Robert Kohn

43 catalog papers. Identity-linked publications and additional name matches are distinguished below.

ORCID: 0000-0002-3733-1474

Australian School of Business, School of Economics, University of New South Wales, Sydney, NSW, Australia;;;f Australian Centre of Excellence for Mathematical and Statistical Frontiers (ACEMS), Melbourne, Australia

Publications

• Bayesian Inference Using Synthetic Likelihood: Asymptotics and Adjustments — Journal of the American Statistical Association 2023
• Hamiltonian Monte Carlo with Energy Conserving Subsampling — Journal of Machine Learning Research 2019
• Speeding Up MCMC by Efficient Data Subsampling — Journal of the American Statistical Association 2019
• Efficient implementation of Markov chain Monte Carlo when using an unbiased likelihood estimator — Biometrika 2015
• Variable Selection and Model Averaging in Semiparametric Overdispersed Generalized Linear Models — Journal of the American Statistical Association 2008
• Efficient Bayesian inference for Gaussian copula regression models — Biometrika 2006
• Adaptive sampling for Bayesian variable selection — Biometrika 2005
• Efficient estimation of covariance selection models — Biometrika 2003
• Parsimonious Covariance Matrix Estimation for Longitudinal Data — Journal of the American Statistical Association 2002
• Model selection in spline nonparametric regression — Journal of the Royal Statistical Society: Series B (Statistical Methodology) 2002
• Statistical Correction of a Deterministic Numerical Weather Prediction Model — Journal of the American Statistical Association 2001
• A Nonparametric Approach to Identifying Latent Relationships in Hierarchical Models — Marketing Science 2000
• Efficient Bayesian Inference for Dynamic Mixture Models — Journal of the American Statistical Association 2000
• Variable Selection and Function Estimation in Additive Nonparametric Regression Using a Data-Based Prior — Journal of the American Statistical Association 1999
• Rejoinder — Journal of the American Statistical Association 1999
• Additive nonparametric regression with autocorrelated errors — Journal of the Royal Statistical Society: Series B (Statistical Methodology) 1998
• A Bayesian Approach to Robust Binary Nonparametric Regression — Journal of the American Statistical Association 1998
• A Bayesian Approach to Nonparametric Bivariate Regression — Journal of the American Statistical Association 1997
• Semiparametric Bayesian Inference for Time Series with Mixed Spectra — Journal of the Royal Statistical Society: Series B (Statistical Methodology) 1997
• Markov chain Monte Carlo in conditionally Gaussian state space models — Biometrika 1996
• On Gibbs sampling for state space models — Biometrika 1994
• Nonparametric spline regression with prior information — Biometrika 1993
• Nonparametric spline regression with autoregressive moving average errors — Biometrika 1992
• A Signal Extraction Approach to the Estimation of Treatment and Control Curves — Journal of the American Statistical Association 1991
• The Performance of Cross-Validation and Maximum Likelihood Estimators of Spline Smoothing Parameters — Journal of the American Statistical Association 1991
• Fast Evaluation of the Distribution of the Durbin-Watson and other Invariant Test Statistics in Time Series Regression — Journal of the American Statistical Association 1990
• A fast algorithm for signal extraction, influence and cross-validation in state space models — Biometrika 1989
• Discussion: Linear Smoothers and Additive Models — The Annals of Statistics 1989
• Efficient generalized cross-validation for state space models — Biometrika 1987
• Signal extraction for finite nonstationary time series — Biometrika 1987
• Comment — Journal of the American Statistical Association 1987
• Prediction mean squared error for state space models with estimated parameters — Biometrika 1986
• Fast filtering for seasonal moving average models — Biometrika 1986
• Estimation, Prediction, and Interpolation for ARIMA Models with Missing Data — Journal of the American Statistical Association 1986
• On the rate of convergence of the innovation representation of a moving average process — Biometrika 1985
• Estimation, Filtering, and Smoothing in State Space Models with Incompletely Specified Initial Conditions — The Annals of Statistics 1985
• Efficient estimation and prediction in time series regression models — Biometrika 1985
• A note on Kalman filtering for the seasonal moving average model — Biometrika 1984
• Exact likelihood of vector autoregressive-moving average process with missing or aggregated data — Biometrika 1983
• Fixed interval estimation in state space models when some of the data are missing or aggregated — Biometrika 1983
• On the Smoothness Properties of the Best Linear Unbiased Estimate of a Stochastic Process Observed with Noise — The Annals of Statistics 1983
• A geometrical derivation of the fixed interval smoothing algorithm — Biometrika 1982
• Note concerning the Akaike and Hannan estimation procedures for an autoregressive-moving average process — Biometrika 1977