Jeremy Heng

Publication Activity (10 Years)

Years Active: 2018-2023
Publications (10 Years): 12

Top Topics

Likelihood Function

Generative Model

Nonlinear Dynamics

Image Filtering

Top Venues

SIAM/ASA J. Uncertain. Quantification

Publications

Jeremy Heng, Ajay Jasra, Kody J. H. Law, Alexander Tarakanov
On Unbiased Estimation for Discretized Models. SIAM/ASA J. Uncertain. Quantification 11 (2) (2023)
Nicolas Chopin, Andras Fulop, Jeremy Heng, Alexandre H. Thiery
Computational Doob h-transforms for Online Filtering of Discretely Observed Diffusions. ICML (2023)
Ajay Jasra, Jeremy Heng, Yaxian Xu, Adrian N. Bishop
A multilevel approach for stochastic nonlinear optimal control. Int. J. Control 95 (5) (2022)
Nicolas Chopin, Andras Fulop, Jeremy Heng, Alexandre H. Thiery
Computational Doob's h-transforms for Online Filtering of Discretely Observed Diffusions. CoRR (2022)
Valentin De Bortoli, Arnaud Doucet, Jeremy Heng, James Thornton
Simulating Diffusion Bridges with Score Matching. CoRR (2021)
Valentin De Bortoli, James Thornton, Jeremy Heng, Arnaud Doucet
Diffusion Schrödinger Bridge with Applications to Score-Based Generative Modeling. CoRR (2021)
Jeremy Heng, Ajay Jasra, Kody J. H. Law, Alexander Tarakanov
On Unbiased Estimation for Discretized Models. CoRR (2021)
Valentin De Bortoli, James Thornton, Jeremy Heng, Arnaud Doucet
Diffusion Schrödinger Bridge with Applications to Score-Based Generative Modeling. NeurIPS (2021)
Ajay Jasra, Fangyuan Yu, Jeremy Heng
Multilevel particle filters for the non-linear filtering problem in continuous time. Stat. Comput. 30 (5) (2020)
Alexander Lin, Yingzhuo Zhang, Jeremy Heng, Stephen A. Allsop, Kay M. Tye, Pierre E. Jacob, Demba E. Ba
Clustering Time Series with Nonlinear Dynamics: A Bayesian Non-Parametric and Particle-Based Approach. AISTATS (2019)
Ajay Jasra, Fangyuan Yu, Jeremy Heng
Multilevel Particle Filters for the Non-Linear Filtering Problem in Continuous Time. CoRR (2019)
Alexander Lin, Yingzhuo Zhang, Jeremy Heng, Stephen A. Allsop, Kay M. Tye, Pierre E. Jacob, Demba E. Ba
Clustering Time Series with Nonlinear Dynamics: A Bayesian Non-Parametric and Particle-Based Approach. CoRR (2018)