Browsing All of EconStor by Author Kohn, Robert
Showing results 1 to 10 of 10
Year of Publication | Title | Author(s) |
2006 | Efficient Bayesian inference for multiple change-point and mixture innovation models | Giordani, Paolo; Kohn, Robert |
2007 | Nonparametric regression density estimation using smoothly varying normal mixtures | Villani, Mattias; Kohn, Robert; Giordani, Paolo |
2009 | Flexible modeling of conditional distributions using smooth mixtures of asymmetric student T densities | Li, Feng; Villani, Mattias; Kohn, Robert |
2010 | Adaptive hybrid Metropolis-Hastings samplers for DSGE models | Strid, Ingvar; Giordani, Paolo; Kohn, Robert |
2010 | Modeling conditional densities using finite smooth mixtures | Li, Feng; Villani, Mattias; Kohn, Robert |
2015 | Scalable MCMC for large data problems using data subsampling and the difference estimator | Quiroz, Matias; Villani, Mattias; Kohn, Robert |
2015 | Speeding up MCMC by efficient data subsampling | Quiroz, Matias; Villani, Mattias; Kohn, Robert |
2015 | Speeding up MCMC by delayed acceptance and data subsampling | Quiroz, Matias; Villani, Mattias; Kohn, Robert |
2019 | Hamiltonian Monte Carlo with energy conserving subsampling | Dang, Khue-Dung; Quiroz, Matias; Kohn, Robert; Tran, Minh-Ngoc; Villani, Mattias |
2019 | Subsampling Sequential Monte Carlo for static Bayesian models | Gunawan, David; Dang, Khue-Dung; Quiroz, Matias; Kohn, Robert; Tran, Minh-Ngoc |