By Scientia Professor Robert Kohn

Preprints

Tran M-N; Scharth M; Pitt MK; Kohn R, 2013, Importance sampling squared for Bayesian inference in latent variable models, http://arxiv.org/abs/1309.3339v4

Nott DJ; Tran M-N; Kuk AYC; Kohn R, 2013, Efficient variational inference for generalized linear mixed models with large datasets, http://arxiv.org/abs/1307.7963v2

Pitt MK; Tran M-N; Scharth M; Kohn R, 2013, On the existence of moments for high dimensional importance sampling, http://arxiv.org/abs/1307.7975v1

Tran M-N; Giordani P; Mun X; Kohn R; Pitt M, 2013, Copula-type Estimators for Flexible Multivariate Density Modeling using Mixtures, http://arxiv.org/abs/1306.3033v1

Tran M-N; Pitt MK; Kohn R, 2013, Adaptive Metropolis-Hastings Sampling using Reversible Dependent Mixture Proposals, http://arxiv.org/abs/1305.2634v2

Peters GW; Dong AXD; Kohn R, 2012, A Copula Based Bayesian Approach for Paid-Incurred Claims Models for Non-Life Insurance Reserving, http://arxiv.org/abs/1210.3849v4

Doucet A; Pitt M; Deligiannidis G; Kohn R, 2012, Efficient implementation of Markov chain Monte Carlo when using an unbiased likelihood estimator, http://arxiv.org/abs/1210.1871v4

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

Silva R; Kohn R; Giordani P; Mun X, 2010, A copula based approach to adaptive sampling, http://arxiv.org/abs/1002.4775v1

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

Giordani P; Mun X; Kohn R, 2009, Flexible Multivariate Density Estimation with Marginal Adaptation, http://arxiv.org/abs/0901.0225v1

Nott DJ; Kohn RJ; Fielding M, 2008, Approximating the marginal likelihood using copula, http://arxiv.org/abs/0810.5474v1

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

Peters GW; Kohn R, A Copula Based Bayesian Approach for PaiddIncurred Claims Models for Non-Life Insurance Reserving, http://dx.doi.org/10.2139/ssrn.2980405

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

Giordani P; Kohn R, 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, Bayesian Estimation of a Random Effects Heteroscedastic Probit Model, http://dx.doi.org/10.2139/ssrn.1260140

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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