I am currently an Assistant 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.
- 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