HENG Jeremy
Département : Systèmes d’Information, Sciences de la Décision et Statistiques
Professeur assistant
Campus de Singapour
Contact
- email : heng@essec.edu
- tél : +65 6413 9753
Liens personnels
Diplômes
- 2017 : PhD en Statistiques (University of Oxford, Royaume-Uni )
- 2012 : BSc en Statistiques (University College London, Royaume-Uni )
Carrière
- 2019 - présent : Professeur assistant (ESSEC Business School, Singapour)
- 2017 - 2019 : Postdoctoral Fellow (Harvard University, États-Unis)
Positions académiques principales
Autres positions académiques
Articles
- JASRA, A., YU, F. and HENG, J. (2020). Multilevel Particle Filters for the Non-Linear Filtering Problem in Continuous Time. Statistics and Computing,.
- HENG, J., DOUCET, A. and POKERN, Y. (2020). Gibbs flow for approximate transport with applications to Bayesian computation. Journal of the Royal Statistical Society: Series B (Statistical Methodology),.
- HENG, J., FULOP, A., LI, J. and LIU, H. (2020). Bayesian Estimation of Long-Run Risk Models Using Sequential Monte Carlo. Journal of Econometrics,.
- HENG, J. and JACOB, P. (2019). Unbiased Hamiltonian Monte Carlo with couplings. Biometrika, 106(2).
- HENG, J., BISHOP, A.N., DELIGIANNIDIS, G. and DOUCET, A. (2019). Controlled Sequential Monte Carlo. Annals of Statistics,.
