By Scientia Professor Robert Kohn

Preprints

Tran M-N; Kohn R; Quiroz M; Villani M, 2016, The Block Pseudo-Marginal Sampler, https://arxiv.org/abs/1603.02485v5

Tran MN; Kohn R, 2015, Exact ABC using Importance Sampling, http://dx.doi.org/10.48550/arxiv.1509.08076

Pitt MK; Hall J; Kohn R, 2015, Bayesian inference for latent factor GARCH models, https://arxiv.org/abs/1507.01179v1

Mendes EF; Scharth M; Kohn R, 2015, Markov Interacting Importance Samplers, http://dx.doi.org/10.48550/arxiv.1502.07039

Mendes EF; Scharth M; Kohn R, 2015, Markov Interacting Importance Samplers, http://dx.doi.org/10.2139/ssrn.2569488

Quiroz M; Villani M; Kohn R, 2015, Scalable MCMC for Large Data Problems Using Data Subsampling and the Difference Estimator, http://dx.doi.org/10.2139/ssrn.2706410

Quiroz M; Villani M; Kohn R, 2015, Speeding Up MCMC by Efficient Data Subsampling, http://dx.doi.org/10.2139/ssrn.2592889

Del Moral P; Kohn R; Patras F, 2014, On particle Gibbs Markov chain Monte Carlo models, http://dx.doi.org/10.48550/arxiv.1404.5733

Doucet A; Pitt M; Deligiannidis G; Kohn R, 2014, Efficient implementation of Markov chain Monte Carlo when using an unbiased likelihood estimator, http://dx.doi.org/10.48550/arxiv.1210.1871

Tran M-N; Scharth M; Pitt MK; Kohn R, 2014, Importance Sampling Squared for Bayesian Inference in Latent Variable Models, http://dx.doi.org/10.2139/ssrn.2386371

Scharth M; Kohn R, 2013, Particle Efficient Importance Sampling, http://dx.doi.org/10.48550/arxiv.1309.6745

Tran M-N; Pitt MK; Kohn R, 2013, Adaptive Metropolis-Hastings Sampling using Reversible Dependent Mixture Proposals, http://dx.doi.org/10.48550/arxiv.1305.2634

Nott DJ; Tran M-N; Kuk AYC; Kohn R, 2013, Efficient variational inference for generalized linear mixed models with large datasets, http://dx.doi.org/10.48550/arxiv.1307.7963

Pitt MK; Tran M-N; Scharth M; Kohn R, 2013, On the existence of moments for high dimensional importance sampling, http://dx.doi.org/10.48550/arxiv.1307.7975

Tran M-N; Giordani P; Mun X; Kohn R; Pitt M, 2013, Copula-type Estimators for Flexible Multivariate Density Modeling using Mixtures, http://dx.doi.org/10.48550/arxiv.1306.3033

Scharth M; Kohn R, 2013, Particle Efficient Importance Sampling, http://dx.doi.org/10.2139/ssrn.2331232

Peters GW; Dong AXD; Kohn R, 2012, A Copula Based Bayesian Approach for Paid-Incurred Claims Models for Non-Life Insurance Reserving, http://dx.doi.org/10.48550/arxiv.1210.3849

Peters G; Dong A; Kohn R, 2012, A Copula Based Bayesian Approach for Paid–Incurred Claims Models for Non-Life Insurance Reserving, http://dx.doi.org/10.2139/ssrn.2980405

Pitt M; Silva R; Giordani P; Kohn R, 2010, Auxiliary Particle filtering within adaptive Metropolis-Hastings Sampling, https://arxiv.org/abs/1006.1914v1

Silva R; Kohn R; Giordani P; Mun X, 2010, A copula based approach to adaptive sampling, http://dx.doi.org/10.48550/arxiv.1002.4775

Xu W; Yang L; Kohn R, 2010, Computationally Efficient Estimation of Factor Multivariate Stochastic Volatility Models, https://arxiv.org/abs/1002.2017v1

Kohn R; Li F; Villani M, 2010, Modeling Conditional Densities Using Finite Smooth Mixtures, http://dx.doi.org/10.2139/ssrn.1711194

Smith MS; Gan Q; Kohn R, 2010, Modeling Dependence Using Skew T Copulas: Bayesian Inference and Applications, http://dx.doi.org/10.2139/ssrn.1671816

Giordani P; Mun X; Kohn R, 2009, Flexible Multivariate Density Estimation with Marginal Adaptation, http://dx.doi.org/10.48550/arxiv.0901.0225

Li F; Villani M; Kohn R, 2009, Flexible Modeling of Conditional Distributions Using Smooth Mixtures of Asymmetric Student T Densities, http://dx.doi.org/10.2139/ssrn.1551195

Nott DJ; Kohn RJ; Fielding M, 2008, Approximating the marginal likelihood using copula, http://dx.doi.org/10.48550/arxiv.0810.5474

Giordani P; Kohn R, 2008, Adaptive Independent Metropolis-Hastings by Fast Estimation of Mixtures of Normals, http://dx.doi.org/10.2139/ssrn.1082955

Gu Y; Fiebig DG; Cripps EJ; Kohn R, 2008, Bayesian Estimation of a Random Effects Heteroscedastic Probit Model, http://dx.doi.org/10.2139/ssrn.1260140

Giordani P; Kohn R; Mun X, 2008, Flexible Multivariate Density Estimation with Marginal Adaptation, http://dx.doi.org/10.2139/ssrn.1342419

Henker T; Kohn R; Xia Y; Feldman D, 2008, Transaction Size and Effective Spread: An Informational Relationship, http://dx.doi.org/10.2139/ssrn.1249440

Wood S; Kohn R; Cottet R; Jiang W; Tanner M, 2007, Locally Adaptive Nonparametric Binary Regression, http://dx.doi.org/10.48550/arxiv.0709.3545

Cottet R; Kohn R; Nott D, 2007, Variable Selection and Model Averaging in Semiparametric Overdispersed Generalized Linear Models, http://dx.doi.org/10.48550/arxiv.0707.2158

Wood SA; Kohn R; Cottet R; Jiang W; Tanner M, 2007, Locally Adaptive Nonparametric Binary Regression, http://dx.doi.org/10.2139/ssrn.1000861

Villani M; Kohn R; Giordani P, 2007, Nonparametric Regression Density Estimation Using Smoothly Varying Normal Mixtures, http://dx.doi.org/10.2139/ssrn.1024701

Cottet R; Kohn R; Nott DJ, 2007, Variable Selection and Model Averaging in Semiparametric Overdispersed Generalized Linear Models, http://dx.doi.org/10.2139/ssrn.1000681

Armstrong HJ; Carter CK; Wong KFK; Kohn R, 2007, Bayesian Covariance Matrix Estimation Using a Mixture of Decomposable Graphical Models, http://dx.doi.org/10.2139/ssrn.966635

Cripps EJ; Kohn R; Nott DJ, 2006, Bayesian Subset Selection and Model Averaging Using a Centered and Dispersed Prior for the Error Variance, http://dx.doi.org/10.2139/ssrn.879481

Chan DX; Kohn R; Nott DJ; Kirby C, 2006, Locally Adaptive Semiparametric Estimation of the Mean and Variance Functions in Regression Models, http://dx.doi.org/10.2139/ssrn.878225

Giordani P; Kohn R; van Dijk DJC, 2005, A Unified Approach to Nonlinearity, Structural Change, and Outliers, http://dx.doi.org/10.2139/ssrn.738865

Giordani P; Kohn R, 2005, Efficient Bayesian Inference for Multiple Change-Point and Mixture Innovation Models, http://dx.doi.org/10.2139/ssrn.738894

Chan DX; Kohn R; Kirby C, 2005, Multivariate Stochastic Volatility Models with Correlated Errors, http://dx.doi.org/10.2139/ssrn.876348

Carter CK; Kohn R, 1998, Semiparametric Bayesian Inference for Time Series with Mixed Spectra, http://dx.doi.org/10.2139/ssrn.50230

Smith M; Sheather SJ; Kohn R, 1997, Finite Sample Performance of Robust Bayesian Regression, http://dx.doi.org/10.2139/ssrn.41540

Tseng Y-H; Tran M-N; Kohn R, Variational Bayesian Inference for Modelswith Nuisance Parameters and an Intractable Likelihood, http://dx.doi.org/10.21203/rs.3.rs-4487816/v1

Back to profile page