Jeremy Heng

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
Simulating diffusion bridges with score matching Biometrika	2025-11-25	Paper
Diffusion Schrödinger bridges for Bayesian computation Statistical Science	2024-05-15	Paper
On Unbiased Estimation for Discretized Models SIAM/ASA Journal on Uncertainty Quantification	2023-06-30	Paper
An Invitation to Sequential Monte Carlo Samplers Journal of the American Statistical Association	2023-03-09	Paper
Gibbs Flow for Approximate Transport with Applications to Bayesian Computation Journal of the Royal Statistical Society Series B: Statistical Methodology	2022-07-11	Paper
A multilevel approach for stochastic nonlinear optimal control International Journal of Control	2022-06-03	Paper
Bayesian estimation of long-run risk models using sequential Monte Carlo Journal of Econometrics	2022-03-16	Paper
Diffusion Schr\"odinger Bridge with Applications to Score-Based Generative Modeling	2021-06-01	Paper
Controlled sequential Monte Carlo The Annals of Statistics	2020-12-14	Paper
Controlled sequential Monte Carlo The Annals of Statistics	2020-12-14	Paper
A simple Markov chain for independent Bernoulli variables conditioned on their sum	2020-12-05	Paper
Multilevel particle filters for the non-linear filtering problem in continuous time Statistics and Computing	2020-11-04	Paper
‘Unbiased Hamiltonian Monte Carlo with couplings’ Biometrika	2020-10-21	Paper
Unbiased Hamiltonian Monte Carlo with couplings Biometrika	2019-11-28	Paper
Unbiased Hamiltonian Monte Carlo with couplings Biometrika	2019-11-28	Paper

Research outcomes over time

This page was built for person: Jeremy Heng