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Author ID: kohn.robert-j Recent zbMATH articles by "Kohn, Robert J."
Published as: Kohn, Robert; Kohn, R.; Kohn, Robert J.
Homepage: https://www.business.unsw.edu.au/our-people/robertkohn
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

Publications by Year

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 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. Theory and Methods
30 The Annals of Applied Statistics
29 Journal of Statistical Computation and Simulation
27 Journal of the American Statistical Association
27 Communications in Statistics. Simulation and Computation
26 The Annals of Statistics
26 Econometric Reviews
25 Biometrics
25 Journal of Computational and Graphical Statistics
24 Statistical Science
19 Journal of Applied Statistics
16 Journal of Multivariate Analysis
12 Automatica
12 Statistics & Probability Letters
11 The Canadian Journal of Statistics
11 Electronic Journal of Statistics
9 Annals of the Institute of Statistical Mathematics
9 Economics Letters
9 Test
9 Australian & New Zealand Journal of Statistics
9 Statistical Modelling
8 Journal of Nonparametric Statistics
8 Journal of the Royal Statistical Society. Series B. Statistical Methodology
7 Journal of Agricultural, Biological, and Environmental Statistics
6 International Statistical Review
6 Insurance Mathematics & Economics
6 Stochastic Processes and their Applications
6 Econometric Theory
6 Brazilian Journal of Probability and Statistics
6 Quantitative Finance
5 Computers & Mathematics with Applications
5 Scandinavian Journal of Statistics
5 Neural Computation
5 European Journal of Operational Research
5 Studies in Nonlinear Dynamics and Econometrics
5 The Econometrics Journal
5 Methodology and Computing in Applied Probability
5 Journal of Systems Science and Complexity
5 Statistical Methods and Applications
5 Journal of Forecasting
4 Journal of Computational and Applied Mathematics
4 Statistica Neerlandica
4 Acta Mathematicae Applicatae Sinica. 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

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