51Թapp

Scientia Professor Robert Kohn

Scientia Professor Robert Kohn

Scientia Professor
Business School
School of Economics

Robert's research and teaching interests include Bayesian methodology, Variable selection and model averaging, Nonparametric regression models, Time series modelling, Multivariate Gaussian and non-Gaussian regression; and Markov chain Monte Carlo simulation algorithms.

Research Interests:

  • Bayesian methodology
  • Variable selection and model averaging
  • Nonparametric regression models
  • Time series modeling
  • Multivariate Gaussian and non-Gaussian regression
  • Markov chain Monte Carlo simulation algorithms

ASB Profile:

Phone
+61 2 9385 2150
Location
Room 434, UNSW Business School building
  • Book Chapters | 2022
    Tran M; Nott D; Kohn R, 2022, 'Variational Bayes', in , Wiley, pp. 1 - 9,
    Book Chapters | 2012
    Giordani P; Pitt M; Kohn R, 2012, 'Bayesian Inference for Time Series State Space Models', in The Oxford Handbook of Bayesian Econometrics,
    Book Chapters | 2011
    Kohn R; Li F; Villani M, 2011, 'Modelling Conditional Densities Using Finite Smooth Mixtures', in Mengersen KL; Robert CP; Titterington DM (ed.), Mixtures: Estimation and Applications, John Wiley & Sons, Ltd, United Kingdom, pp. 123 - 144,
    Book Chapters | 2005
    Carter CK; Kohn R; Cripps EJ, 2005, 'Variable Selection and Covariance Selection in Multivariate Regression Models', in
    Book Chapters | 2000
    Kohn R; Schimek MG; Smith MM, 2000, 'Spline and kernel regression for dependant data', in Smoothing and regression: approaches, computation and its application, Wiley & Sons, New York, pp. 135 - 158
    Book Chapters | 2000
    Smith MM; Kohn R; Yau P, 2000, 'Nonparametric Bayesian bivariate surface estimation', in Smoothing and regression: approaches, computation and its application, Wiley & Sons, New York, pp. 545 - 580
    Book Chapters | 1998
    Smith MM; Kohn R, 1998, 'Nonparametric estimation of irregular functions with independent or autocorrelated errors', in Lecture notes in statistics: Practical nonparametric and semiparametric Bayesian statistics, Springer Publishing Company, pp. 157 - 171
    Book Chapters | 1996
    Carter CK; Kohn R, 1996, 'Robust Bayesian nonparametic regression', in Statistical theory and computational aspects of smoothing, edn. Original, Physica-Verlag, Heidelberg, pp. 128 - 148
    Book Chapters | 1996
    Sheather SJ; Wand MP; Smith MM; Kohn R, 1996, 'Comments on the papers by Marron, Cleveland and Loader, Seifert and Gasser', in Statistical theory and computational aspects of smoothing, Physica-Verlag, Heidelberg, pp. 93 - 102
    Book Chapters | 1996
    Sheather SJ; Wand MP; Smith MS; Kohn R, 1996, 'Comments', in Contributions to Statistics, Physica-Verlag HD, pp. 93 - 102,
    Book Chapters | 1989
    KOHN R; ANSLEY CF, 1989, 'FILTERING AND SMOOTHING ALGORITHMS FOR STATE SPACE MODELS', in System-Theoretic Methods in Economic Modelling II, Elsevier, pp. 515 - 528,
    Book Chapters | 1984
    Ansley CF; Kohn R, 1984, 'New Algorithmic Developments for Estimation Problems in Time Series', in Compstat 1984, Physica-Verlag HD, pp. 23 - 34,
    Book Chapters | 1984
    Ansley CF; Kohn R, 1984, 'On the estimation of ARIMA Models with Missing Values', in Lecture Notes in Statistics, Springer New York, pp. 9 - 37,
  • Journal articles | 2024
    Gunawan D; Carter C; Kohn R, 2024, 'Particle MCMC and the correlated particle hybrid sampler for state space models', Journal of Econometrics,
    Journal articles | 2024
    Gunawan D; Chatterjee P; Kohn R, 2024, 'The Block-Correlated Pseudo Marginal Sampler for State Space Models', Journal of Business and Economic Statistics, 42, pp. 1276 - 1288,
    Journal articles | 2024
    Gunawan D; Kohn R; Nott D, 2024, 'Flexible Variational Bayes Based on a Copula of a Mixture', Journal of Computational and Graphical Statistics, 33, pp. 665 - 680,
    Journal articles | 2024
    Salomone R; Yu X; Nott DJ; Kohn R, 2024, 'Structured Variational Approximations with Skew Normal Decomposable Graphical Models and Implicit Copulas', Journal of Computational and Graphical Statistics,
    Journal articles | 2024
    Villani M; Quiroz M; Kohn R; Salomone R, 2024, 'Spectral Subsampling MCMC for Stationary Multivariate Time Series with Applications to Vector ARTFIMA Processes', Econometrics and Statistics, 32, pp. 98 - 121,
    Journal articles | 2023
    Botha I; Kohn R; South L; Drovandi C, 2023, 'Automatically adapting the number of state particles in SMC 2', Statistics and Computing, 33,
    Journal articles | 2023
    Frazier DT; Nott DJ; Drovandi C; Kohn R, 2023, 'Bayesian Inference Using Synthetic Likelihood: Asymptotics and Adjustments', Journal of the American Statistical Association, 118, pp. 2821 - 2832,
    Journal articles | 2023
    Munezero P; Villani M; Kohn R, 2023, 'Dynamic Mixture of Experts Models for Online Prediction', Technometrics, 65, pp. 257 - 268,
    Journal articles | 2023
    Quiroz M; Nott DJ; Kohn R, 2023, 'Gaussian Variational Approximations for High-dimensional State Space Models', Bayesian Analysis, 18, pp. 989 - 1016,
    Journal articles | 2022
    Dao VH; Gunawan D; Tran MN; Kohn R; Hawkins GE; Brown SD, 2022, 'Efficient Selection Between Hierarchical Cognitive Models: Cross-Validation With Variational Bayes', Psychological Methods, 29, pp. 219 - 241,
    Journal articles | 2022
    Gunawan D; Hawkins GE; Kohn R; Tran MN; Brown SD, 2022, 'Time-Evolving Psychological Processes Over Repeated Decisions', Psychological Review, 129, pp. 438 - 456,
    Journal articles | 2022
    Gunawan D; Kohn R; Tran MN, 2022, 'Flexible and Robust Particle Tempering for State Space Models', Econometrics and Statistics,
    Journal articles | 2022
    Nguyen TN; Tran MN; Gunawan D; Kohn R, 2022, 'A Statistical Recurrent Stochastic Volatility Model for Stock Markets', Journal of Business and Economic Statistics,
    Journal articles | 2022
    Nguyen TN; Tran MN; Kohn R, 2022, 'Recurrent conditional heteroskedasticity', Journal of Applied Econometrics, 37, pp. 1031 - 1054,
    Journal articles | 2022
    Oliveira R; Scalzo R; Kohn R; Cripps S; Hardman K; Close J; Taghavi N; Lemckert C, 2022, 'Bayesian optimization with informative parametric models via sequential Monte Carlo', Data-Centric Engineering, 3,
    Journal articles | 2021
    Botha I; Kohn R; Drovandi C, 2021, 'Particle Methods for Stochastic Differential Equation Mixed Effects Models', Bayesian Analysis, 16, pp. 575 - 609,
    Journal articles | 2021
    Dao V-H; Gunawan D; Tran M-N; Kohn R; Hawkins GE; Brown SD, 2021, 'Efficient Selection Between Hierarchical Cognitive Models: Cross-validation With Variational Bayes', ,
    Journal articles | 2021
    Gunawan D; Kohn R; Nott D, 2021, 'Variational Bayes approximation of factor stochastic volatility models', International Journal of Forecasting, 37, pp. 1355 - 1375,
    Journal articles | 2021
    Quiroz M; Tran MN; Villani M; Kohn R; Dang KD, 2021, 'The Block-Poisson Estimator for Optimally Tuned Exact Subsampling MCMC', Journal of Computational and Graphical Statistics, 30, pp. 877 - 888,
    Journal articles | 2021
    Tran MN; Scharth M; Gunawan D; Kohn R; Brown SD; Hawkins GE, 2021, 'Robustly estimating the marginal likelihood for cognitive models via importance sampling', Behavior Research Methods, 53, pp. 1148 - 1165,
    Journal articles | 2021
    Wall L; Gunawan D; Brown SD; Tran MN; Kohn R; Hawkins GE, 2021, 'Identifying relationships between cognitive processes across tasks, contexts, and time', Behavior Research Methods, 53, pp. 78 - 95,
    Journal articles | 2020
    Chin V; Gunawan D; Fiebig DG; Kohn R; Sisson SA, 2020, 'Efficient data augmentation for multivariate probit models with panel data: an application to general practitioner decision making about contraceptives', Journal of the Royal Statistical Society. Series C: Applied Statistics, 69, pp. 277 - 300,
    Journal articles | 2020
    Gunawan D; Dang KD; Quiroz M; Kohn R; Tran MN, 2020, 'Subsampling sequential Monte Carlo for static Bayesian models', Statistics and Computing, 30, pp. 1741 - 1758,
    Journal articles | 2020
    Gunawan D; Hawkins GE; Tran MN; Kohn R; Brown SD, 2020, 'New estimation approaches for the hierarchical Linear Ballistic Accumulator model', Journal of Mathematical Psychology, 96,
    Journal articles | 2020
    Gunawan D; Khaled MA; Kohn R, 2020, 'Mixed Marginal Copula Modeling', Journal of Business and Economic Statistics, 38, pp. 137 - 147,
    Journal articles | 2020
    Kohn R; Mendes E; Gunawan D; Carter C, 2020, 'A flexible particle Markov chain Monte Carlo method', Statistics and Computing,
    Journal articles | 2020
    Tran MN; Nguyen N; Nott D; Kohn R, 2020, 'Bayesian Deep Net GLM and GLMM', Journal of Computational and Graphical Statistics, 29, pp. 97 - 113,
    Journal articles | 2019
    Dang KD; Quiroz M; Kohn R; Tran MN; Villani M, 2019, 'Hamiltonian monte carlo with energy conserving subsampling', Journal of Machine Learning Research, 20
    Journal articles | 2019
    Gunawan D; Tran MN; Suzuki K; Dick J; Kohn R, 2019, 'Computationally efficient Bayesian estimation of high-dimensional Archimedean copulas with discrete and mixed margins', Statistics and Computing, 29, pp. 933 - 946,
    Journal articles | 2019
    Quiroz M; Kohn R; Villani M; Tran MN, 2019, 'Speeding Up MCMC by Efficient Data Subsampling', Journal of the American Statistical Association, 114, pp. 831 - 843,
    Journal articles | 2018
    Quiroz M; Nott DJ; Kohn R, 2018, 'Gaussian variational approximation for high-dimensional state space models', ,
    Journal articles | 2018
    Quiroz M; Tran MN; Villani M; Kohn R, 2018, 'Speeding up MCMC by Delayed Acceptance and Data Subsampling', Journal of Computational and Graphical Statistics, 27, pp. 12 - 22,
    Journal articles | 2018
    Quiroz M; Villani M; Kohn R; Tran MN; Dang KD, 2018, 'Subsampling MCMC - an Introduction for the Survey Statistician', Sankhya A, 80, pp. 33 - 69,
    Journal articles | 2017
    Khaled MA; Kohn R, 2017, 'On approximating copulas by finite mixtures', On approximating copulas by finite mixtures,
    Journal articles | 2017
    Tran MN; Nott DJ; Kohn R, 2017, 'Variational Bayes With Intractable Likelihood', Journal of Computational and Graphical Statistics, 26, pp. 873 - 882,
    Journal articles | 2016
    Del Moral P; Kohn R; Patras F, 2016, 'On particle Gibbs samplers', Annales de l'institut Henri Poincare (B) Probability and Statistics, 52, pp. 1687 - 1733,
    Journal articles | 2016
    Scharth M; Kohn R, 2016, 'Particle efficient importance sampling', Journal of Econometrics, 190, pp. 133 - 147,
    Journal articles | 2016
    Tran M-N; Kohn R; Quiroz M; Villani M, 2016, 'The Block Pseudo-Marginal Sampler', The Block Pseudo-Marginal Sampler,
    Journal articles | 2016
    Tran MN; Nott DJ; Kuk AYC; Kohn R, 2016, 'Parallel Variational Bayes for Large Datasets With an Application to Generalized Linear Mixed Models', Journal of Computational and Graphical Statistics, 25, pp. 626 - 646,
    Journal articles | 2015
    Del Moral P; Kohn R; Patras F, 2015, 'A duality formula for Feynman-Kac path particle models', Comptes Rendus Mathematique, 353, pp. 465 - 469,
    Journal articles | 2015
    Doucet A; Pitt MK; Deligiannidis G; Kohn R, 2015, 'Efficient implementation of Markov chain Monte Carlo when using an unbiased likelihood estimator', Biometrika, 102, pp. 295 - 313,
    Journal articles | 2015
    Pitt MK; Hall J; Kohn R, 2015, 'Bayesian inference for latent factor GARCH models', Bayesian inference for latent factor GARCH models,
    Journal articles | 2015
    Tran MN; Kohn R, 2015, 'Exact ABC using Importance Sampling', ,
    Journal articles | 2014
    Hall J; Pitt MK; Kohn R, 2014, 'Bayesian inference for nonlinear structural time series models', Journal of Econometrics, 179, pp. 99 - 111,
    Journal articles | 2014
    Kohn R; Tran M; Pitt MK, 2014, 'Adaptive Metropolis–Hastings sampling using reversible dependent mixture proposals', Statistics and Computing, 25,
    Journal articles | 2014
    Kohn R; tran ; giordani ; pitt ; mun , 2014, 'Copula-Type Estimators for Flexible Multivariate Density Modeling Using Mixtures', Journal of Computational and Graphical Statistics, 23, pp. 1163 - 1178,
    Journal articles | 2014
    Peters GW; Dong AXD; Kohn R, 2014, 'A copula based Bayesian approach for paid-incurred claims models for non-life insurance reserving', Insurance: Mathematics and Economics, 59, pp. 258 - 278,
    Journal articles | 2013
    Tran M-N; Scharth M; Pitt MK; Kohn R, 2013, 'Importance sampling squared for Bayesian inference in latent variable models', Importance sampling squared for Bayesian inference in latent variable models,
    Journal articles | 2013
    Tran M; Giordani P; Mun X; Kohn R, 2013, 'Flexible multivariate density estimation with marginal adaptation', Journal of Computational and Graphical Statistics, 22, pp. 814 - 829,
    Journal articles | 2012
    Giordani P; Mun X; Kohn R, 2012, 'Efficient estimation of covariance matrices using posterior mode multiple shrinkage', Journal of Financial Econometrics, 11, pp. 154 - 192,
    Journal articles | 2012
    Nott DJ; Tan SL; Villiani M; Kohn R, 2012, 'Regression density estimation with variational methods and stochastic approximation', Journal of Computational and Graphical Statistics, 21, pp. 797 - 820,
    Journal articles | 2012
    Pitt M; Silva RDS; Giordani P; Kohn R, 2012, 'On some properties of Markov chain Monte Carlo simulation methods based on the particle filter (', Journal of Econometrics, 171, pp. 134 - 151,
    Journal articles | 2012
    Smith MS; Gan Q; Kohn RJ, 2012, 'Modelling dependence using skew t copulas: Bayesian inference and applications', Journal of Applied Econometrics, 27, pp. 500 - 522,
    Journal articles | 2012
    Tran MN; Giordani P; Kohn R, 2012, 'Discussion of "Fast sparse regression and classification" by Jerome Friedman', International Journal of Forecasting, 28, pp. 749 - 750,
    Journal articles | 2012
    Tran MN; Nott DJ; Kohn R, 2012, 'Simultaneous variable selection and component selection for regression density estimation with mixtures f heteroscedastic experts', Electronic Journal of Statistics, 6, pp. 1170 - 1199,
    Journal articles | 2012
    Villani M; Kohn R; Nott DJ, 2012, 'Generalized smooth finite mixtures', Journal of Econometrics, 171, pp. 121 - 133,
    Journal articles | 2011
    Carter CK; Wong F; Kohn R, 2011, 'Constructing priors based on model size for nondecomposable Gaussian graphical models: A simulation based approach', Journal of Multivariate Analysis, 102, pp. 871 - 883,
    Journal articles | 2011
    Wood SA; Rosen O; Kohn R, 2011, 'Bayesian mixtures of autoregressive models', Journal of Computational and Graphical Statistics, 20, pp. 174 - 195,
    Journal articles | 2010
    Fiebig D; Kohn R; Cripps E, 2010, 'Parsimonious estimation of the covariance matrix in multinomial probit models', Econometric Reviews, 29, pp. 146 - 157,
    Journal articles | 2010
    Giordani P; Kohn R, 2010, 'Adaptive independent Metropolis-Hastings by fast estimation of mixtures of normals', Journal of Computational and Graphical Statistics, 19, pp. 243 - 259,
    Journal articles | 2010
    Li F; Villani M; Kohn R, 2010, 'Flexible modeling of conditional distributions using smooth mixtures of asymmetric student t densities', Journal of Statistical Planning and Inference, 140, pp. 3638 - 3654,
    Journal articles | 2010
    Pitt M; Silva R; Giordani P; Kohn R, 2010, 'Auxiliary Particle filtering within adaptive Metropolis-Hastings Sampling', Auxiliary Particle filtering within adaptive Metropolis-Hastings Sampling,
    Journal articles | 2010
    Silva R; Kohn R; Giordani P; Mun X, 2010, 'A copula based approach to adaptive sampling', A copula based approach to adaptive sampling,
    Journal articles | 2010
    Xu W; Yang L; Kohn R, 2010, 'Computationally Efficient Estimation of Factor Multivariate Stochastic Volatility Models', Computationally Efficient Estimation of Factor Multivariate Stochastic Volatility Models,
    Journal articles | 2009
    Armstrong HJ; Carter CK; Wong KF; Kohn R, 2009, 'Bayesian covariance matrix estimation using a mixture of decomposable graphical models', Statistics and Computing, 19, pp. 303 - 316
    Journal articles | 2009
    Fiebig D; Kohn R; Leslie D, 2009, 'Nonparametric estimation of the distribution function in contingent valuation models', Bayesian Analysis, 4, pp. 573 - 598
    Journal articles | 2009
    Gu Y; Fiebig D; Cripps EJ; Kohn R, 2009, 'Bayesian estimation of a random effects heteroscedastic probit model', Econometrics Journal, 12, pp. 324 - 339
    Journal articles | 2009
    Villani M; Kohn R; Giordani P, 2009, 'Regression density estimation using smooth adaptive Gaussian mixtures', Journal of Econometrics, 153, pp. 155 - 173
    Journal articles | 2009
    Young GJ; Valdez E; Kohn R, 2009, 'Multivariate probit models for conditional claim-types', Insurance Mathematics and Economics, 44, pp. 214 - 228
    Journal articles | 2008
    Cottet R; Kohn R; Nott DJ, 2008, 'Variable selection and model averaging in semiparametric overdispersed generalized linear models', Journal of the American Statistical Association, 103, pp. 661 - 671
    Journal articles | 2008
    Giordani P; Kohn R, 2008, 'Efficient Bayesian inference for multiple change-point and mixture innovation models', Journal of Business and Economic Statistics, 26, pp. 66 - 77
    Journal articles | 2008
    Kohn R, 2008, 'Bayesian inference using adaptive sampling', Advances in Econometrics : A Research Annual, 23, pp. 61 - 81,
    Journal articles | 2008
    Nott DJ; Kohn RJ; Fielding M, 2008, 'Approximating the marginal likelihood using copula', Approximating the marginal likelihood using copula,
    Journal articles | 2008
    Wood SA; Kohn R; Cottet R; Jiang W; Tanner M, 2008, 'Locally adaptive nonparametric binary regression', Journal of Computational and Graphical Statistics, 17, pp. 352 - 372
    Journal articles | 2007
    Giordani P; Kohn R; van Dijk D, 2007, 'A unified approach to nonlinearity, structural change, and outliers', Journal of Econometrics, 137, pp. 112 - 133
    Journal articles | 2007
    Leslie D; Kohn R; Nott DJ, 2007, 'A general approach to heteroscedastic linear regression', Statistics and Computing, 17, pp. 131 - 146
    Journal articles | 2006
    Chan D; Kohn R; Kirby C, 2006, 'Multivariate stochastic volatility models with correlated errors', Econometric Reviews, 25, pp. 245 - 274
    Journal articles | 2006
    Chan DW; Kohn R; Nott DJ; Kirby CM, 2006, 'Locally adaptive semiparametric estimation of the mean and variance functions in regression models', Journal of Computational and Graphical Statistics, 15, pp. 915 - 936
    Journal articles | 2006
    Cripps EJ; Kohn R; Nott DJ, 2006, 'Bayesian subset selection and model averaging using a centred and dispersed prior for the error variance', Australian and New Zealand Journal of Statistics, 48, pp. 237 - 252
    Journal articles | 2006
    Pitt M; Chan D; Kohn R, 2006, 'Efficient Bayesian inference for Gaussian copula regression models', Biometrika, 93, pp. 537 - 554
    Journal articles | 2005
    Nott DJ; Kohn R, 2005, 'Adaptive sampling for Bayesian variable selection', Biometrika, 92, pp. 747 - 763
    Journal articles | 2003
    Carter CK; Wong F; Kohn R, 2003, 'Efficient estimation of covariance selection models', Biometrika, 90, pp. 809 - 830,
    Journal articles | 2003
    Kohn R; Wood SA; Yau P, 2003, 'Bayesian variable selection and model averaging in high-dimensional multinomial nonparametric regression', Journal of Computational and Graphical Statistics, 12, pp. 23 - 54
    Journal articles | 2003
    Yau P; Kohn R, 2003, 'Estimation and variable selection in nonparametric heteroscedastic regression', Statistics and Computing, 13, pp. 191 - 208,
    Journal articles | 2002
    Louviere J; Street D; Carson R; Ainslie A; Deshazo JR; Cameron T; Hensher D; Kohn R; Marley T, 2002, 'Dissecting the Random Component of Utility', Marketing Letters, 13, pp. 177 - 193,
    Journal articles | 2002
    Smith M; Kohn R, 2002, 'Parsimonious covariance matrix estimation for longitudinal data', Journal of the American Statistical Association, 97, pp. 1141 - 1153
    Journal articles | 2002
    Smith M; Yau P; Shively T; Kohn R, 2002, 'Estimating long-term trends in tropospheric ozone levels', International Statistical Review, 70, pp. 99 - 124
    Journal articles | 2002
    Wood SA; Kohn R; Shively T; Jiang W, 2002, 'Model selection in spline nonparametric regression', Journal of the Royal Statistical Society Series B - Statistical Methodology, 64, pp. 119 - 139
    Journal articles | 2001
    Kohn R; Smith M; Chan D, 2001, 'Nonparametric regression using linear combinations of basis functions', Statistics and Computing, 11, pp. 313 - 322
    Journal articles | 2001
    Nott DJ; Dunsmuir WT; Kohn R; Woodcock F, 2001, 'Statistical correction of a deterministic numerical weather prediction model', Journal of the American Statistical Association, pp. 794 - 804
    Journal articles | 2000
    Carter CK; Gerlach R; Kohn R, 2000, 'Efficient Bayesian Inference for Dynamic Mixture Models', Journal of the American Statistical Association, 95, pp. 819 - 828,
    Journal articles | 2000
    Kohn R; Marron JS; Yau P, 2000, 'Wavelet estimation using Bayesian basis selection and basis averaging', Statistica Sinica, 10, pp. 109 - 128
    Journal articles | 2000
    Shively TS; Allenby GM; Kohn R, 2000, 'A nonparametric approach to identifying latent relationships in hierarchical models', Marketing Science, 19, pp. 149 - 162
    Journal articles | 2000
    Smith MM; Kohn R; Mathur SK, 2000, 'Bayesian semiparametric regression: an exposition and application to print advertising data', Journal of Business Research, 49, pp. 229 - 244,
    Journal articles | 2000
    Smith MM; Kohn R, 2000, 'Nonparametric seemingly unrelated regression', Journal of Econometrics, pp. 257 - 281
    Journal articles | 1999
    Gerlach R; Carter CK; Kohn R, 1999, 'Diagnostics for time series analysis', Journal of Time Series Analysis, pp. 309 - 330
    Journal articles | 1999
    Shively TS; Kohn R; Wood S, 1999, 'Rejoinder', Journal of the American Statistical Association, 94, pp. 804 - 806,
    Journal articles | 1999
    Shively TS; Kohn R; Wood S, 1999, 'Variable Selection and Function Estimation in Additive Nonparametric Regression Using a Data-Based Prior: Rejoinder', Journal of the American Statistical Association, 94, pp. 804 - 804,
    Journal articles | 1999
    Shivley TS; Kohn R; Wood SA, 1999, 'Variable selection and function estimation in additive nonparametric regression using a data-based prior', Journal of the American Statistical Association, 94, pp. 777 - 806,
    Journal articles | 1998
    Kohn R; Wood SA, 1998, 'A Bayesian approach to robust binary nonparametric regression', Journal of the American Statistical Association, 93, pp. 203 - 213,
    Journal articles | 1998
    Smith MM; Wong CS; Kohn R, 1998, 'Additive nonparametric regression with autocorrelated errors', Journal of the Royal Statistical Society Series B - Statistical Methodology, pp. 311 - 331
    Journal articles | 1997
    Barnett G; Kohn R; Sheather SJ, 1997, 'Robust Bayesian estimation of autoregressive-moving-average models', Journal of Time Series Analysis, pp. 11 - 28
    Journal articles | 1997
    Carter CK; Kohn R, 1997, 'Semiparametric Bayesian inference for time series with mixed spectra', Journal of Royal Statistical Society Series B, 59, pp. 255 - 268,
    Journal articles | 1997
    Park BJ; Kim WH; Ruppert D; Jones MW; Signorini DF; Kohn R, 1997, 'Simple transformation techniques for improved nonparametric regression', Scandinavian Journal of Statistics, 24, pp. 145 - 164,
    Journal articles | 1997
    Shively TS; Kohn R, 1997, 'A Bayesian approach to model selection in stochastic coefficient regression models and structural time series models', Journal of Econometrics, 76, pp. 39 - 52,
    Journal articles | 1997
    Smith MM; Kohn R, 1997, 'A Bayesian approach to nonparametric bivariate regression', Journal of the American Statistical Association, pp. 1522 - 1535
    Journal articles | 1996
    Barnett G; Kohn R; Sheather SJ, 1996, 'Bayesian estimation of an autoregressive model using Markov chain Monte Carlo', Journal of Econometrics, pp. 237 - 254
    Journal articles | 1996
    Kohn R; Carter CK, 1996, 'Markov chain Monte Carlo in conditionally Gaussian state space models', Biometrika, pp. 589 - 601
    Journal articles | 1996
    Smith MM; Kohn R, 1996, 'Nonparametric regression using bayesian variable selection', Journal of Econometrics, pp. 317 - 344
    Journal articles | 1996
    Smith MM; Sheather SJ; Kohn R, 1996, 'Finite sample performance of robust Bayesian regression', Computational Statistics, 11, pp. 269 - 301,
    Journal articles | 1996
    Wong CS; Kohn R, 1996, 'A bayesian approach to additive semiparametric regression', Journal of Econometrics, pp. 209 - 235
    Journal articles | 1996
    Wong CS; Kohn R, 1996, 'A bayesian approach to estimating and forecasting edditive nonparametric autoregressive models', Journal of Time Series Analysis, 17, pp. 203 - 220
    Journal articles | 1995
    Barnett G; Kohn R; Sheather SJ; Wong JK, 1995, 'Markov chain Monte Carlo estimation of autoregressive models with application to metal pollutant concentration in sludge', Mathematical and Computer Modelling, pp. 7 - 13
    Journal articles | 1994
    Ansley CF; Kohn R, 1994, 'Convergence of the Backfitting Algorithm for Additive Models', Journal of the Australian Mathematical Society, 57, pp. 316 - 329,
    Journal articles | 1994
    Carter CK; Kohn R, 1994, 'On Gibbs sampling for state space models', Biometrika, 81, pp. 541 - 553,
    Journal articles | 1994
    Shively TS; Kohn R; Ansley CF, 1994, 'Testing for linearity in a semiparametric regression model', Journal of Econometrics, 64, pp. 77 - 96,
    Journal articles | 1993
    Ansley CF; Kohn R; Wong CM, 1993, 'Nonparametric spline regression with prior information', Biometrika, 80, pp. 75 - 88,
    Journal articles | 1993
    KOHN R; SHIVELY TS; ANSLEY CF, 1993, 'COMPUTING P-VALUES FOR THE GENERALIZED DURBIN-WATSON STATISTIC AND RESIDUAL AUTOCORRELATIONS IN REGRESSION', JOURNAL OF THE ROYAL STATISTICAL SOCIETY SERIES C-APPLIED STATISTICS, 42, pp. 249 - 258,
    Journal articles | 1993
    Kohn R; Ansley CF, 1993, 'Accuracy and efficiency of alternative spline smoothing algorithms', Journal of Statistical Computation and Simulation, 46, pp. 1 - 18,
    Journal articles | 1992
    Ansley CF; Kohn R; Shively TS, 1992, 'Computing p-values for the generalized Durbin-Watson and other invariant test statistics', Journal of Econometrics, 54, pp. 277 - 300,
    Journal articles | 1992
    Ansley CF; Kohn R; Wong CM, 1992, 'The estimation of error standard deviation in spline regression', Journal of Statistical Computation and Simulation, 44, pp. 1 - 15,
    Journal articles | 1992
    Kohn R; Ansley CF; Wong CM, 1992, 'Nonparametric spline regression with autoregressive moving average errors', Biometrika, 79, pp. 335 - 346,
    Journal articles | 1991
    KOHN R; ANSLEY CF; THARM D, 1991, 'THE PERFORMANCE OF CROSS-VALIDATION AND MAXIMUM-LIKELIHOOD ESTIMATORS OF SPLINE SMOOTHING PARAMETERS', JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION, 86, pp. 1042 - 1050,
    Journal articles | 1991
    Kohn R; Ansley CF; Tharm D, 1991, 'The performance of cross-validation and maximum likelihood estimators of spline smoothing parameters', Journal of the American Statistical Association, 86, pp. 1042 - 1050,
    Journal articles | 1991
    Kohn R; Ansley CF, 1991, 'A signal extraction approach to the estimation of treatment and control curves', Journal of the American Statistical Association, 86, pp. 1034 - 1041,
    Journal articles | 1990
    Ansley CF; Kohn R, 1990, 'A NOTE ON SQUARE ROOT FILTERING FOR VECTOR AUTOREGRESSIVE MOVING‐AVERAGE MODELS', Journal of Time Series Analysis, 11, pp. 181 - 183,
    Journal articles | 1990
    Ansley CF; Kohn R, 1990, 'FILTERING AND SMOOTHING IN STATE SPACE MODELS WITH PARTIALLY DIFFUSE INITIAL CONDITIONS', Journal of Time Series Analysis, 11, pp. 275 - 293,
    Journal articles | 1990
    SHIVELY TS; ANSLEY CF; KOHN R, 1990, 'FAST EVALUATION OF THE DISTRIBUTION OF THE DURBIN-WATSON AND OTHER INVARIANT TEST STATISTICS IN TIME-SERIES REGRESSION', JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION, 85, pp. 676 - 685,
    Journal articles | 1990
    Shively TS; Ansley CF; Kohn R, 1990, 'Fast evaluation of the distribution of the Durbin-Watson and other invariant test statistics in time series regression', Journal of the American Statistical Association, 85, pp. 676 - 685,
    Journal articles | 1989
    KOHN R; ANSLEY CF, 1989, 'LINEAR SMOOTHERS AND ADDITIVE-MODELS - DISCUSSION', ANNALS OF STATISTICS, 17, pp. 535 - 540,
    Journal articles | 1989
    Kohn R; Ansley CF, 1989, 'A fast algorithm for signal extraction, influence and cross-validation in state space models', Biometrika, 76, pp. 65 - 79,
    Journal articles | 1989
    Kohn R; Ansley CF, 1989, 'Filtering and smoothing algorithms for state space models', Computers and Mathematics with Applications, 18, pp. 515 - 528,
    Journal articles | 1987
    Ansley CF; Kohn R, 1987, 'Efficient generalized cross-validation for state space models', Biometrika, 74, pp. 139 - 148,
    Journal articles | 1987
    KOHN R; ANSLEY CF, 1987, 'A NEW ALGORITHM FOR SPLINE SMOOTHING BASED ON SMOOTHING A STOCHASTIC-PROCESS', SIAM JOURNAL ON SCIENTIFIC AND STATISTICAL COMPUTING, 8, pp. 33 - 48,
    Journal articles | 1987
    KOHN R; ANSLEY CF, 1987, 'NON-GAUSSIAN STATE-SPACE MODELING OF NONSTATIONARY TIME-SERIES - COMMENT', JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION, 82, pp. 1041 - 1044,
    Journal articles | 1987
    KOHN R; ANSLEY CF, 1987, 'SIGNAL EXTRACTION FOR FINITE NONSTATIONARY TIME-SERIES', BIOMETRIKA, 74, pp. 411 - 421,
    Journal articles | 1987
    Kohn R; Ansley CF, 1987, 'Comment', Journal of the American Statistical Association, 82, pp. 1041 - 1044,
    Journal articles | 1987
    Kohn R; Ansley CF, 1987, 'Signal extraction for finite nonstationary time series', Biometrika, 74, pp. 411 - 421,
    Journal articles | 1986
    ANSLEY CF; KOHN R, 1986, 'PREDICTION MEAN SQUARED ERROR FOR STATE-SPACE MODELS WITH ESTIMATED PARAMETERS', BIOMETRIKA, 73, pp. 467 - 473,
    Journal articles | 1986
    Ansley CF; Kohn R, 1986, 'A note on reparameterizing a vector autoregressive moving average model to enforce stationarity', Journal of Statistical Computation and Simulation, 24, pp. 99 - 106,
    Journal articles | 1986
    Ansley CF; Kohn R, 1986, 'On the equivalence of two stochastic approaches to spline smoothing', Journal of Applied Probability, 23, pp. 391 - 405,
    Journal articles | 1986
    Ansley CF; Kohn R, 1986, 'On the equivalence of two stochastic approaches to spline smoothing', Journal of Applied Probability, 23, pp. 391 - 405,
    Journal articles | 1986
    Ansley CF; Kohn R, 1986, 'Spline Smoothing with Repeated Values', Journal of Statistical Computation and Simulation, 25, pp. 251 - 258,
    Journal articles | 1986
    KOHN R; ANSLEY CF, 1986, 'ESTIMATION, PREDICTION, AND INTERPOLATION FOR ARIMA MODELS WITH MISSING DATA', JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION, 81, pp. 751 - 761,
    Journal articles | 1986
    Kohn R; Ansley CF, 1986, 'Estimation, prediction, and interpolation for ARIMA models with missing data', Journal of the American Statistical Association, 81, pp. 751 - 761,
    Journal articles | 1986
    Kohn R; Ansley CF, 1986, 'Fast filtering for seasonal moving average models', Biometrika, 73, pp. 522 - 524,
    Journal articles | 1986
    Kohn R; Ansley CF, 1986, 'Prediction mean squared error for state space models with estimated parameters', Biometrika, 73, pp. 467 - 473,
    Journal articles | 1985
    Ansley CF; Kohn R, 1985, 'A Structured State Space Approach to Computing the Likelihood of an ARIMA Process and its Derivatives', Journal of Statistical Computation and Simulation, 21, pp. 135 - 169,
    Journal articles | 1985
    Ansley CF; Kohn R, 1985, 'Estimation, Filtering, and Smoothing in State Space Models with Incompletely Specified Initial Conditions', The Annals of Statistics, 13,
    Journal articles | 1985
    Ansley CF; Kohn R, 1985, 'On the rate of convergence of the innovation representation of a moving average process', Biometrika, 72, pp. 325 - 330,
    Journal articles | 1985
    Kohn R; Ansley CF, 1985, 'Computing the likelihood and its derivatives for a gaussian arma model', Journal of Statistical Computation and Simulation, 22, pp. 229 - 263,
    Journal articles | 1985
    Kohn R; Ansley CF, 1985, 'Efficient estimation and prediction in time series regression models', Biometrika, 72, pp. 694 - 697,
    Journal articles | 1984
    Kohn R; Ansley CF, 1984, 'A note on Kalman filtering for the seasonal moving average model', Biometrika, 71, pp. 648 - 650,
    Journal articles | 1983
    Ansley CF; Kohn R, 1983, 'Exact likelihood of vector autoregressive-moving average process with missing or aggregated data', Biometrika, 70, pp. 275 - 278,
    Journal articles | 1983
    Kohn R; Ansley CF, 1983, 'Fixed interval estimation in state space models when some of the data are missing or aggregated', Biometrika, 70, pp. 683 - 688,
    Journal articles | 1983
    Kohn R; Ansley CF, 1983, 'On the Smoothness Properties of the Best Linear Unbiased Estimate of a Stochastic Process Observed with Noise', The Annals of Statistics, 11,
    Journal articles | 1982
    Ansley CF; Kohn R, 1982, 'A geometrical derivation of the fixed interval smoothing algorithm', Biometrika, 69, pp. 486 - 487,
    Journal articles | 1982
    Kohn R; Ansley C, 1982, 'A Note on Obtaining the Theoretical Autocovariances of an ARMA Process', Journal of Statistical Computation and Simulation, 15, pp. 273 - 283,
    Journal articles | 1982
    Kohn R, 1982, 'When is an aggregate of a time series efficiently forecast by its past?', Journal of Econometrics, 18, pp. 337 - 349,
    Journal articles | 1981
    Kohn R, 1981, 'A note on an alternative derivation of the likelihood of an autoregressive moving average process', Economics Letters, 7, pp. 233 - 236,
    Journal articles | 1980
    KOHN R, 1980, 'ON THE SPECTRAL DECOMPOSITION OF STATIONARY TIME-SERIES USING WALSH-FUNCTIONS .2.', ADVANCES IN APPLIED PROBABILITY, 12, pp. 462 - 474,
    Journal articles | 1980
    KOHN R, 1980, 'SPECTRAL DECOMPOSITION OF STATIONARY TIME-SERIES USING WALSH-FUNCTIONS .1.', ADVANCES IN APPLIED PROBABILITY, 12, pp. 183 - 199,
    Journal articles | 1980
    Kohn R, 1980, 'On the spectral decomposition of stationary time series using walsh functions. I', Advances in Applied Probability, 12, pp. 183 - 199,
    Journal articles | 1980
    Kohn R, 1980, 'On the spectral decomposition of stationary time series using walsh functions. II', Advances in Applied Probability, 12, pp. 462 - 474,
    Journal articles | 1979
    KOHN R, 1979, 'IDENTIFICATION RESULTS FOR ARMAX STRUCTURES', ECONOMETRICA, 47, pp. 1295 - 1304,
    Journal articles | 1979
    Kohn R, 1979, 'Asymptotic estimation and hypothesis testing results for vector linear time series models.', Econometrica, 47, pp. 1005 - 1030,
    Journal articles | 1978
    Kohn R, 1978, 'Local and global identification and strong consistency in time series models', Journal of Econometrics, 8, pp. 269 - 293,
    Journal articles | 1977
    Kohn R, 1977, 'Note concerning the Akaike and Hannan estimation procedures for an autoregressive-moving average process', Biometrika, 64, pp. 622 - 625,
  • Working Papers | 2023
    Chatterjee P; Gunawan D; Kohn R, 2023, An Efficient Pseudo Marginal Method for State Space Models, ,
    Working Papers | 2023
    Chatterjee P; Gunawan D; Kohn R, 2023, The Interaction Between Credit Constraints and Uncertainty Shocks, ,
    Working Papers | 2020
    Mendes EF; Carter CK; Gunawan D; Kohn R, 2020, A flexible particle Markov chain Monte Carlo method, Springer Nature,
    Working Papers | 2018
    Gunawan D; Carter C; Kohn R, 2018, The Correlated Particle Hybrid Sampler for State Space Models, ,
    Working Papers | 2018
    Gunawan D; Kohn R; Tran MN; Carter C, 2018, Robust Particle Density Tempering for State Space Models,
    Working Papers | 2017
    Gunawan D; Carter C; Kohn R, 2017, Efficient Bayesian inference for multivariate factor stochastic volatility models with leverage,
    Working Papers | 2017
    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, ,
  • Preprints | 2024
    Tseng Y-H; Tran M-N; Kohn R, 2024, Variational Bayesian Inference for Modelswith Nuisance Parameters and an Intractable Likelihood,
    Preprints | 2023
    Dao VH; Gunawan D; Kohn R; Tran M-N; Hawkins GE; Brown SD, 2023, Bayesian Inference for Evidence Accumulation Models with Regressors,
    Preprints | 2023
    Frazier DT; Kohn R; Drovandi C; Gunawan D, 2023, Reliable Bayesian Inference in Misspecified Models,
    Preprints | 2023
    Liu C; Wang C; Tran M-N; Kohn R, 2023, Deep Learning Enhanced Realized GARCH,
    Preprints | 2023
    Salomone R; Yu X; Nott DJ; Kohn R, 2023, Structured variational approximations with skew normal decomposable graphical models,
    Conference Papers | 2023
    Thompson R; Dezfouli A; Kohn R, 2023, 'The Contextual Lasso: Sparse Linear Models via Deep Neural Networks', in Advances in Neural Information Processing Systems
    Preprints | 2023
    Thompson R; Dezfouli A; Kohn R, 2023, The Contextual Lasso: Sparse Linear Models via Deep Neural Networks,
    Preprints | 2023
    Tran M-N; Tseng P; Kohn R, 2023, Particle Mean Field Variational Bayes,
    Preprints | 2022
    Botha I; Kohn R; South L; Drovandi C, 2022, Automatically adapting the number of state particles in SMC$^2$,
    Preprints | 2022
    Yang Y; Quiroz M; Kohn R; Sisson SA, 2022, A correlated pseudo-marginal approach to doubly intractable problems,
    Conference Presentations | 2021
    Chatterjee P; Gunawan D; Kohn R, 2021, 'The Interaction between credit constraints and uncertainty shocks', presented at ASSA Meetings 2021, 03 January 2021
    Preprints | 2021
    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,
    Preprints | 2021
    Gunawan D; Chatterjee P; Kohn R, 2021, The Block-Correlated Pseudo Marginal Sampler for State Space Models,
    Preprints | 2021
    Gunawan D; Kohn R; Nott D, 2021, Flexible Variational Bayes based on a Copula of a Mixture,
    Preprints | 2021
    Munezero P; Villani M; Kohn R, 2021, Dynamic Mixture of Experts Models for Online Prediction,
    Preprints | 2021
    Villani M; Quiroz M; Kohn R; Salomone R, 2021, Spectral Subsampling MCMC for Stationary Multivariate Time Series with Applications to Vector ARTFIMA Processes,
    Preprints | 2020
    Balnozan I; Fiebig DG; Asher A; Kohn R; Sisson SA, 2020, Hidden Group Time Profiles: Heterogeneous Drawdown Behaviours in Retirement,
    Preprints | 2020
    Gunawan D; Kohn R; Nott D, 2020, Variational Approximation of Factor Stochastic Volatility Models,
    Conference Papers | 2020
    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, pp. 8418 - 8427, presented at International Conference on Machine Learning, Virtual, 13 July 2020 - 18 July 2020,
    Conference Papers | 2020
    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
    Preprints | 2019
    Botha I; Kohn R; Drovandi C, 2019, Particle Methods for Stochastic Differential Equation Mixed Effects Models,
    Preprints | 2019
    Chin V; Lee JYL; Ryan LM; Kohn R; Sisson SA, 2019, Multiclass classification of growth curves using random change points and heterogeneous random effects,
    Preprints | 2019
    Frazier DT; Nott DJ; Drovandi C; Kohn R, 2019, Bayesian inference using synthetic likelihood: asymptotics and adjustments,
    Preprints | 2019
    Gunawan D; Hawkins GE; Kohn R; Tran M-N; Brown SD, 2019, Time-evolving psychological processes over repeated decisions,
    Preprints | 2019
    Nguyen T-N; Tran M-N; Gunawan D; Kohn R, 2019, A Statistical Recurrent Stochastic Volatility Model for Stock Markets,
    Preprints | 2019
    Salomone R; Quiroz M; Kohn R; Villani M; Tran M-N, 2019, Spectral Subsampling MCMC for Stationary Time Series,
    Preprints | 2019
    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,
    Preprints | 2019
    Wall L; Gunawan D; Brown SD; Tran M-N; Kohn R; Hawkins GE, 2019, Identifying relationships between cognitive processes across tasks, contexts, and time,
    Preprints | 2018
    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,
    Preprints | 2018
    Gunawan D; Dang K-D; Quiroz M; Kohn R; Tran M-N, 2018, Subsampling Sequential Monte Carlo for Static Bayesian Models,
    Preprints | 2018
    Gunawan D; Hawkins GE; Tran M-N; Kohn R; Brown S, 2018, New Estimation Approaches for the Hierarchical Linear Ballistic Accumulator Model,
    Preprints | 2018
    Gunawan D; Kohn R; Tran MN, 2018, Robust Particle Density Tempering for State Space Models,
    Preprints | 2018
    Quiroz M; Villani M; Kohn R; Tran M-N; Dang K-D, 2018, Subsampling MCMC - An introduction for the survey statistician,
    Preprints | 2018
    Tran M-N; Nguyen N; Nott D; Kohn R, 2018, Bayesian Deep Net GLM and GLMM,
    Preprints | 2018
    Xu M; Quiroz M; Kohn R; Sisson SA, 2018, Variance reduction properties of the reparameterization trick,
    Preprints | 2017
    Dang K-D; Quiroz M; Kohn R; Tran M-N; Villani M, 2017, Hamiltonian Monte Carlo with Energy Conserving Subsampling,
    Preprints | 2017
    Gunawan D; Tran M-N; Kohn R, 2017, Fast Inference for Intractable Likelihood Problems using Variational Bayes,
    Preprints | 2016
    Quiroz M; Tran M-N; Villani M; Kohn R; Dang K-D, 2016, The block-Poisson estimator for optimally tuned exact subsampling MCMC,
    Preprints | 2015
    Mendes EF; Scharth M; Kohn R, 2015, Markov Interacting Importance Samplers,
    Preprints | 2015
    Quiroz M; Tran M-N; Villani M; Kohn R, 2015, Speeding Up MCMC by Delayed Acceptance and Data Subsampling,
    Preprints | 2015
    Quiroz M; Villani M; Kohn R, 2015, Scalable MCMC for Large Data Problems using Data Subsampling and the Difference Estimator,
    Preprints | 2015
    Tran M-N; Nott DJ; Kohn R, 2015, Variational Bayes with Intractable Likelihood,
    Preprints | 2014
    Mendes EF; Carter CK; Gunawan D; Kohn R, 2014, A flexible Particle Markov chain Monte Carlo method,
    Preprints | 2014
    Quiroz M; Kohn R; Villani M; Tran M-N, 2014, Speeding Up MCMC by Efficient Data Subsampling,
    Preprints | 2013
    Nott DJ; Tran M-N; Kuk AYC; Kohn R, 2013, Efficient variational inference for generalized linear mixed models with large datasets,
    Preprints | 2013
    Pitt MK; Tran M-N; Scharth M; Kohn R, 2013, On the existence of moments for high dimensional importance sampling,
    Preprints | 2013
    Scharth M; Kohn R, 2013, Particle Efficient Importance Sampling,
    Preprints | 2013
    Tran M-N; Giordani P; Mun X; Kohn R; Pitt M, 2013, Copula-type Estimators for Flexible Multivariate Density Modeling using Mixtures,
    Preprints | 2013
    Tran M-N; Pitt MK; Kohn R, 2013, Adaptive Metropolis-Hastings Sampling using Reversible Dependent Mixture Proposals,
    Preprints | 2013
    Tran M-N; Scharth M; Pitt MK; Kohn R, 2013, Importance sampling squared for Bayesian inference in latent variable models,
    Preprints | 2012
    Doucet A; Pitt M; Deligiannidis G; Kohn R, 2012, Efficient implementation of Markov chain Monte Carlo when using an unbiased likelihood estimator,
    Preprints | 2012
    Peters GW; Dong AXD; Kohn R, 2012, A Copula Based Bayesian Approach for Paid-Incurred Claims Models for Non-Life Insurance Reserving,
    Preprints | 2010
    Silva R; Kohn R; Giordani P; Mun X, 2010, A copula based approach to adaptive sampling,
    Preprints | 2009
    Giordani P; Mun X; Kohn R, 2009, Flexible Multivariate Density Estimation with Marginal Adaptation,
    Conference Papers | 2008
    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, Singapore, pp. 1 - 29, presented at Far Eastern Meeting of the Econometric Society, Singapore, 16 July 2008 - 19 July 2008
    Preprints | 2007
    Cottet R; Kohn R; Nott D, 2007, Variable Selection and Model Averaging in Semiparametric Overdispersed Generalized Linear Models,
    Conference Papers | 2007
    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, presented at Bayesian Variable Selection of Risk Factors in the APT model
    Preprints | 2007
    Wood S; Kohn R; Cottet R; Jiang W; Tanner M, 2007, Locally Adaptive Nonparametric Binary Regression,
    Conference Papers | 1994
    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,
    Conference Papers | 1990
    Kohn R; Ansley CF, 1990, 'The nonparametric estimation of growth curves', in Mathematics and Computers in Simulation, pp. 203 - 208,
    Preprints |
    Chan DX; Kohn R; Nott DJ; Kirby C, Locally Adaptive Semiparametric Estimation of the Mean and Variance Functions in Regression Models,
    Preprints |
    Cottet R; Kohn R; Nott DJ, Variable Selection and Model Averaging in Semiparametric Overdispersed Generalized Linear Models,
    Preprints |
    Cripps EJ; Kohn R; Nott DJ, Bayesian Subset Selection and Model Averaging using a Centered and Dispersed Prior for the Error Variance,
    Preprints |
    Giordani P; Kohn R; Mun X, Flexible Multivariate Density Estimation with Marginal Adaptation,
    Preprints |
    Giordani P; Kohn R; van Dijk DJC, A Unified Approach to Nonlinearity, Structural Change, and Outliers,
    Preprints |
    Giordani P; Kohn R, Adaptive Independent Metropolis-Hastings by Fast Estimation of Mixtures of Normals,
    Preprints |
    Giordani P; Kohn R, Efficient Bayesian Inference for Multiple Change-Point and Mixture Innovation Models,
    Preprints |
    Gu Y; Fiebig DG; Cripps EJ; Kohn R, Bayesian Estimation of a Random Effects Heteroscedastic Probit Model,
    Preprints |
    Kohn R; Li F; Villani M, Modeling Conditional Densities Using Finite Smooth Mixtures,
    Preprints |
    Li F; Villani M; Kohn R, Flexible Modeling of Conditional Distributions Using Smooth Mixtures of Asymmetric Student T Densities,
    Preprints |
    Mendes EF; Scharth M; Kohn R, Markov Interacting Importance Samplers,
    Preprints |
    Peters GW; Kohn R, A Copula Based Bayesian Approach for PaiddIncurred Claims Models for Non-Life Insurance Reserving,
    Preprints |
    Quiroz M; Villani M; Kohn R, Scalable MCMC for Large Data Problems Using Data Subsampling and the Difference Estimator,
    Preprints |
    Quiroz M; Villani M; Kohn R, Speeding Up MCMC by Efficient Data Subsampling,
    Preprints |
    Scharth M; Kohn R, Particle Efficient Importance Sampling,
    Preprints |
    Smith MN; Sheather S; Kohn R, Finite Sample Performance of Robust Bayesian Regression,
    Preprints |
    Smith MS; Gan Q; Kohn R, Modeling Dependence Using Skew T Copulas: Bayesian Inference and Applications,
    Preprints |
    Tran M-N; Scharth M; Pitt MK; Kohn R, Importance Sampling Squared for Bayesian Inference in Latent Variable Models,
    Preprints |
    Villani M; Kohn R; Giordani P, Nonparametric Regression Density Estimation Using Smoothly Varying Normal Mixtures,
    Preprints |
    Wood SA; Kohn R; Cottet R; Jiang W; Tanner M, Locally Adaptive Nonparametric Binary Regression,