Jeremy Heng

According to our database, Jeremy Heng authored at least 8 papers between 2019 and 2023.

Collaborative distances:

• Dijkstra number of five.
• Erdős number of four.

2023

On Unbiased Estimation for Discretized Models.

Jeremy Heng, Ajay Jasra, Kody J. H. Law, Alexander Tarakanov

SIAM/ASA J. Uncertain. Quantification, June, 2023

Computational Doob h-transforms for Online Filtering of Discretely Observed Diffusions.

Nicolas Chopin, Andras Fulop, Jeremy Heng, Alexandre H. Thiery

Proceedings of the International Conference on Machine Learning, 2023

2022

A multilevel approach for stochastic nonlinear optimal control.

Ajay Jasra, Jeremy Heng, Yaxian Xu, Adrian N. Bishop

Int. J. Control, 2022

Computational Doob's h-transforms for Online Filtering of Discretely Observed Diffusions.

Nicolas Chopin, Andras Fulop, Jeremy Heng, Alexandre H. Thiery

CoRR, 2022

2021

Simulating Diffusion Bridges with Score Matching.

Valentin De Bortoli, Arnaud Doucet, Jeremy Heng, James Thornton

CoRR, 2021

Diffusion Schrödinger Bridge with Applications to Score-Based Generative Modeling.

Valentin De Bortoli, James Thornton, Jeremy Heng, Arnaud Doucet

Proceedings of the Advances in Neural Information Processing Systems 34: Annual Conference on Neural Information Processing Systems 2021, 2021

2020

Multilevel particle filters for the non-linear filtering problem in continuous time.

Ajay Jasra, Fangyuan Yu, Jeremy Heng

Stat. Comput., 2020

2019

Clustering Time Series with Nonlinear Dynamics: A Bayesian Non-Parametric and Particle-Based Approach.

Alexander Lin, Yingzhuo Zhang, Jeremy Heng, Stephen A. Allsop, Kay M. Tye, Pierre E. Jacob, Demba E. Ba

Proceedings of the 22nd International Conference on Artificial Intelligence and Statistics, 2019