NewEvery arXiv paper, its researchers & institutions — mapped.
papers

Publications (35)

stat.CO2018

Bayesian Deep Net GLM and GLMM

Minh-Ngoc Tran, Nghia Nguyen, David Nott +1

stat.ME2015

Bayesian inference for latent factor GARCH models

Michael K. Pitt, Jamie Hall, Robert Kohn

stat.ME2007

Bayesian Covariance Matrix Estimation using a Mixture of Decomposable Graphical Models

Helen Armstrong, Christopher K. Carter, Kevin F. Wong +1

stat.ME2016

Importance sampling squared for Bayesian inference in latent variable models

Minh-Ngoc Tran, Marcel Scharth, Michael K. Pitt +1

stat.ME2016

Variational Bayes with Intractable Likelihood

Minh-Ngoc Tran, David J. Nott, Robert Kohn

stat.ME2013

Adaptive Metropolis-Hastings Sampling using Reversible Dependent Mixture Proposals

Minh-Ngoc Tran, Michael K. Pitt, Robert Kohn

stat.ME2013

Copula-type Estimators for Flexible Multivariate Density Modeling using Mixtures

Minh-Ngoc Tran, Paolo Giordani, Xiuyan Mun +2

stat.ME2010

Auxiliary Particle filtering within adaptive Metropolis-Hastings Sampling

Michael Pitt, Ralph Silva, Paolo Giordani +1

stat.CO2010

Computationally Efficient Estimation of Factor Multivariate Stochastic Volatility Models

Weijun Xu, Li Yang, Robert Kohn

stat.CO2009

Particle filtering within adaptive Metropolis Hastings sampling

Ralph Silva, Paolo Giordani, Robert Kohn +1

stat.ML2018

Variance reduction properties of the reparameterization trick

Ming Xu, Matias Quiroz, Robert Kohn +1

stat.CO2013

Particle Efficient Importance Sampling

Marcel Scharth, Robert Kohn

stat.ME2017

Mixed Marginal Copula Modeling

David Gunawan, Mohamad A. Khaled, Robert Kohn

stat.CO2015

Markov Interacting Importance Samplers

Eduardo F. Mendes, Marcel Scharth, Robert Kohn

stat.ME2015

Exact ABC using Importance Sampling

Minh Ngoc Tran, Robert Kohn

stat.ME2007

Locally Adaptive Nonparametric Binary Regression

Sally Wood, Robert Kohn, Remy Cottet +2

stat.ME2018

Subsampling MCMC - An introduction for the survey statistician

Matias Quiroz, Mattias Villani, Robert Kohn +2

stat.ME2012

Bayesian inference for nonlinear structural time series models

Jamie Hall, Michael K. Pitt, Robert Kohn

stat.ME2014

An extended space approach for particle Markov chain Monte Carlo methods

Christopher K. Carter, Eduardo F. Mendes, Robert Kohn

stat.ME2009

Flexible Multivariate Density Estimation with Marginal Adaptation

Paolo Giordani, Xiuyan Mun, Robert Kohn

stat.ME2017

Scalable MCMC for Large Data Problems using Data Subsampling and the Difference Estimator

Matias Quiroz, Mattias Villani, Robert Kohn

stat.ME2017

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

q-fin.RM2012

A Copula Based Bayesian Approach for Paid-Incurred Claims Models for Non-Life Insurance Reserving

Gareth W. Peters, Alice X. D. Dong, Robert Kohn

stat.ME2017

Efficient Bayesian inference for multivariate factor stochastic volatility models with leverage

David Gunawan, Chris Carter, Robert Kohn

stat.ME2013

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

stat.ME2013

Efficient variational inference for generalized linear mixed models with large datasets

David J Nott, Minh-Ngoc Tran, Anthony Y. C. Kuk +1

stat.ME2013

On the existence of moments for high dimensional importance sampling

Michael K. Pitt, Minh-Ngoc Tran, Marcel Scharth +1

stat.OT2011

A flexible observed factor model with separate dynamics for the factor volatilities and their correlation matrix

Yu-Cheng Ku, Peter Bloomfield, Robert Kohn

stat.ME2010

A copula based approach to adaptive sampling

Ralph Silva, Robert Kohn, Paolo Giordani +1

stat.ME2007

Variable Selection and Model Averaging in Semiparametric Overdispersed Generalized Linear Models

Remy Cottet, Robert Kohn, David Nott

stat.ME2014

Efficient implementation of Markov chain Monte Carlo when using an unbiased likelihood estimator

Arnaud Doucet, Michael Pitt, George Deligiannidis +1

stat.CO2019

Hamiltonian Monte Carlo with Energy Conserving Subsampling

Khue-Dung Dang, Matias Quiroz, Robert Kohn +2

stat.CO2017

Speeding Up MCMC by Delayed Acceptance and Data Subsampling

Matias Quiroz, Minh-Ngoc Tran, Mattias Villani +1

stat.ME2018

Speeding Up MCMC by Efficient Data Subsampling

Matias Quiroz, Robert Kohn, Mattias Villani +1

stat.ME2017

Fast Inference for Intractable Likelihood Problems using Variational Bayes

David Gunawan, Minh-Ngoc Tran, Robert Kohn