Publications (35)
Bayesian Deep Net GLM and GLMM
Minh-Ngoc Tran, Nghia Nguyen, David Nott +1
Bayesian inference for latent factor GARCH models
Michael K. Pitt, Jamie Hall, Robert Kohn
Bayesian Covariance Matrix Estimation using a Mixture of Decomposable Graphical Models
Helen Armstrong, Christopher K. Carter, Kevin F. Wong +1
Importance sampling squared for Bayesian inference in latent variable models
Minh-Ngoc Tran, Marcel Scharth, Michael K. Pitt +1
Variational Bayes with Intractable Likelihood
Minh-Ngoc Tran, David J. Nott, Robert Kohn
Adaptive Metropolis-Hastings Sampling using Reversible Dependent Mixture Proposals
Minh-Ngoc Tran, Michael K. Pitt, Robert Kohn
Copula-type Estimators for Flexible Multivariate Density Modeling using Mixtures
Minh-Ngoc Tran, Paolo Giordani, Xiuyan Mun +2
Auxiliary Particle filtering within adaptive Metropolis-Hastings Sampling
Michael Pitt, Ralph Silva, Paolo Giordani +1
Computationally Efficient Estimation of Factor Multivariate Stochastic Volatility Models
Weijun Xu, Li Yang, Robert Kohn
Particle filtering within adaptive Metropolis Hastings sampling
Ralph Silva, Paolo Giordani, Robert Kohn +1
Variance reduction properties of the reparameterization trick
Ming Xu, Matias Quiroz, Robert Kohn +1
Particle Efficient Importance Sampling
Marcel Scharth, Robert Kohn
Mixed Marginal Copula Modeling
David Gunawan, Mohamad A. Khaled, Robert Kohn
Markov Interacting Importance Samplers
Eduardo F. Mendes, Marcel Scharth, Robert Kohn
Exact ABC using Importance Sampling
Minh Ngoc Tran, Robert Kohn
Locally Adaptive Nonparametric Binary Regression
Sally Wood, Robert Kohn, Remy Cottet +2
Subsampling MCMC - An introduction for the survey statistician
Matias Quiroz, Mattias Villani, Robert Kohn +2
Bayesian inference for nonlinear structural time series models
Jamie Hall, Michael K. Pitt, Robert Kohn
An extended space approach for particle Markov chain Monte Carlo methods
Christopher K. Carter, Eduardo F. Mendes, Robert Kohn
Flexible Multivariate Density Estimation with Marginal Adaptation
Paolo Giordani, Xiuyan Mun, Robert Kohn
Scalable MCMC for Large Data Problems using Data Subsampling and the Difference Estimator
Matias Quiroz, Mattias Villani, Robert Kohn
Efficient Bayesian estimation for flexible panel models for multivariate outcomes: Impact of life events on mental health and excessive alcohol consumption
David Gunawan, Chris carter, Denzil Fiebig +1
A Copula Based Bayesian Approach for Paid-Incurred Claims Models for Non-Life Insurance Reserving
Gareth W. Peters, Alice X. D. Dong, Robert Kohn
Efficient Bayesian inference for multivariate factor stochastic volatility models with leverage
David Gunawan, Chris Carter, Robert Kohn
A Bayesian changepoint methodology for high dimensional multivariate time series and space-time data: A study of structural change using remotely sensed data
Chris Strickland, Robert Burdett, Robert Denham +2
Efficient variational inference for generalized linear mixed models with large datasets
David J Nott, Minh-Ngoc Tran, Anthony Y. C. Kuk +1
On the existence of moments for high dimensional importance sampling
Michael K. Pitt, Minh-Ngoc Tran, Marcel Scharth +1
A flexible observed factor model with separate dynamics for the factor volatilities and their correlation matrix
Yu-Cheng Ku, Peter Bloomfield, Robert Kohn
A copula based approach to adaptive sampling
Ralph Silva, Robert Kohn, Paolo Giordani +1
Variable Selection and Model Averaging in Semiparametric Overdispersed Generalized Linear Models
Remy Cottet, Robert Kohn, David Nott
Efficient implementation of Markov chain Monte Carlo when using an unbiased likelihood estimator
Arnaud Doucet, Michael Pitt, George Deligiannidis +1
Hamiltonian Monte Carlo with Energy Conserving Subsampling
Khue-Dung Dang, Matias Quiroz, Robert Kohn +2
Speeding Up MCMC by Delayed Acceptance and Data Subsampling
Matias Quiroz, Minh-Ngoc Tran, Mattias Villani +1
Speeding Up MCMC by Efficient Data Subsampling
Matias Quiroz, Robert Kohn, Mattias Villani +1
Fast Inference for Intractable Likelihood Problems using Variational Bayes
David Gunawan, Minh-Ngoc Tran, Robert Kohn