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Robert Kohn

  1. On Gibbs sampling for state space models
    1994/01/01 by C. K. CARTER, Chris Carter, R. KOHN +1 · 43 citations
    Computer Science · Mathematics · #Bayesian Modeling and Causal Inference #Markov Chains and Monte Carlo Methods #Statistical Methods and Bayesian Inference
  2. Bayesian inference using synthetic likelihood: asymptotics and adjustments
    2019/02/13 by David T. Frazier, David J. Nott, Frazier, David T. +5 · 6 citations
    Computer Science · Mathematics · #Computation (stat.CO) #FOS: Computer and information sciences #Gaussian Processes and Bayesian Inference #Markov Chains and Monte Carlo Methods #Statistical Methods and Bayesian Inference
  3. Mixed cryoglobulinemia: Clinical aspects and long-term follow-up of 40 patients
    1980/08/01 by Peter D. Gorevic, Hannah Jane Kassab, Yoram Levo +8 · 21 citations
    Medicine · #IgG4-Related and Inflammatory Diseases #Eosinophilic Disorders and Syndromes #Dermatological and COVID-19 studies
  4. Modelling dependence using skew t copulas: Bayesian inference and applications
    2010/10/12 by Michael S. Smith, Quan Gan, Robert J. Kohn +1 · 2 citations
    Economics, Econometrics and Finance · Environmental Science · #Financial Risk and Volatility Modeling #Hydrology and Drought Analysis #Market Dynamics and Volatility
  5. Nonparametric regression using linear combinations of basis functions
    2001/10/01 by Robert Kohn, Michael Smith, Michael S. Smith +1 · 1 citation
    Computer Science · Mathematics · #Advanced Statistical Methods and Models #Bayesian Methods and Mixture Models #Statistical Methods and Inference
  6. Markov Interacting Importance Samplers
    2015/02/25 by Eduardo Mendes, Marcel Scharth, Mendes, Eduardo F. +3 · 1 citation
    Mathematics · #Computation (stat.CO) #FOS: Computer and information sciences #Markov Chains and Monte Carlo Methods #Statistical Methods and Bayesian Inference #Statistical Methods and Inference
  7. The Block Pseudo-Marginal Sampler
    2016/03/08 by Minh‐Ngoc Tran, Robert Kohn, Tran, M. -N. +5 · 1 citation
    Decision Sciences · Mathematics · #FOS: Computer and information sciences #Markov Chains and Monte Carlo Methods #Mathematical Approximation and Integration #Methodology (stat.ME) #Probabilistic and Robust Engineering Design
  8. On particle Gibbs Markov chain Monte Carlo models
    2014/04/23 by Pierre Del Moral, Del Moral, P., Robert Kohn +3 · 1 citation
    Computer Science · Mathematics · #47D08 #65C05 #65C35 #Bayesian Methods and Mixture Models #FOS: Mathematics #Markov Chains and Monte Carlo Methods #Probability (math.PR) #Target Tracking and Data Fusion in Sensor Networks
  9. The block-Poisson estimator for optimally tuned exact subsampling MCMC
    2016/03/27 by Matias Quiroz, Minh‐Ngoc Tran, Quiroz, Matias +7 · 1 citation
    Computer Science · Mathematics · #Bayesian Methods and Mixture Models #Computation (stat.CO) #FOS: Computer and information sciences #Machine Learning (stat.ML) #Markov Chains and Monte Carlo Methods #Methodology (stat.ME) #Statistical Methods and Inference
  10. Deep Learning Enhanced Realized GARCH
    2023/02/16 by Chen Liu, Liu, Chen, Chao Wang +5 · 1 citation
    Decision Sciences · Economics, Econometrics and Finance · #Computational Finance (q-fin.CP) #Econometrics (econ.EM) #FOS: Computer and information sciences #FOS: Economics and business #Financial Risk and Volatility Modeling #Machine Learning (cs.LG) #Market Dynamics and Volatility #Stock Market Forecasting Methods
  11. Fast Inference for Intractable Likelihood Problems using Variational\n Bayes
    2017/05/18 by David Gunawan, Gunawan, David, Minh‐Ngoc Tran +3 · 1 citation
    Mathematics · Decision Sciences · Computer Science · #Statistical Methods and Bayesian Inference #Advanced Statistical Process Monitoring #Bayesian Methods and Mixture Models
  12. Particle Mean Field Variational Bayes
    2023/03/24 by Minh‐Ngoc Tran, Paco Tseng, Tran, Minh-Ngoc +3 · 1 citation
    Mathematics · Computer Science · Decision Sciences · #Statistical Methods and Bayesian Inference #Bayesian Methods and Mixture Models #Probabilistic and Robust Engineering Design
  13. Reliable Bayesian Inference in Misspecified Models
    2023/02/13 by David T. Frazier, Frazier, David T., Robert Kohn +5 · 1 citation
    Computer Science · Mathematics · #Computation (stat.CO) #FOS: Computer and information sciences #FOS: Mathematics #Gaussian Processes and Bayesian Inference #Methodology (stat.ME) #Statistical Methods and Bayesian Inference #Statistical Methods and Inference #Statistics Theory (math.ST)
  14. Adaptively switching between a particle marginal Metropolis-Hastings and a particle Gibbs kernel in SMC2
    2023/07/21 by Imke Botha, Botha, Imke, Robert Kohn +5 · 1 citation
    Computer Science · Mathematics · #Bayesian Methods and Mixture Models #Computation (stat.CO) #FOS: Computer and information sciences #Markov Chains and Monte Carlo Methods #Statistical Methods and Bayesian Inference
  15. Dynamic linear regression models for forecasting time series with semi long memory errors
    2024/08/17 by Thomas Goodwin, Goodwin, Thomas, Matias Quiroz +3 · 1 citation
    Computer Science · #Computation (stat.CO) #FOS: Computer and information sciences #Methodology (stat.ME) #Neural Networks and Applications