By Scientia Professor Robert Kohn

Working Papers

Mendes EF; Carter CK; Gunawan D; Kohn R, 2020, A flexible particle Markov chain Monte Carlo method, http://dx.doi.org10.1007/s11222-019-09916-7

Gunawan D; Kohn R; Tran MN, 2018, Robust Particle Density Tempering for State Space Models, http://dx.doi.org, http://arxiv.org/abs/1805.00649v3

Gunawan D; Carter C; Kohn R, 2018, The Correlated Particle Hybrid Sampler for State Space Models, http://dx.doi.org, http://arxiv.org/abs/1804.04359v4

Gunawan D; carter C; Fiebig D; Kohn R, 2017, Efficient Bayesian estimation for flexible panel models for multivariate outcomes: Impact of life events on mental health and excessive alcohol consumption, http://dx.doi.org, http://arxiv.org/abs/1706.03953v3

Gunawan D; Carter C; Kohn R, 2017, Efficient Bayesian inference for multivariate factor stochastic volatility models with leverage, http://dx.doi.org, http://arxiv.org/abs/1706.03938v1

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