## Jeremy HENG

Professeur assistant

department: Systèmes d’information, sciences de la décision et statistiques

Campus de Singapour

+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**

**Positions académiques principales**

- 2019 – Présent : Professeur assistant (ESSEC Business School Singapour)

**Autres positions académiques**

- 2017 – 2019 : Postdoctoral Fellow (Harvard University États-Unis)

#### Prix

- 2022 : 2022 Blackwell-Rosenbluth Award (International Society for Bayesian Analysis,, États-Unis)

### Actes d’une conférence

- CHOPIN, N., FULOP, A., HENG, J. et THIERY, A.H. (2023). Computational Doob’s h-transforms for Online Filtering of Discretely Observed Diffusions. Dans:
*Fortieth International Conference on Machine Learning*. Honolulu. - DE BORTOLI, V., THORNTON, J., HENG, J. et DOUCET, A. (2021). Diffusion Schrödinger Bridge with Applications to Score-Based Generative Modeling. Dans:
*NeurIPS 2021*. Proceedings of Machine Learning Research. - LIN, A., ZHANG, Y., HENG, J., ALLSOP, S.A., TYE, K.M. et JACOB, P.E. (2019). Clustering Time Series with Nonlinear Dynamics: A Bayesian Non-Parametric and Particle-Based Approach. Dans:
*Proceedings of Machine Learning Research*. - JACOB, P., LIN, A., ZHANG, Y., HENG, J., ALLSOP, S.A., TYE, K.M. et BA, D. (2019). Clustering Time Series with Nonlinear Dynamics: A Bayesian Non-Parametric and Particle-Based Approach. Dans:
*The 22nd International Conference on Artificial Intelligence and Statistics*. Proceedings of Machine Learning Research, pp. 2476-2484.

### Articles

- HENG, J., JASRA, A., LAW, K. et TARAKANOV, A. (2023). On Unbiased Estimation for Discretized Models.
*SIAM/ASA Journal on Uncertainty Quantification*, 11(2), pp. 10.1137/21M1460788. - DAI, C., HENG, J., JACOB, P. et WHITELEY, N. (2022). An invitation to sequential Monte Carlo samplers.
*Journal of the American Statistical Association*, 117(539), pp. 1587-1600. - FULOP, A., HENG, J., LI, J. et LIU, H. (2022). Bayesian Estimation of Long-Run Risk Models Using Sequential Monte Carlo.
*Journal of Econometrics*, 228(1), pp. 62-84. - JASRA, A., HENG, J., XU, Y. et BISHOP, A.N. (2022). A Multilevel Approach for Stochastic Nonlinear Optimal Control.
*International Journal of Control*, 95(5), pp. 1290-1304. - HENG, J., DOUCET, A. et POKERN, Y. (2021). Gibbs flow for approximate transport with applications to Bayesian computation.
*Journal of the Royal Statistical Society: Series B (Statistical Methodology)*, 83(1), pp. 157-187. - JASRA, A., YU, F. et HENG, J. (2020). Multilevel Particle Filters for the Non-Linear Filtering Problem in Continuous Time.
*Statistics and Computing*, 30, pp. 1381-1402. - HENG, J., BISHOP, A.N., DELIGIANNIDIS, G. et DOUCET, A. (2019). Controlled Sequential Monte Carlo.
*Annals of Statistics*, 48(5), pp. 2904-2929. - HENG, J. et JACOB, P. (2019). Unbiased Hamiltonian Monte Carlo with couplings.
*Biometrika*, 106(2), pp. 287-302.

### Communications dans une conférence

- HENG, J. (2022). Diffusion Schrodinger Bridge with Applications to Score-based Generative Modeling. Dans: 5th International Conference on Econometrics and Statistics (EcoSta) 2022. Kyoto.
- NIANQUIOA, J., HENG, J. et JACOB, P. (2022). Artificial Intelligence, Data challenges. Dans: 2022 Institute of Mathematical Statistics (IMS) Annual Meeting in Probability and Statistics. London.
- FULOP, A., HENG, J. et LI, Y. (2021). Efficient Likelihood-based Estimation via Annealing for Dynamic Structural Macrofinance Models. Dans: 2021 European Winter Meetings of the Econometric Society. Barcelona.
- HENG, J., POKERN, Y. et DOUCET, A. (2019). Gibbs Flow for Approximate Transport with Applications to Bayesian Computation. Dans: International Conference on Scientific Computation and Differential Equations (SciCADE 2019).

**Activités de recherche**

- 2022 – 2023: Co-Rédacteur en Chef de Statistics and Computing