Diffusion schrödinger bridge with applications to score-based generative modeling V De Bortoli, J Thornton, J Heng, A Doucet Advances in Neural Information Processing Systems 34, 17695-17709, 2021 | 319 | 2021 |
Controlled sequential Monte Carlo J Heng, AN Bishop, G Deligiannidis, A Doucet Annals of Statistics 48 (5), 2904-2929, 2020 | 93 | 2020 |
Unbiased hamiltonian monte carlo with couplings J Heng, PE Jacob Biometrika 106 (2), 287-302, 2019 | 71 | 2019 |
Gibbs flow for approximate transport with applications to Bayesian computation J Heng, A Doucet, Y Pokern Journal of the Royal Statistical Society: Series B (Statistical Methodology …, 2021 | 65 | 2021 |
An invitation to sequential Monte Carlo samplers C Dai, J Heng, PE Jacob, N Whiteley Journal of the American Statistical Association 117 (539), 1587-1600, 2022 | 55 | 2022 |
Schrödinger Bridge Samplers E Bernton, J Heng, A Doucet, PE Jacob arXiv preprint arXiv:1912.13170, 2019 | 47 | 2019 |
Simulating diffusion bridges with score matching J Heng, V De Bortoli, A Doucet, J Thornton arXiv preprint arXiv:2111.07243, 2021 | 30 | 2021 |
On unbiased estimation for discretized models J Heng, A Jasra, KJH Law, A Tarakanov SIAM/ASA Journal on Uncertainty Quantification 11 (2), 616-645, 2023 | 27* | 2023 |
Multilevel particle filters for the non-linear filtering problem in continuous time A Jasra, F Yu, J Heng Statistics and Computing 30 (5), 1381-1402, 2020 | 21 | 2020 |
Clustering time series with nonlinear dynamics: A Bayesian non-parametric and particle-based approach A Lin, Y Zhang, J Heng, SA Allsop, KM Tye, PE Jacob, D Ba The 22nd International Conference on Artificial Intelligence and Statistics …, 2019 | 14 | 2019 |
Sequential Monte Carlo algorithms for agent-based models of disease transmission N Ju, J Heng, PE Jacob arXiv preprint arXiv:2101.12156, 2021 | 12 | 2021 |
On unbiased score estimation for partially observed diffusions J Heng, J Houssineau, A Jasra arXiv preprint arXiv:2105.04912, 2021 | 9 | 2021 |
Bayesian estimation of long-run risk models using sequential Monte Carlo A Fulop, J Heng, J Li, H Liu Journal of Econometrics 228 (1), 62-84, 2022 | 5 | 2022 |
On the use of transport and optimal control methods for Monte Carlo simulation J Heng University of Oxford, 2016 | 5 | 2016 |
Diffusion Schrödinger bridges for Bayesian computation J Heng, V De Bortoli, A Doucet Statistical Science 39 (1), 90-99, 2024 | 3 | 2024 |
Computational doob h-transforms for online filtering of discretely observed diffusions N Chopin, A Fulop, J Heng, AH Thiery International Conference on Machine Learning, 5904-5923, 2023 | 2 | 2023 |
A multilevel approach for stochastic nonlinear optimal control A Jasra, J Heng, Y Xu, AN Bishop International Journal of Control 95 (5), 1290-1304, 2022 | 2 | 2022 |
On Unbiased Estimation for Partially Observed Diffusions J Heng, J Houssineau, A Jasra Journal of Machine Learning Research 25 (66), 1-66, 2024 | 1 | 2024 |
Efficient Likelihood-based Estimation via Annealing for Dynamic Structural Macrofinance Models A Fulop, J Heng, J Li arXiv preprint arXiv:2201.01094, 2022 | 1 | 2022 |
A simple Markov chain for independent Bernoulli variables conditioned on their sum J Heng, PE Jacob, N Ju arXiv preprint arXiv:2012.03103, 2020 | 1 | 2020 |