61 citations · 164 across the 17 of their papers we have counts for
5 papers · 1 filter
Simulating Diffusion Bridges with Score Matching
Jeremy Heng, Valentin De Bortoli, Arnaud Doucet +1
We consider the problem of simulating diffusion bridges, which are diffusion processes that are conditioned to initialize and terminate at two given states. The simulation of diffu…
Diffusion Schrödinger Bridge with Applications to Score-Based Generative Modeling
Valentin De Bortoli, James Thornton, Jeremy Heng +1
Progressively applying Gaussian noise transforms complex data distributions to approximately Gaussian. Reversing this dynamic defines a generative model. When the forward noising p…
On Unbiased Score Estimation for Partially Observed Diffusions
Jeremy Heng, Jeremie Houssineau, Ajay Jasra
We consider the problem of statistical inference for a class of partially-observed diffusion processes, with discretely-observed data and finite-dimensional parameters. We construc…
On Unbiased Estimation for Discretized Models
Jeremy Heng, Ajay Jasra, Kody J. H. Law +1
In this article, we consider computing expectations w.r.t. probability measures which are subject to discretization error. Examples include partially observed diffusion processes o…
Sequential Monte Carlo algorithms for agent-based models of disease transmission
Nianqiao Ju, Jeremy Heng, Pierre E. Jacob
Agent-based models of disease transmission involve stochastic rules that specify how a number of individuals would infect one another, recover or be removed from the population. Co…