Jeremy Heng

13 papers A* 2A 1Journal 10
YearRankTypeTitle / Venue / Authors
2024 J jnl
On Unbiased Estimation for Partially Observed Diffusions.
J. Mach. Learn. Res.
Jeremy Heng, Jeremie Houssineau, Ajay Jasra
2023 A* conf
Computational Doob h-transforms for Online Filtering of Discretely Observed Diffusions.
ICML
Nicolas Chopin, Andras Fulop, Jeremy Heng, Alexandre H. Thiery
2023 J jnl
On Unbiased Estimation for Discretized Models.
SIAM/ASA J. Uncertain. Quantification
Jeremy Heng, Ajay Jasra, Kody J. H. Law, Alexander Tarakanov
2022 J jnl
A multilevel approach for stochastic nonlinear optimal control.
Int. J. Control
Ajay Jasra, Jeremy Heng, Yaxian Xu, Adrian N. Bishop
2022 J jnl
Computational Doob's h-transforms for Online Filtering of Discretely Observed Diffusions.
CoRR
Nicolas Chopin, Andras Fulop, Jeremy Heng, Alexandre H. Thiery
2021 A* conf
Diffusion Schrödinger Bridge with Applications to Score-Based Generative Modeling.
NeurIPS
Valentin De Bortoli, James Thornton, Jeremy Heng, Arnaud Doucet
2021 J jnl
Diffusion Schrödinger Bridge with Applications to Score-Based Generative Modeling.
CoRR
Valentin De Bortoli, James Thornton, Jeremy Heng, Arnaud Doucet
2021 J jnl
On Unbiased Estimation for Discretized Models.
CoRR
Jeremy Heng, Ajay Jasra, Kody J. H. Law, Alexander Tarakanov
2021 J jnl
Simulating Diffusion Bridges with Score Matching.
CoRR
Valentin De Bortoli, Arnaud Doucet, Jeremy Heng, James Thornton
2020 J jnl
Multilevel particle filters for the non-linear filtering problem in continuous time.
Stat. Comput.
Ajay Jasra, Fangyuan Yu, Jeremy Heng
2019 A conf
Clustering Time Series with Nonlinear Dynamics: A Bayesian Non-Parametric and Particle-Based Approach.
AISTATS
Alexander Lin, Yingzhuo Zhang, Jeremy Heng, Stephen A. Allsop, Kay M. Tye, Pierre E. Jacob, Demba E. Ba
2019 J jnl
Multilevel Particle Filters for the Non-Linear Filtering Problem in Continuous Time.
CoRR
Ajay Jasra, Fangyuan Yu, Jeremy Heng
2018 J jnl
Clustering Time Series with Nonlinear Dynamics: A Bayesian Non-Parametric and Particle-Based Approach.
CoRR
Alexander Lin, Yingzhuo Zhang, Jeremy Heng, Stephen A. Allsop, Kay M. Tye, Pierre E. Jacob, Demba E. Ba