← All authors Jeremy Heng École Supérieure des Sciences Économiques et Commerciales (per OpenAlex) · ORCID · OpenAlex
9 papers in scope · 8 published · 1 on the econ.EM arXiv · 168 citations · h-index 5 (over the papers listed here)
Papers (1 of 9)
Simulating diffusion bridges with score matching
published 2025 · Biometrika · 5 citations · first circulated 2021
with Valentin De Bortoli, Arnaud Doucet, James Thornton, Jim Thornton
Diffusion Schrödinger Bridges for Bayesian Computation
published 2024 · Statistical Science · 1 citations · first circulated 2023
with Valentin De Bortoli, Arnaud Doucet
An Invitation to Sequential Monte Carlo Samplers
published 2022 · Journal of the American Statistical Association · 51 citations · first circulated 2020
with Chenguang Dai, Pierre Jacob, Nick Whiteley
working paper 2022 · arXiv · 1 citations · first circulated 2021
Bayesian estimation of long-run risk models using sequential Monte Carlo
published 2021 · Journal of Econometrics · 13 citations · first circulated 2020
Gibbs Flow for Approximate Transport with Applications to Bayesian Computation
published 2021 · Journal of the Royal Statistical Society Series B (Statistical Methodology) · 32 citations · first circulated 2015
with Arnaud Doucet, Yvo Pokern
Multilevel particle filters for the non-linear filtering problem in continuous time
published 2020 · Statistics and Computing · 15 citations · first circulated 2019
with Ajay Jasra, Fangyuan Yu
‘Unbiased Hamiltonian Monte Carlo with couplings’
published 2018 · Biometrika · 49 citations · first circulated 2017
with Pierre Jacob
Stability of Moving Least Squares Approximation
published 2012 · Acta Mathematicae Applicatae Sinica English Series · 1 citations
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