By Scientia Professor Robert Kohn

Conference Papers

Salomone R; Quiroz M; Kohn R; Villani M; Tran MN, 2020, 'Spectral subsampling MCMC for stationary time series', in Daume III H; Singh A (ed.), Proceedings of Machine Learning Research, ML Research Press, Virtual, presented at International Conference on Machine Learning, Virtual, 13 July 2020 - 18 July 2020, http://proceedings.mlr.press/v119/salomone20a/salomone20a.pdf

Xu M; Quiroz M; Kohn R; Sisson SA, 2020, 'Variance reduction properties of the reparameterization trick', in AISTATS 2019 - 22nd International Conference on Artificial Intelligence and Statistics

Ouysse R; Kohn R, 2008, 'Bayesian Selection of Risk Factors and Estimation of Factor Betas and Risk Premiums in the APT model', in FEMES-SAMES 2008, Far Eastern Meeting of the Econometric Society, Singapore, pp. 1 - 29, presented at Far Eastern Meeting of the Econometric Society, Singapore, 16 July 2008 - 19 July 2008

Ouysse R; Kohn R, 2007, 'Bayesian variable Selecton of Risk Factors in the APT model', in Bayesian Variable Selection of Risk Factors in the APT model, Bayesian Variable Selection of Risk Factors in the APT model, presented at Bayesian Variable Selection of Risk Factors in the APT model

SMITH M; KOHN R, 1994, 'A BAYESIAN APPROACH TO ADDITIVE NONPARAMETRIC REGRESSION', in Sall J; Lehman A (ed.), COMPUTING SCIENCE AND STATISTICS, VOL 26, INTERFACE FOUNDATION NORTH AMERICA, NC, RESEARCH TRIANGLE PK, pp. 96 - 105, presented at 26th Symposium on the Interface of Computing Science and Statistics - Computationally Intensive Statistical Methods, NC, RESEARCH TRIANGLE PK, 15 June 1994 - 18 June 1994, https://www.webofscience.com/api/gateway?GWVersion=2&SrcApp=PARTNER_APP&SrcAuth=LinksAMR&KeyUT=WOS:A1994BD22V00017&DestLinkType=FullRecord&DestApp=ALL_WOS&UsrCustomerID=891bb5ab6ba270e68a29b250adbe88d1

Kohn R; Ansley CF, 1990, 'The nonparametric estimation of growth curves', in Mathematics and Computers in Simulation, pp. 203 - 208, http://dx.doi.org/10.1016/0378-4754(90)90239-F

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