Jeremy Heng
Jeremy Heng
Assistant Professor of Statistics, ESSEC Business School
Verified email at - Homepage
Cited by
Cited by
Diffusion schrödinger bridge with applications to score-based generative modeling
V De Bortoli, J Thornton, J Heng, A Doucet
Advances in Neural Information Processing Systems 34, 17695-17709, 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
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
An invitation to sequential Monte Carlo samplers
C Dai, J Heng, PE Jacob, N Whiteley
Journal of the American Statistical Association 117 (539), 1587-1600, 2022
Schrödinger Bridge Samplers
E Bernton, J Heng, A Doucet, PE Jacob
arXiv preprint arXiv:1912.13170, 2019
On unbiased estimation for discretized models
J Heng, A Jasra, KJH Law, A Tarakanov
SIAM/ASA Journal on Uncertainty Quantification 11 (2), 616-645, 2023
Simulating diffusion bridges with score matching
J Heng, V De Bortoli, A Doucet, J Thornton
arXiv preprint arXiv:2111.07243, 2021
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
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
Sequential Monte Carlo algorithms for agent-based models of disease transmission
N Ju, J Heng, PE Jacob
arXiv preprint arXiv:2101.12156, 2021
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 228 (1), 62-84, 2022
On the use of transport and optimal control methods for Monte Carlo simulation
J Heng
University of Oxford, 2016
Diffusion Schrödinger Bridges for Bayesian Computation
J Heng, V De Bortoli, A Doucet
Statistical Science 39 (1), 90-99, 2024
Computational doob h-transforms for online filtering of discretely observed diffusions
N Chopin, A Fulop, J Heng, AH Thiery
International Conference on Machine Learning, 5904-5923, 2023
A multilevel approach for stochastic nonlinear optimal control
A Jasra, J Heng, Y Xu, AN Bishop
International Journal of Control 95 (5), 1290-1304, 2022
Efficient Likelihood-based Estimation via Annealing for Dynamic Structural Macrofinance Models
A Fulop, J Heng, J Li
arXiv preprint arXiv:2201.01094, 2022
On Unbiased Estimation for Partially Observed Diffusions
J Heng, J Houssineau, A Jasra
Journal of Machine Learning Research 25 (66), 1-66, 2024
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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