Jeremy Heng
Jeremy Heng
Assistant Professor of Statistics, ESSEC Business School
Verified email at essec.edu - Homepage
Title
Cited by
Cited by
Year
Gibbs flow for approximate transport with applications to Bayesian computation
J Heng, A Doucet, Y Pokern
arXiv preprint arXiv:1509.08787, 2015
342015
Unbiased Hamiltonian Monte Carlo with couplings
J Heng, PE Jacob
Biometrika 106 (2), 287-302, 2019
212019
Controlled sequential monte carlo
J Heng, AN Bishop, G Deligiannidis, A Doucet
arXiv preprint arXiv:1708.08396, 2017
212017
Multilevel Particle Filters for the Non-Linear Filtering Problem in Continuous Time
A Jasra, F Yu, J Heng
arXiv preprint arXiv:1907.06328, 2019
12019
On the use of transport and optimal control methods for Monte Carlo simulation
J Heng
University of Oxford, 2016
12016
Bayesian Estimation of Long-Run Risk Models Using Sequential Monte Carlo
A Fulop, J Heng, J Li, H Liu
Available at SSRN, 2020
2020
Schr\" odinger Bridge Samplers
E Bernton, J Heng, A Doucet, PE Jacob
arXiv preprint arXiv:1912.13170, 2019
2019
A Multilevel Approach for Stochastic Nonlinear Optimal Control
A Jasra, J Heng, Y Xu, AN Bishop
arXiv preprint arXiv:1901.05583, 2019
2019
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
arXiv preprint arXiv:1810.09920, 2018
2018
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