heng
Statistics and Computing 30 (5), 1381-1402, 2020
Schr\" odinger Bridge Samplers
E Bernton, J Heng, A Doucet, PE Jacob
arXiv preprint arXiv:1912.13170, 2019
An invitation to sequential Monte Carlo samplers
C Dai, J Heng, PE Jacob, N Whiteley
arXiv preprint arXiv:2007.11936, 2020
On unbiased estimation for discretized models
J Heng, A Jasra, KJH Law, A Tarakanov
arXiv preprint arXiv:2102.12230, 2021
Clustering Time Series with Nonlinear Dynamics: A Bayesian Non-Parametric and Particle-Based Approach
A Lin, Y Zhang, J Heng, SA Allsop, KM Tye, PE Jacob, D Ba
The 22nd International Conference on Artificial Intelligence and Statistics …, 2019
On unbiased score estimation for partially observed diffusions
J Heng, J Houssineau, A Jasra
arXiv preprint arXiv:2105.04912, 2021
Bayesian estimation of long-run risk models using sequential Monte Carlo
A Fulop, J Heng, J Li, H Liu
Journal of Econometrics, 2021
A multilevel approach for stochastic nonlinear optimal control
A Jasra, J Heng, Y Xu, AN Bishop
International Journal of Control, 1-15, 2020
On the use of transport and optimal control methods for Monte Carlo simulation
J Heng
University of Oxford, 2016
Diffusion Schr\" odinger Bridge with Applications to Score-Based Generative Modeling
V De Bortoli, J Thornton, J Heng, A Doucet
arXiv preprint arXiv:2106.01357, 2021
Sequential Monte Carlo algorithms for agent-based models of disease transmission
N Ju, J Heng, PE Jacob
arXiv preprint arXiv:2101.12156, 2021
A simple Markov chain for independent Bernoulli variables conditioned on their sum
J Heng, PE Jacob, N Ju
arXiv preprint arXiv:2012.03103, 2020
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