Select Publications


Tran M-N; Tseng P; Kohn R, 2023, Particle Mean Field Variational Bayes, ,

Dao VH; Gunawan D; Kohn R; Tran M-N; Hawkins GE; Brown SD, 2023, Bayesian Inference for Evidence Accumulation Models with Regressors, ,

Liu C; Wang C; Tran M-N; Kohn R, 2023, Deep Learning Enhanced Realized GARCH, ,

Frazier DT; Kohn R; Drovandi C; Gunawan D, 2023, Reliable Bayesian Inference in Misspecified Models, ,

Salomone R; Yu X; Nott DJ; Kohn R, 2023, Structured variational approximations with skew normal decomposable graphical models, ,

Thompson R; Dezfouli A; Kohn R, 2023, The Contextual Lasso: Sparse Linear Models via Deep Neural Networks, ,

Yang Y; Quiroz M; Kohn R; Sisson SA, 2022, A correlated pseudo-marginal approach to doubly intractable problems, ,

Botha I; Kohn R; South L; Drovandi C, 2022, Automatically adapting the number of state particles in SMC$^2$, ,

Gunawan D; Chatterjee P; Kohn R, 2021, The Block-Correlated Pseudo Marginal Sampler for State Space Models, ,

Munezero P; Villani M; Kohn R, 2021, Dynamic Mixture of Experts Models for Online Prediction, ,

Gunawan D; Kohn R; Nott D, 2021, Flexible Variational Bayes based on a Copula of a Mixture, ,

Chin V; Beavan A; Fransen J; Mayer J; Kohn R; Ryan LM; Sisson SA, 2021, Modelling age-related changes in executive functions of soccer players, ,

Villani M; Quiroz M; Kohn R; Salomone R, 2021, Spectral Subsampling MCMC for Stationary Multivariate Time Series with Applications to Vector ARTFIMA Processes, ,

Gunawan D; Kohn R; Nott D, 2020, Variational Approximation of Factor Stochastic Volatility Models, ,

Balnozan I; Fiebig DG; Asher A; Kohn R; Sisson SA, 2020, Hidden Group Time Profiles: Heterogeneous Drawdown Behaviours in Retirement, ,

Salomone R; Quiroz M; Kohn R; Villani M; Tran M-N, 2019, Spectral Subsampling MCMC for Stationary Time Series, ,

Wall L; Gunawan D; Brown SD; Tran M-N; Kohn R; Hawkins GE, 2019, Identifying relationships between cognitive processes across tasks, contexts, and time, ,

Chin V; Lee JYL; Ryan LM; Kohn R; Sisson SA, 2019, Multiclass classification of growth curves using random change points and heterogeneous random effects, ,

Botha I; Kohn R; Drovandi C, 2019, Particle Methods for Stochastic Differential Equation Mixed Effects Models, ,

Gunawan D; Hawkins GE; Kohn R; Tran M-N; Brown SD, 2019, Time-evolving psychological processes over repeated decisions, ,

Tran M-N; Scharth M; Gunawan D; Kohn R; Brown SD; Hawkins GE, 2019, Robustly estimating the marginal likelihood for cognitive models via importance sampling, ,

Nguyen T-N; Tran M-N; Gunawan D; Kohn R, 2019, A Statistical Recurrent Stochastic Volatility Model for Stock Markets, ,

Frazier DT; Nott DJ; Drovandi C; Kohn R, 2019, Bayesian inference using synthetic likelihood: asymptotics and adjustments, ,

Xu M; Quiroz M; Kohn R; Sisson SA, 2018, Variance reduction properties of the reparameterization trick, ,

Quiroz M; Villani M; Kohn R; Tran M-N; Dang K-D, 2018, Subsampling MCMC - An introduction for the survey statistician, ,

Gunawan D; Hawkins GE; Tran M-N; Kohn R; Brown S, 2018, New Estimation Approaches for the Hierarchical Linear Ballistic Accumulator Model, ,

Chin V; Gunawan D; Fiebig DG; Kohn R; Sisson SA, 2018, Efficient data augmentation for multivariate probit models with panel data: An application to general practitioner decision-making about contraceptives, ,

Tran M-N; Nguyen N; Nott D; Kohn R, 2018, Bayesian Deep Net GLM and GLMM, ,

Gunawan D; Dang K-D; Quiroz M; Kohn R; Tran M-N, 2018, Subsampling Sequential Monte Carlo for Static Bayesian Models, ,

Gunawan D; Kohn R; Tran MN, 2018, Robust Particle Density Tempering for State Space Models, ,

Dang K-D; Quiroz M; Kohn R; Tran M-N; Villani M, 2017, Hamiltonian Monte Carlo with Energy Conserving Subsampling, ,

Gunawan D; Tran M-N; Kohn R, 2017, Fast Inference for Intractable Likelihood Problems using Variational Bayes, ,

Quiroz M; Tran M-N; Villani M; Kohn R; Dang K-D, 2016, The block-Poisson estimator for optimally tuned exact subsampling MCMC, ,

Quiroz M; Tran M-N; Villani M; Kohn R, 2015, Speeding Up MCMC by Delayed Acceptance and Data Subsampling, ,

Quiroz M; Villani M; Kohn R, 2015, Scalable MCMC for Large Data Problems using Data Subsampling and the Difference Estimator, ,

Tran M-N; Nott DJ; Kohn R, 2015, Variational Bayes with Intractable Likelihood, ,

Mendes EF; Scharth M; Kohn R, 2015, Markov Interacting Importance Samplers, ,

Quiroz M; Kohn R; Villani M; Tran M-N, 2014, Speeding Up MCMC by Efficient Data Subsampling, ,

Mendes EF; Carter CK; Gunawan D; Kohn R, 2014, A flexible Particle Markov chain Monte Carlo method, ,

Scharth M; Kohn R, 2013, Particle Efficient Importance Sampling, ,

Tran M-N; Scharth M; Pitt MK; Kohn R, 2013, Importance sampling squared for Bayesian inference in latent variable models, ,

Nott DJ; Tran M-N; Kuk AYC; Kohn R, 2013, Efficient variational inference for generalized linear mixed models with large datasets, ,

Pitt MK; Tran M-N; Scharth M; Kohn R, 2013, On the existence of moments for high dimensional importance sampling, ,

Tran M-N; Giordani P; Mun X; Kohn R; Pitt M, 2013, Copula-type Estimators for Flexible Multivariate Density Modeling using Mixtures, ,

Tran M-N; Pitt MK; Kohn R, 2013, Adaptive Metropolis-Hastings Sampling using Reversible Dependent Mixture Proposals, ,

Peters GW; Dong AXD; Kohn R, 2012, A Copula Based Bayesian Approach for Paid-Incurred Claims Models for Non-Life Insurance Reserving, ,

Doucet A; Pitt M; Deligiannidis G; Kohn R, 2012, Efficient implementation of Markov chain Monte Carlo when using an unbiased likelihood estimator, ,

Silva R; Kohn R; Giordani P; Mun X, 2010, A copula based approach to adaptive sampling, ,

Giordani P; Mun X; Kohn R, 2009, Flexible Multivariate Density Estimation with Marginal Adaptation, ,

Wood S; Kohn R; Cottet R; Jiang W; Tanner M, 2007, Locally Adaptive Nonparametric Binary Regression, ,

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