Jason Beh

Postdoctoral Associate · MBZUAI, Abu Dhabi

Google Scholar ORCID MBZUAI

Colours inspired by the Rolex Perpetual Padellone in Everose gold.

Adaptive IS: proposal drifts toward the rare set {φ(X) > γ}

Research

I am interested in Monte Carlo methods and Markov chains in general.

People

Collaborators
PhD advisors

Publications

Preprints

  1. 2026

    Sequential entropic optimal transport for Bayesian inverse problems via multilevel Monte Carlo

    J. Beh, P. Del Moral, A. Jasra

    arXiv:2610.29546

  2. 2025

    Phase transition for conditional covariance matrices estimated by importance sampling, and implications for cross-entropy schemes in high dimension

    J. Beh, J. Morio, F. Simatos

    Submitted · arXiv:2511.11351

  3. 2025

    Affine invariant interacting Langevin dynamics in Markov chain importance sampling for rare event estimation

    J. Beh, J. Morio, F. Simatos, S. Weissmann

    Submitted · arXiv:2506.20185

Journal articles

  1. 2025

    Insight from the Kullback–Leibler divergence into adaptive importance sampling schemes for rare event analysis in high dimension

    J. Beh, Y. Shadmi, F. Simatos

    The Annals of Applied Probability 35(2), 1083–1124 · arXiv:2309.16828

Thesis

  1. 2025

    Adaptive importance sampling in high dimension for rare event probability estimation: theoretical analysis and numerical developments

    J. Beh

    PhD thesis, Université de Toulouse

Education and experience

  1. 2026–Postdoctoral Associate, MBZUAI, Abu Dhabi
  2. 2023–25PhD in Mathematics and Applications, ONERA, ISAE-SUPAERO, Université de Toulouse. Defended 3 December 2025.
  3. 2024Research visit, University of Mannheim, hosted by Simon Weissmann
  4. 2019–22MSc in General Engineering (Diplôme d’ingénieur), ISAE-SUPAERO, Toulouse
  5. 2021Research project, ISAE-SUPAERO, Toulouse: emergence of the giant component in the Jain–Krishna random graph model
  6. 2019Research internship, LEPMI laboratory, Grenoble: self-discharge of Li-ion cells during long-term storage
  7. 2017–19Integrated preparatory class, INP Grenoble

Teaching

  1. OngoingTeaching assistant, Advanced Probability Theory & Stochastic Processes, MBZUAI
  2. 2023–25Teaching assistant, Petites Classes de Probabilités, ISAE-SUPAERO (24 h total)

Talks and posters

  1. Sep 2025Talk, ENUMATH 2025, Heidelberg, Germany
  2. Apr 2025Talk, RT-UQ PhD day / SAMO 2025, Grenoble, France
  3. Mar 2025Poster, Rare Events and Model Reduction Day (IASIS, RT-UQ), Paris, France
  4. Nov 2024Seminar talk, University of Mannheim, Germany
  5. Sep 2024Talk, ETICS 2024 research school, Saissac, France
  6. Apr 2024Poster, MASCOT-NUM 2024, Hyères, France
  7. Feb 2024Talk, SIAM UQ24, Trieste, Italy
  8. Apr 2023Poster, MASCOT-NUM 2023, Le Croisic, France

Funding and support

  1. 2025Travel support for ENUMATH 2025, Heidelberg University
  2. 2024Mobility funding for the research visit to the University of Mannheim, jointly from ONERA, the EDMITT doctoral school and EUR-MINT
  3. 2024Registration support for the ETICS 2024 summer school, French research network on Uncertainty Quantification
  4. 2023–25PhD co-funding, University Research School EUR-MINT, Toulouse (ANR-18-EURE-0023)
  5. 2016–22Six-year scholarship, Public Service Department of Malaysia (JPA), France–Malaysia bilateral cooperation programme

Languages

Fluent
  • Mandarin
  • French
  • English
  • Malay
Beginner
  • Japanese