Edit Profile (opens in new tab) Kohn, Robert J. Co-Author Distance Author ID: kohn.robert-j Published as: Kohn, Robert; Kohn, R.; Kohn, Robert J. more...less Homepage: https://www.business.unsw.edu.au/our-people/robertkohn Documents Indexed: 112 Publications since 1977, including 1 Additional arXiv Preprint 1 Further Contribution Co-Authors: 55 Co-Authors with 95 Joint Publications 1,431 Co-Co-Authors all top 5 Co-Authors 11 single-authored 32 Ansley, Craig F. 12 Tran, Minh Ngoc 8 Nott, David John 8 Villani, Mattias 6 Pitt, Michael K. 6 Quiroz, Matias 6 Shively, Thomas S. 5 Giordani, Paolo E. 5 Gunawan, David 5 Wong, Chi-Ming 4 Carter, Chris K. 4 Dang, Khue-Dung 4 Sheather, Simon J. 4 Yau, Paul 3 Barnett, Glen 3 Carter, Christopher K. 3 Cripps, Edward 3 Del Moral, Pierre 3 Drovandi, Christopher C. 3 Fiebig, Denzil G. 3 Patras, Frédéric 3 Wood, Sally A. 2 Botha, Imke 2 Doucet, Arnaud 2 Gerlach, Richard H. 2 Peters, Gareth William 2 Wong, Frederick 1 Andrieu, Christophe 1 Aston, John A. D. 1 Belmonte, Miguel A. G. 1 Bhadra, Anindya 1 Bornn, Luke 1 Campbell, Eddy 1 Cappé, Olivier 1 Chen, Yuguo 1 Chopin, Nicolas 1 Cornebise, Julien 1 Cottet, Remy 1 Creal, Drew D. 1 Crisan, Dan O. 1 Deligiannidis, George 1 Dong, Alice X. D. 1 dos Santos Silva, Ralph 1 Draper, David 1 Dunsmuir, William T. M. 1 Everitt, Richard Geoffrey 1 Fearnhead, Paul 1 Flury, Thomas 1 Frazier, David T. 1 Girolami, Mark A. 1 Godsill, Simon J. 1 Golightly, Andrew 1 Gu, Yuanyuan 1 Hall, Jamie 1 Hawkins, Guy E. 1 Holenstein, Roman 1 Holmes, Christopher C. 1 Ionides, Edward L. 1 Jacob, Pierre E. 1 Jiang, Wenxin 1 Johannes, Michael S. 1 Johansen, Adam M. 1 Jones, Emlyn M. 1 Jones, Michael Chris 1 Kirby, Chris 1 Koopman, Siem Jan 1 Lampinen, Jouko 1 Latuszynski, Krzysztof 1 Lee, Anthony J. T. 1 Leslie, David S. 1 Li, Feng 1 Margvelashvili, Nugzar 1 Marron, James Stephen 1 Maskell, Simon 1 Mendes, Eduardo F. 1 Murray, Lawrence M. 1 Nguyen, Trong-Nghia 1 Ouysse, Rachida 1 Papaspiliopoulos, Omiros 1 Park, Byeong Uk 1 Parslow, John 1 Polson, Nick 1 Robert, Christian P. 1 Roberts, Gareth O. 1 Rue, Håvard 1 Ruppert, David 1 Scharth, Marcel 1 Schimek, Michael G. 1 Shephard, Neil 1 Shively, Tom 1 Signorini, D. F. 1 Silva, Ralph S. 1 South, Leah F. 1 Tabet, Aline 1 Toivanen, Miika 1 Valdez, Emiliano A. 1 van Dijk, Dick 1 Whiteley, Nick 1 Wilkinson, Darren James 1 Woodcock, Frank ...and 3 more Co-Authors all top 5 Serials 18 Biometrika 15 Journal of Econometrics 12 Journal of the American Statistical Association 6 Journal of Statistical Computation and Simulation 5 Statistics and Computing 4 Journal of Time Series Analysis 3 Advances in Applied Probability 3 Econometrica 3 Journal of the Royal Statistical Society. Series B. Statistical Methodology 3 Journal of Computational and Graphical Statistics 2 The Annals of Statistics 2 Insurance Mathematics & Economics 2 Econometric Reviews 2 Bayesian Analysis 1 Computers & Mathematics with Applications 1 Metrika 1 Scandinavian Journal of Statistics 1 International Economic Review 1 International Statistical Review 1 Journal of Applied Probability 1 Journal of Mathematical Psychology 1 Journal of Multivariate Analysis 1 Journal of Statistical Planning and Inference 1 SIAM Journal on Scientific and Statistical Computing 1 Mathematical and Computer Modelling 1 Computational Statistics 1 Journal of the Australian Mathematical Society. Series A 1 Journal of the Royal Statistical Society. Series B 1 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques 1 Computational Statistics and Data Analysis 1 Statistica Sinica 1 Australian & New Zealand Journal of Statistics 1 The Econometrics Journal 1 Journal of Machine Learning Research (JMLR) 1 Comptes Rendus. Mathématique. Académie des Sciences, Paris 1 Electronic Journal of Statistics 1 Journal of Business and Economic Statistics 1 Sankhyā. Series A all top 5 Fields 105 Statistics (62-XX) 45 Numerical analysis (65-XX) 12 Probability theory and stochastic processes (60-XX) 9 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 4 Harmonic analysis on Euclidean spaces (42-XX) 4 Systems theory; control (93-XX) 1 Approximations and expansions (41-XX) 1 Functional analysis (46-XX) 1 Operator theory (47-XX) Publications by Year all cited Publications top 5 cited Publications Citations contained in zbMATH Open 97 Publications have been cited 1,526 times in 1,162 Documents Cited by ▼ Year ▼ Particle Markov chain Monte Carlo methods. With discussion and authors’ reply. Zbl 1411.65020 Andrieu, Christophe; Doucet, Arnaud; Holenstein, Roman 245 2010 On Gibbs sampling for state space models. Zbl 0809.62087 Carter, C. K.; Kohn, Robert 244 1994 Nonparametric regression using Bayesian variable selection. Zbl 0864.62025 Smith, Michael; Kohn, Robert 167 1996 Efficient implementation of Markov chain Monte Carlo when using an unbiased likelihood estimator. Zbl 1452.62055 Doucet, A.; Pitt, M. K.; Deligiannidis, G.; Kohn, R. 81 2015 On some properties of Markov chain Monte Carlo simulation methods based on the particle filter. Zbl 1443.62499 Pitt, Michael K.; dos Santos Silva, Ralph; Giordani, Paolo; Kohn, Robert 62 2012 Efficient Bayesian inference for Gaussian copula regression models. Zbl 1108.62027 Pitt, Michael; Chan, David; Kohn, Robert 58 2006 Efficient estimation of covariance selection models. Zbl 1436.62346 Wong, Frederick; Carter, Christopher K.; Kohn, Robert 54 2003 Parsimonious covariance matrix estimation for longitudinal data. Zbl 1041.62044 Smith, Michael; Kohn, Robert 48 2002 Estimation, filtering, and smoothing in state space models with incompletely specified initial conditions. Zbl 0586.62154 Ansley, Craig F.; Kohn, Robert 43 1985 Estimation, prediction, and interpolation for ARIMA models with missing data. Zbl 0607.62106 Kohn, Robert; Ansley, Craig F. 35 1986 Markov chain Monte Carlo in conditionally Gaussian state space models. Zbl 0866.62018 Carter, Chris K.; Kohn, Robert 35 1996 Speeding up MCMC by efficient data subsampling. Zbl 1420.62121 Quiroz, Matias; Kohn, Robert; Villani, Mattias; Tran, Minh-Ngoc 34 2019 Variable selection and function estimation in additive nonparametric regression using a data-based prior. Zbl 0994.62033 Shively, Thomas S.; Kohn, Robert; Wood, Sally 31 1999 Regression density estimation using smooth adaptive Gaussian mixtures. Zbl 1431.62093 Villani, Mattias; Kohn, Robert; Giordani, Paolo 28 2009 Nonparametric seemingly unrelated regression. Zbl 0957.62033 Smith, Michael; Kohn, Robert 27 2000 Bayesian estimation of an autoregressive model using Markov chain Monte Carlo. Zbl 0864.62057 Barnett, Glen; Kohn, Robert; Sheather, Simon 27 1996 A fast algorithm for signal extraction, influence and cross-validation in state space models. Zbl 0664.62094 Kohn, Robert; Ansley, Craig F. 25 1989 Exact likelihood of vector autoregressive-moving average process with missing or aggregated data. Zbl 0502.62081 Ansley, C. F.; Kohn, R. 24 1983 Adaptive sampling for Bayesian variable selection. Zbl 1160.62312 Nott, David J.; Kohn, Robert 24 2005 A unified approach to nonlinearity, structural change, and outliers. Zbl 1360.62456 Giordani, Paolo; Kohn, Robert; van Dijk, Dick 23 2007 Efficient Bayesian inference for dynamic mixture models. Zbl 0996.62079 Gerlach, Richard; Carter, Chris; Kohn, Robert 23 2000 Semiparametric Bayesian inference for time series with mixed spectra. Zbl 0889.62078 Carter, Chris K.; Kohn, Robert 17 1997 A new algorithm for spline smoothing based on smoothing a stochastic process. Zbl 0627.65010 Kohn, Robert; Ansley, Craig F. 16 1987 Nonparametric spline regression with prior information. Zbl 0771.62027 Ansley, Craig F.; Kohn, Robert; Wong, Chi-Ming 16 1993 Nonparametric spline regression with autoregressive moving average errors. Zbl 0751.62017 Kohn, Robert; Ansley, Craig F.; Wong, Chi-Ming 16 1992 Prediction mean squared error for state space models with estimated parameters. Zbl 0603.62102 Ansley, Craig F.; Kohn, Robert 15 1986 A Bayesian approach to robust binary nonparametric regression. Zbl 0906.62037 Wood, Sally; Kohn, Robert 14 1998 Simple transformation techniques for improved non-parametric regression. Zbl 0881.62048 Park, B. U.; Kim, W. C.; Ruppert, D.; Jones, M. C.; Signorini, D. F.; Kohn, R. 14 1997 Asymptotic estimation and hypothesis testing results for vector linear time series models. Zbl 0422.62081 Kohn, R. 14 1979 A geometrical derivation of the fixed interval smoothing algorithm. Zbl 0494.93052 Ansley, Craig F.; Kohn, Robert 13 1982 A Bayesian approach to nonparametric bivariate regression. Zbl 0912.62052 Smith, Michael; Kohn, Robert 12 1997 Fast evaluation of the distribution of the Durbin-Watson and other invariant test statistics in time series regression. Zbl 0704.62084 Shively, Thomas S.; Ansley, Craig F.; Kohn, Robert 12 1990 Multivariate stochastic volatility models with correlated errors. Zbl 1113.62127 Chan, David; Kohn, Robert; Kirby, Chris 11 2006 Computing the likelihood and its derivatives for a Gaussian ARMA model. Zbl 0605.62096 Kohn, Robert; Ansley, Craig F. 11 1985 Filtering and smoothing in state space models with partially diffuse initial conditions. Zbl 0716.62096 Ansley, Craig F.; Kohn, Robert 11 1990 On the spectral decomposition of stationary time series using Walsh functions. I. Zbl 0441.62082 Kohn, R. 11 1980 Speeding up MCMC by delayed acceptance and data subsampling. Zbl 07498963 Quiroz, Matias; Tran, Minh-Ngoc; Villani, Mattias; Kohn, Robert 11 2018 When is an aggregate of a time series efficiently forecast by its past? Zbl 0487.62083 Kohn, Robert 10 1982 Diagnostics for time series analysis. Zbl 0933.62089 Gerlach, Richard; Carter, Chris; Kohn, Robert 10 1999 Additive nonparametric regression with autocorrelated errors. Zbl 0909.62042 Smith, Michael; Wong, Chi-Ming; Kohn, Robert 10 1998 Variable selection and model averaging in semiparametric overdispersed generalized linear models. Zbl 1469.62311 Cottet, Remy; Kohn, Robert J.; Nott, David J. 10 2008 Computing \(p\)-values for the generalized Durbin-Watson and other invariant test statistics. Zbl 0756.62031 Ansley, Craig F.; Kohn, Robert; Shively, Thomas S. 10 1992 Robust Bayesian estimation of autoregressive-moving-average models. Zbl 0936.62097 Barnett, Glen; Kohn, Robert; Sheather, Simon 10 1997 Signal extraction for finite nonstationary time series. Zbl 0631.62099 Kohn, Robert; Ansley, Craig F. 9 1987 Asymptotic properties of time domain Gaussian estimators. Zbl 0376.60028 Kohn, R. 9 1978 Generalized smooth finite mixtures. Zbl 1443.62085 Villani, Mattias; Kohn, Robert; Nott, David J. 9 2012 A note on obtaining the theoretical autocovariances of an ARMA process. Zbl 0505.62080 Kohn, Robert; Ansley, Craig 8 1982 Fixed interval estimation in state space models when some of the data are missing or aggregated. Zbl 0543.62081 Kohn, Robert; Ansley, Craig F. 8 1983 A signal extraction approach to the estimation of treatment and control curves. Zbl 0850.62351 Kohn, Robert; Ansley, Craig F. 8 1991 Model selection in spline nonparametric regression. Zbl 1015.62039 Wood, Sally; Kohn, Robert; Shively, Tom; Jiang, Wenxin 8 2002 Bayesian deep net GLM and GLMM. Zbl 07499275 Tran, M.-N.; Nguyen, N.; Nott, D.; Kohn, R. 8 2020 Hamiltonian Monte Carlo with energy conserving subsampling. Zbl 1441.62927 Dang, Khue-Dung; Quiroz, Matias; Kohn, Robert; Tran, Minh-Ngoc; Villani, Mattias 8 2019 Subsampling MCMC – an introduction for the survey statistician. Zbl 1425.62020 Quiroz, Matias; Villani, Mattias; Kohn, Robert; Tran, Minh-Ngoc; Dang, Khue-Dung 8 2018 On the spectral decomposition of stationary time series using Walsh functions. II. Zbl 0448.62075 Kohn, R. 7 1980 On particle Gibbs samplers. Zbl 1356.60114 Del Moral, P.; Kohn, R.; Patras, F. 7 2016 Flexible modeling of conditional distributions using smooth mixtures of asymmetric Student \(t\) densities. Zbl 1233.62076 Li, Feng; Villani, Mattias; Kohn, Robert 7 2010 Efficient generalized cross-validation for state space models. Zbl 0612.62131 Ansley, Craig F.; Kohn, Robert 6 1987 A Bayesian approach to model selection in stochastic coefficient regression models and structural time series models. Zbl 0877.62105 Shively, Thomas S.; Kohn, Robert 6 1997 Computationally efficient Bayesian estimation of high-dimensional Archimedean copulas with discrete and mixed margins. Zbl 1430.62101 Gunawan, D.; Tran, M.-N.; Suzuki, K.; Dick, J.; Kohn, R. 6 2019 Simultaneous variable selection and component selection for regression density estimation with mixtures of heteroscedastic experts. Zbl 1295.62039 Tran, Minh-Ngoc; Nott, David J.; Kohn, Robert 6 2012 Convergence of the backfitting algorithm for additive models. Zbl 0813.62030 Ansley, Craig F.; Kohn, Robert 5 1994 Equivalence between Bayesian smoothness priors and optimal smoothing for function estimation. Zbl 0714.62085 Kohn, Robert; Ansley, Craig F. 5 1988 A Bayesian approach to additive semiparametric regression. Zbl 0864.62026 Wong, Chi-ming; Kohn, Robert 5 1996 Particle efficient importance sampling. Zbl 1419.62247 Scharth, Marcel; Kohn, Robert 5 2016 Particle methods for stochastic differential equation mixed effects models. Zbl 1480.62053 Botha, Imke; Kohn, Robert; Drovandi, Christopher 5 2021 Consistent estimation of minimal subset dimension. Zbl 0517.62034 Kohn, R. 4 1983 A Bayesian approach to estimating and forecasting additive nonparametric autoregressive models. Zbl 0845.62068 Wong, Chi-Ming; Kohn, Robert 4 1996 Local and global identification and strong consistency in time series models. Zbl 0452.62074 Kohn, R. 4 1978 Constructing priors based on model size for nondecomposable Gaussian graphical models: a simulation based approach. Zbl 1215.62026 Carter, Christopher K.; Wong, Frederick; Kohn, Robert 3 2011 Wavelet estimation using Bayesian basis selection and basis averaging. Zbl 0970.62020 Kohn, Robert; Marron, J. S.; Yau, Paul 3 2000 Testing of linearity in a semiparametric regression model. Zbl 0825.62561 Shively, Thomas S.; Kohn, Robert; Ansley, Craig F. 3 1994 Multivariate probit models for conditional claim-types. Zbl 1163.91443 Young, Gary; Valdez, Emiliano A.; Kohn, Robert 3 2009 A structured state space approach to computing the likelihood of an ARIMA process and its derivatives. Zbl 0595.62092 Ansley, C. F.; Kohn, R. 3 1985 Estimating long-term trends in tropospheric ozone levels. Zbl 1211.62190 Smith, Michael; Yau, Paul; Shively, Thomas; Kohn, Robert 3 2002 Identification results for Armax structures. Zbl 0445.62117 Kohn, R. 3 1979 A copula based Bayesian approach for paid-incurred claims models for non-life insurance reserving. Zbl 1306.91085 Peters, Gareth W.; Dong, Alice X. D.; Kohn, Robert 3 2014 Subsampling sequential Monte Carlo for static Bayesian models. Zbl 1452.62985 Gunawan, David; Dang, Khue-Dung; Quiroz, Matias; Kohn, Robert; Tran, Minh-Ngoc 3 2020 The block-Poisson estimator for optimally tuned exact subsampling MCMC. Zbl 07499924 Quiroz, Matias; Tran, Minh-Ngoc; Villani, Mattias; Kohn, Robert; Dang, Khue-Dung 3 2021 Nonparametric estimation of irregular functions with independent or autocorrelated errors. Zbl 0918.62037 Smith, Michael; Kohn, Robert 2 1998 Accuracy and efficiency of alternative spline smoothing algorithms. Zbl 0925.62143 Kohn, Robert; Ansley, Craig F. 2 1993 A note on reparameterizing a vector autoregressive moving average model to enforce stationarity. Zbl 0604.62088 Ansley, Craig F.; Kohn, Robert 2 1986 Adaptive Metropolis-Hastings sampling using reversible dependent mixture proposals. Zbl 1342.62038 Tran, Minh-Ngoc; Pitt, Michael K.; Kohn, Robert 2 2016 A duality formula for Feynman-Kac path particle models. (Une formule de dualité pour des modèles particulaires de type Feynman-Kac trajectoriels.) Zbl 1323.60126 Del Moral, Pierre; Kohn, Robert; Patras, Frédéric 2 2015 Bayesian variable selection and model averaging in the arbitrage pricing theory model. Zbl 1284.91594 Ouysse, Rachida; Kohn, Robert 2 2010 Bayesian subset selection and model averaging using a centred and dispersed prior for the error variance. Zbl 1108.62023 Cripps, Edward; Kohn, Robert; Nott, David 1 2006 On the smoothness properties of the best linear unbiased estimate of a stochastic process observed with noise. Zbl 0525.93058 Kohn, Robert; Ansley, Craig F. 1 1983 Wavelet nonparametric regression using basis averaging. Zbl 0936.62050 Yau, Paul; Kohn, Robert 1 1999 A note on Kalman filtering for the seasonal moving average model. Zbl 0566.62082 Kohn, Robert; Ansley, Craig F. 1 1984 Spline and kernel regression for dependent data. Zbl 1064.62519 Kohn, Robert; Schimek, Michael G.; Smith, Michael 1 2000 Parsimonious estimation of the covariance matrix in multinomial probit models. Zbl 1202.91265 Cripps, Edward; Fiebig, Denzil G.; Kohn, Robert 1 2010 On the rate of convergence of the innovation representation of a moving average process. Zbl 0571.62083 Ansley, Craig F.; Kohn, Robert 1 1985 New algorithmic developments for estimation problems in time series. Zbl 0577.62082 Ansley, C. F.; Kohn, R. 1 1984 On the equivalence of two stochastic approaches to spline smoothing. Zbl 0586.65011 Ansley, Craig F.; Kohn, Robert 1 1986 Finite sample performance of robust Bayesian regression. Zbl 0875.62290 Smith, Michael; Sheather, Simon; Kohn, Robert 1 1996 Bayesian inference for nonlinear structural time series models. Zbl 1298.91121 Hall, Jamie; Pitt, Michael K.; Kohn, Robert 1 2014 Nonparametric estimation of the distribution function in contingent valuation models. Zbl 1330.62428 Leslie, David S.; Kohn, Robert; Fiebig, Denzil G. 1 2009 New estimation approaches for the hierarchical linear ballistic accumulator model. Zbl 1442.91025 Gunawan, D.; Hawkins, G. E.; Tran, M.-N.; Kohn, R.; Brown, S. D. 1 2020 Particle methods for stochastic differential equation mixed effects models. Zbl 1480.62053 Botha, Imke; Kohn, Robert; Drovandi, Christopher 5 2021 The block-Poisson estimator for optimally tuned exact subsampling MCMC. Zbl 07499924 Quiroz, Matias; Tran, Minh-Ngoc; Villani, Mattias; Kohn, Robert; Dang, Khue-Dung 3 2021 Bayesian deep net GLM and GLMM. Zbl 07499275 Tran, M.-N.; Nguyen, N.; Nott, D.; Kohn, R. 8 2020 Subsampling sequential Monte Carlo for static Bayesian models. Zbl 1452.62985 Gunawan, David; Dang, Khue-Dung; Quiroz, Matias; Kohn, Robert; Tran, Minh-Ngoc 3 2020 New estimation approaches for the hierarchical linear ballistic accumulator model. Zbl 1442.91025 Gunawan, D.; Hawkins, G. E.; Tran, M.-N.; Kohn, R.; Brown, S. D. 1 2020 Speeding up MCMC by efficient data subsampling. Zbl 1420.62121 Quiroz, Matias; Kohn, Robert; Villani, Mattias; Tran, Minh-Ngoc 34 2019 Hamiltonian Monte Carlo with energy conserving subsampling. Zbl 1441.62927 Dang, Khue-Dung; Quiroz, Matias; Kohn, Robert; Tran, Minh-Ngoc; Villani, Mattias 8 2019 Computationally efficient Bayesian estimation of high-dimensional Archimedean copulas with discrete and mixed margins. Zbl 1430.62101 Gunawan, D.; Tran, M.-N.; Suzuki, K.; Dick, J.; Kohn, R. 6 2019 Speeding up MCMC by delayed acceptance and data subsampling. Zbl 07498963 Quiroz, Matias; Tran, Minh-Ngoc; Villani, Mattias; Kohn, Robert 11 2018 Subsampling MCMC – an introduction for the survey statistician. Zbl 1425.62020 Quiroz, Matias; Villani, Mattias; Kohn, Robert; Tran, Minh-Ngoc; Dang, Khue-Dung 8 2018 On particle Gibbs samplers. Zbl 1356.60114 Del Moral, P.; Kohn, R.; Patras, F. 7 2016 Particle efficient importance sampling. Zbl 1419.62247 Scharth, Marcel; Kohn, Robert 5 2016 Adaptive Metropolis-Hastings sampling using reversible dependent mixture proposals. Zbl 1342.62038 Tran, Minh-Ngoc; Pitt, Michael K.; Kohn, Robert 2 2016 Efficient implementation of Markov chain Monte Carlo when using an unbiased likelihood estimator. Zbl 1452.62055 Doucet, A.; Pitt, M. K.; Deligiannidis, G.; Kohn, R. 81 2015 A duality formula for Feynman-Kac path particle models. (Une formule de dualité pour des modèles particulaires de type Feynman-Kac trajectoriels.) Zbl 1323.60126 Del Moral, Pierre; Kohn, Robert; Patras, Frédéric 2 2015 A copula based Bayesian approach for paid-incurred claims models for non-life insurance reserving. Zbl 1306.91085 Peters, Gareth W.; Dong, Alice X. D.; Kohn, Robert 3 2014 Bayesian inference for nonlinear structural time series models. Zbl 1298.91121 Hall, Jamie; Pitt, Michael K.; Kohn, Robert 1 2014 On some properties of Markov chain Monte Carlo simulation methods based on the particle filter. Zbl 1443.62499 Pitt, Michael K.; dos Santos Silva, Ralph; Giordani, Paolo; Kohn, Robert 62 2012 Generalized smooth finite mixtures. Zbl 1443.62085 Villani, Mattias; Kohn, Robert; Nott, David J. 9 2012 Simultaneous variable selection and component selection for regression density estimation with mixtures of heteroscedastic experts. Zbl 1295.62039 Tran, Minh-Ngoc; Nott, David J.; Kohn, Robert 6 2012 Constructing priors based on model size for nondecomposable Gaussian graphical models: a simulation based approach. Zbl 1215.62026 Carter, Christopher K.; Wong, Frederick; Kohn, Robert 3 2011 Particle Markov chain Monte Carlo methods. With discussion and authors’ reply. Zbl 1411.65020 Andrieu, Christophe; Doucet, Arnaud; Holenstein, Roman 245 2010 Flexible modeling of conditional distributions using smooth mixtures of asymmetric Student \(t\) densities. Zbl 1233.62076 Li, Feng; Villani, Mattias; Kohn, Robert 7 2010 Bayesian variable selection and model averaging in the arbitrage pricing theory model. Zbl 1284.91594 Ouysse, Rachida; Kohn, Robert 2 2010 Parsimonious estimation of the covariance matrix in multinomial probit models. Zbl 1202.91265 Cripps, Edward; Fiebig, Denzil G.; Kohn, Robert 1 2010 Regression density estimation using smooth adaptive Gaussian mixtures. Zbl 1431.62093 Villani, Mattias; Kohn, Robert; Giordani, Paolo 28 2009 Multivariate probit models for conditional claim-types. Zbl 1163.91443 Young, Gary; Valdez, Emiliano A.; Kohn, Robert 3 2009 Nonparametric estimation of the distribution function in contingent valuation models. Zbl 1330.62428 Leslie, David S.; Kohn, Robert; Fiebig, Denzil G. 1 2009 Variable selection and model averaging in semiparametric overdispersed generalized linear models. Zbl 1469.62311 Cottet, Remy; Kohn, Robert J.; Nott, David J. 10 2008 A unified approach to nonlinearity, structural change, and outliers. Zbl 1360.62456 Giordani, Paolo; Kohn, Robert; van Dijk, Dick 23 2007 Efficient Bayesian inference for Gaussian copula regression models. Zbl 1108.62027 Pitt, Michael; Chan, David; Kohn, Robert 58 2006 Multivariate stochastic volatility models with correlated errors. Zbl 1113.62127 Chan, David; Kohn, Robert; Kirby, Chris 11 2006 Bayesian subset selection and model averaging using a centred and dispersed prior for the error variance. Zbl 1108.62023 Cripps, Edward; Kohn, Robert; Nott, David 1 2006 Adaptive sampling for Bayesian variable selection. Zbl 1160.62312 Nott, David J.; Kohn, Robert 24 2005 Efficient estimation of covariance selection models. Zbl 1436.62346 Wong, Frederick; Carter, Christopher K.; Kohn, Robert 54 2003 Parsimonious covariance matrix estimation for longitudinal data. Zbl 1041.62044 Smith, Michael; Kohn, Robert 48 2002 Model selection in spline nonparametric regression. Zbl 1015.62039 Wood, Sally; Kohn, Robert; Shively, Tom; Jiang, Wenxin 8 2002 Estimating long-term trends in tropospheric ozone levels. Zbl 1211.62190 Smith, Michael; Yau, Paul; Shively, Thomas; Kohn, Robert 3 2002 Nonparametric seemingly unrelated regression. Zbl 0957.62033 Smith, Michael; Kohn, Robert 27 2000 Efficient Bayesian inference for dynamic mixture models. Zbl 0996.62079 Gerlach, Richard; Carter, Chris; Kohn, Robert 23 2000 Wavelet estimation using Bayesian basis selection and basis averaging. Zbl 0970.62020 Kohn, Robert; Marron, J. S.; Yau, Paul 3 2000 Spline and kernel regression for dependent data. Zbl 1064.62519 Kohn, Robert; Schimek, Michael G.; Smith, Michael 1 2000 Variable selection and function estimation in additive nonparametric regression using a data-based prior. Zbl 0994.62033 Shively, Thomas S.; Kohn, Robert; Wood, Sally 31 1999 Diagnostics for time series analysis. Zbl 0933.62089 Gerlach, Richard; Carter, Chris; Kohn, Robert 10 1999 Wavelet nonparametric regression using basis averaging. Zbl 0936.62050 Yau, Paul; Kohn, Robert 1 1999 A Bayesian approach to robust binary nonparametric regression. Zbl 0906.62037 Wood, Sally; Kohn, Robert 14 1998 Additive nonparametric regression with autocorrelated errors. Zbl 0909.62042 Smith, Michael; Wong, Chi-Ming; Kohn, Robert 10 1998 Nonparametric estimation of irregular functions with independent or autocorrelated errors. Zbl 0918.62037 Smith, Michael; Kohn, Robert 2 1998 Semiparametric Bayesian inference for time series with mixed spectra. Zbl 0889.62078 Carter, Chris K.; Kohn, Robert 17 1997 Simple transformation techniques for improved non-parametric regression. Zbl 0881.62048 Park, B. U.; Kim, W. C.; Ruppert, D.; Jones, M. C.; Signorini, D. F.; Kohn, R. 14 1997 A Bayesian approach to nonparametric bivariate regression. Zbl 0912.62052 Smith, Michael; Kohn, Robert 12 1997 Robust Bayesian estimation of autoregressive-moving-average models. Zbl 0936.62097 Barnett, Glen; Kohn, Robert; Sheather, Simon 10 1997 A Bayesian approach to model selection in stochastic coefficient regression models and structural time series models. Zbl 0877.62105 Shively, Thomas S.; Kohn, Robert 6 1997 Nonparametric regression using Bayesian variable selection. Zbl 0864.62025 Smith, Michael; Kohn, Robert 167 1996 Markov chain Monte Carlo in conditionally Gaussian state space models. Zbl 0866.62018 Carter, Chris K.; Kohn, Robert 35 1996 Bayesian estimation of an autoregressive model using Markov chain Monte Carlo. Zbl 0864.62057 Barnett, Glen; Kohn, Robert; Sheather, Simon 27 1996 A Bayesian approach to additive semiparametric regression. Zbl 0864.62026 Wong, Chi-ming; Kohn, Robert 5 1996 A Bayesian approach to estimating and forecasting additive nonparametric autoregressive models. Zbl 0845.62068 Wong, Chi-Ming; Kohn, Robert 4 1996 Finite sample performance of robust Bayesian regression. Zbl 0875.62290 Smith, Michael; Sheather, Simon; Kohn, Robert 1 1996 On Gibbs sampling for state space models. Zbl 0809.62087 Carter, C. K.; Kohn, Robert 244 1994 Convergence of the backfitting algorithm for additive models. Zbl 0813.62030 Ansley, Craig F.; Kohn, Robert 5 1994 Testing of linearity in a semiparametric regression model. Zbl 0825.62561 Shively, Thomas S.; Kohn, Robert; Ansley, Craig F. 3 1994 Nonparametric spline regression with prior information. Zbl 0771.62027 Ansley, Craig F.; Kohn, Robert; Wong, Chi-Ming 16 1993 Accuracy and efficiency of alternative spline smoothing algorithms. Zbl 0925.62143 Kohn, Robert; Ansley, Craig F. 2 1993 Nonparametric spline regression with autoregressive moving average errors. Zbl 0751.62017 Kohn, Robert; Ansley, Craig F.; Wong, Chi-Ming 16 1992 Computing \(p\)-values for the generalized Durbin-Watson and other invariant test statistics. Zbl 0756.62031 Ansley, Craig F.; Kohn, Robert; Shively, Thomas S. 10 1992 A signal extraction approach to the estimation of treatment and control curves. Zbl 0850.62351 Kohn, Robert; Ansley, Craig F. 8 1991 Fast evaluation of the distribution of the Durbin-Watson and other invariant test statistics in time series regression. Zbl 0704.62084 Shively, Thomas S.; Ansley, Craig F.; Kohn, Robert 12 1990 Filtering and smoothing in state space models with partially diffuse initial conditions. Zbl 0716.62096 Ansley, Craig F.; Kohn, Robert 11 1990 A fast algorithm for signal extraction, influence and cross-validation in state space models. Zbl 0664.62094 Kohn, Robert; Ansley, Craig F. 25 1989 Equivalence between Bayesian smoothness priors and optimal smoothing for function estimation. Zbl 0714.62085 Kohn, Robert; Ansley, Craig F. 5 1988 A new algorithm for spline smoothing based on smoothing a stochastic process. Zbl 0627.65010 Kohn, Robert; Ansley, Craig F. 16 1987 Signal extraction for finite nonstationary time series. Zbl 0631.62099 Kohn, Robert; Ansley, Craig F. 9 1987 Efficient generalized cross-validation for state space models. Zbl 0612.62131 Ansley, Craig F.; Kohn, Robert 6 1987 Estimation, prediction, and interpolation for ARIMA models with missing data. Zbl 0607.62106 Kohn, Robert; Ansley, Craig F. 35 1986 Prediction mean squared error for state space models with estimated parameters. Zbl 0603.62102 Ansley, Craig F.; Kohn, Robert 15 1986 A note on reparameterizing a vector autoregressive moving average model to enforce stationarity. Zbl 0604.62088 Ansley, Craig F.; Kohn, Robert 2 1986 On the equivalence of two stochastic approaches to spline smoothing. Zbl 0586.65011 Ansley, Craig F.; Kohn, Robert 1 1986 Estimation, filtering, and smoothing in state space models with incompletely specified initial conditions. Zbl 0586.62154 Ansley, Craig F.; Kohn, Robert 43 1985 Computing the likelihood and its derivatives for a Gaussian ARMA model. Zbl 0605.62096 Kohn, Robert; Ansley, Craig F. 11 1985 A structured state space approach to computing the likelihood of an ARIMA process and its derivatives. Zbl 0595.62092 Ansley, C. F.; Kohn, R. 3 1985 On the rate of convergence of the innovation representation of a moving average process. Zbl 0571.62083 Ansley, Craig F.; Kohn, Robert 1 1985 A note on Kalman filtering for the seasonal moving average model. Zbl 0566.62082 Kohn, Robert; Ansley, Craig F. 1 1984 New algorithmic developments for estimation problems in time series. Zbl 0577.62082 Ansley, C. F.; Kohn, R. 1 1984 Exact likelihood of vector autoregressive-moving average process with missing or aggregated data. Zbl 0502.62081 Ansley, C. F.; Kohn, R. 24 1983 Fixed interval estimation in state space models when some of the data are missing or aggregated. Zbl 0543.62081 Kohn, Robert; Ansley, Craig F. 8 1983 Consistent estimation of minimal subset dimension. Zbl 0517.62034 Kohn, R. 4 1983 On the smoothness properties of the best linear unbiased estimate of a stochastic process observed with noise. Zbl 0525.93058 Kohn, Robert; Ansley, Craig F. 1 1983 A geometrical derivation of the fixed interval smoothing algorithm. Zbl 0494.93052 Ansley, Craig F.; Kohn, Robert 13 1982 When is an aggregate of a time series efficiently forecast by its past? Zbl 0487.62083 Kohn, Robert 10 1982 A note on obtaining the theoretical autocovariances of an ARMA process. Zbl 0505.62080 Kohn, Robert; Ansley, Craig 8 1982 On the spectral decomposition of stationary time series using Walsh functions. I. Zbl 0441.62082 Kohn, R. 11 1980 On the spectral decomposition of stationary time series using Walsh functions. II. Zbl 0448.62075 Kohn, R. 7 1980 Asymptotic estimation and hypothesis testing results for vector linear time series models. Zbl 0422.62081 Kohn, R. 14 1979 Identification results for Armax structures. Zbl 0445.62117 Kohn, R. 3 1979 Asymptotic properties of time domain Gaussian estimators. Zbl 0376.60028 Kohn, R. 9 1978 Local and global identification and strong consistency in time series models. Zbl 0452.62074 Kohn, R. 4 1978 all cited Publications top 5 cited Publications all top 5 Cited by 1,896 Authors 39 Kohn, Robert J. 15 Nott, David John 15 Tran, Minh Ngoc 14 Gerlach, Richard H. 13 Dunson, David Brian 12 Drovandi, Christopher C. 12 Villani, Mattias 11 Golightly, Andrew 10 Chen, Cathy W. S. 10 Jasra, Ajay 9 Doucet, Arnaud 9 Gamerman, Dani 9 Koopman, Siem Jan 9 Lopes, Hedibert Freitas 9 Mallick, Bani K. 9 Sherlock, Chris 8 Klein, Nadja 8 Lang, Stefan M. 8 Spezia, Luigi 8 You, Jinhong 7 Ansley, Craig F. 7 Cai, Tianxi 7 Chopin, Nicolas 7 Fahrmeir, Ludwig 7 Jiang, Wenxin 7 Kneib, Thomas 7 Mélard, Guy 7 Nieto, Fabio H. 7 Norets, Andriy 7 Shively, Thomas S. 7 Smith, Michael Stanley 7 Wand, Matthew P. 6 Dellaportas, Petros 6 Frühwirth-Schnatter, Sylvia 6 Kim, Yongku 6 Koop, Gary 6 Lee, Anthony J. T. 6 Martin, Gael M. 6 Meyer, Renate 6 Paroli, Roberta 6 Pollock, D. Stephen G. 6 Prado, Raquel 6 Quiroz, Matias 6 Roberts, Gareth O. 6 Rue, Håvard 6 Shephard, Neil 6 Tanizaki, Hisashi 6 Wagner, Helga 6 Yu, Keming 5 Andrieu, Christophe 5 Asai, Manabu 5 Bhadra, Anindya 5 Carvalho, Carlos Marinho 5 Chib, Siddhartha 5 Czado, Claudia 5 Del Moral, Pierre 5 Fearnhead, Paul 5 Friel, Nial 5 Johansen, Adam M. 5 King, Maxwell Leslie 5 Kottas, Athanasios 5 Müller, Peter 5 Omori, Yasuhiro 5 Pillonetto, Gianluigi 5 Pourahmadi, Mohsen 5 Robert, Christian P. 5 Spencer, Simon Edward Frank 5 Vannucci, Marina 5 Wilkinson, Darren James 5 Zadrozny, Peter A. 4 Abanto-Valle, Carlos Antonio 4 Alhamzawi, Rahim 4 Baladandayuthapani, Veerabhadran 4 Billio, Monica 4 Casarin, Roberto 4 Chen, Ray-Bing 4 Dang, Khue-Dung 4 Everitt, Richard Geoffrey 4 Fan, Jianqing 4 Fiorentini, Gabriele 4 Forbes, Catherine S. 4 Frazier, David T. 4 Fulop, Andras 4 Geweke, John F. 4 Ghosal, Subhashis 4 Giordani, Paolo E. 4 Godsill, Simon J. 4 Griffin, Jim E. 4 Gunawan, David 4 Jacob, Pierre E. 4 Jeong, Seonghyun 4 Ji, Yuan 4 Selland Kleppe, Tore 4 Liesenfeld, Roman 4 Lindsten, Fredrik 4 Migon, Helio S. 4 Nakajima, Jouchi 4 Ntzoufras, Ioannis 4 Park, Taeyoung 4 Peña, Daniel ...and 1,796 more Authors all top 5 Cited in 152 Serials 137 Computational Statistics and Data Analysis 90 Journal of Econometrics 53 Statistics and Computing 38 Bayesian Analysis 37 Computational Statistics 33 Journal of Statistical Planning and Inference 33 Journal of Time Series Analysis 32 Journal of Economic Dynamics & Control 32 Communications in Statistics. 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English Series 4 Statistics 4 Applied Mathematics Letters 4 Statistical Papers 4 Applied Stochastic Models in Business and Industry 4 Journal of Machine Learning Research (JMLR) 4 ASTIN Bulletin 4 Statistical Applications in Genetics and Molecular Biology 4 Journal of the Korean Statistical Society 4 Advances in Data Analysis and Classification. ADAC 3 Metrika 3 Biometrical Journal 3 Revista Colombiana de Estadística 3 Journal of Complexity 3 International Journal of Approximate Reasoning 3 The Annals of Applied Probability 3 SIAM Journal on Scientific Computing 3 Statistica Sinica 3 Lifetime Data Analysis 3 Bernoulli 3 AStA. Advances in Statistical Analysis 3 Statistics Surveys 2 Advances in Applied Probability 2 International Journal of Control 2 Mathematical Biosciences 2 Psychometrika 2 Applied Mathematics and Computation 2 Journal of Mathematical Psychology 2 Mathematics and Computers in Simulation 2 Machine Learning 2 Pattern Recognition 2 Computational Economics 2 Journal of the Royal Statistical Society. Series C. Applied Statistics 2 Extremes 2 Biostatistics 2 Scandinavian Actuarial Journal 2 North American Actuarial Journal 2 Thai Journal of Mathematics 2 Networks and Spatial Economics 2 Statistical Methodology 2 Computational & Mathematical Methods in Medicine 2 Journal of Statistical Theory and Practice 2 Journal of Probability and Statistics 2 Sankhyā. Series A 2 Sankhyā. Series B 2 Quantitative Economics 2 SIAM/ASA Journal on Uncertainty Quantification 2 Journal of the Japan Statistical Society. Japanese Issue 2 Statistical Theory and Related Fields 1 Computer Methods in Applied Mechanics and Engineering ...and 52 more Serials all top 5 Cited in 28 Fields 1,057 Statistics (62-XX) 328 Numerical analysis (65-XX) 146 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 105 Probability theory and stochastic processes (60-XX) 41 Biology and other natural sciences (92-XX) 37 Systems theory; control (93-XX) 29 Computer science (68-XX) 16 Operations research, mathematical programming (90-XX) 10 Geophysics (86-XX) 9 Dynamical systems and ergodic theory (37-XX) 7 Information and communication theory, circuits (94-XX) 5 Linear and multilinear algebra; matrix theory (15-XX) 5 Approximations and expansions (41-XX) 4 Functional analysis (46-XX) 3 Combinatorics (05-XX) 3 Harmonic analysis on Euclidean spaces (42-XX) 3 Statistical mechanics, structure of matter (82-XX) 3 Astronomy and astrophysics (85-XX) 2 General and overarching topics; collections (00-XX) 2 Ordinary differential equations (34-XX) 2 Operator theory (47-XX) 2 Calculus of variations and optimal control; optimization (49-XX) 2 Quantum theory (81-XX) 2 Relativity and gravitational theory (83-XX) 1 History and biography (01-XX) 1 Measure and integration (28-XX) 1 Difference and functional equations (39-XX) 1 Convex and discrete geometry (52-XX) Citations by Year