Следене
Jeremy Heng
Jeremy Heng
Assistant Professor of Statistics, ESSEC Business School
Потвърден имейл адрес: essec.edu - Начална страница
Заглавие
Позовавания
Позовавания
Година
Controlled sequential monte carlo
J Heng, AN Bishop, G Deligiannidis, A Doucet
The Annals of Statistics 48 (5), 2904-2929, 2020
662020
Unbiased Hamiltonian Monte Carlo with couplings
J Heng, PE Jacob
Biometrika 106 (2), 287-302, 2019
542019
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
532021
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
53*2021
Schr\" odinger Bridge Samplers
E Bernton, J Heng, A Doucet, PE Jacob
arXiv preprint arXiv:1912.13170, 2019
222019
An invitation to sequential Monte Carlo samplers
C Dai, J Heng, PE Jacob, N Whiteley
Journal of the American Statistical Association, 1-38, 2022
152022
On unbiased estimation for discretized models
J Heng, A Jasra, KJH Law, A Tarakanov
arXiv preprint arXiv:2102.12230, 2021
142021
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
132020
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
92019
Simulating diffusion bridges with score matching
V De Bortoli, A Doucet, J Heng, J Thornton
arXiv preprint arXiv:2111.07243, 2021
62021
On unbiased score estimation for partially observed diffusions
J Heng, J Houssineau, A Jasra
arXiv preprint arXiv:2105.04912, 2021
62021
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
42022
Sequential Monte Carlo algorithms for agent-based models of disease transmission
N Ju, J Heng, PE Jacob
arXiv preprint arXiv:2101.12156, 2021
32021
On the use of transport and optimal control methods for Monte Carlo simulation
J Heng
University of Oxford, 2016
32016
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
12022
Computational Doob's -transforms for Online Filtering of Discretely Observed Diffusions
N Chopin, A Fulop, J Heng, AH Thiery
arXiv preprint arXiv:2206.03369, 2022
2022
Efficient Likelihood-based Estimation via Annealing for Dynamic Structural Macrofinance Models
A Fulop, J Heng, J Li
arXiv preprint arXiv:2201.01094, 2022
2022
A simple Markov chain for independent Bernoulli variables conditioned on their sum
J Heng, PE Jacob, N Ju
arXiv preprint arXiv:2012.03103, 2020
2020
Системата не може да изпълни операцията сега. Опитайте отново по-късно.
Статии 1–18