I am currently an Associate Professor of Statistics in the Information Systems, Decision Sciences and Statistics Department at ESSEC Business School. Prior to this, I was a postdoctoral fellow in the Department of Statistics at Harvard University, supervised by Pierre Jacob. I completed my DPhil in Statistics in the Department of Statistics at University of Oxford, under the supervision of Arnaud Doucet.
Research interests
Computational statistics (such as Sequential Monte Carlo and Markov chain Monte Carlo methods)
Transport methods (in particular using flows)
Optimal control (and its efficient computation)
Email: heng at essec.edu
Office: Room 417, ESSEC Asia-Pacific, 5 Nepal Park, Singapore 139408