Robert Kohn

According to our database, Robert Kohn authored at least 30 papers between 2001 and 2024.

Collaborative distances:

• Dijkstra number of five.
• Erdős number of four.

2024

Flexible Variational Bayes Based on a Copula of a Mixture.

David Gunawan, Robert Kohn, David J. Nott

J. Comput. Graph. Stat., 2024

ProDAG: Projection-induced variational inference for directed acyclic graphs.

Ryan Thompson, Edwin V. Bonilla, Robert Kohn

CoRR, 2024

Contextual Directed Acyclic Graphs.

Ryan Thompson, Edwin V. Bonilla, Robert Kohn

Proceedings of the International Conference on Artificial Intelligence and Statistics, 2024

2023

Automatically adapting the number of state particles in SMC².

Imke Botha, Robert Kohn, Leah F. South, Christopher C. Drovandi

Stat. Comput., August, 2023

Dynamic Mixture of Experts Models for Online Prediction.

Parfait Munezero, Mattias Villani, Robert Kohn

Technometrics, April, 2023

DeepVol: A Deep Transfer Learning Approach for Universal Asset Volatility Modeling.

Chen Liu, Minh-Ngoc Tran, Chao Wang, Richard Gerlach, Robert Kohn

CoRR, 2023

Particle Mean Field Variational Bayes.

Minh-Ngoc Tran, Paco Tseng, Robert Kohn

CoRR, 2023

Realized recurrent conditional heteroskedasticity model for volatility modelling.

Chen Liu, Chao Wang, Minh-Ngoc Tran, Robert Kohn

CoRR, 2023

The Contextual Lasso: Sparse Linear Models via Deep Neural Networks.

Ryan Thompson, Amir Dezfouli, Robert Kohn

Proceedings of the Advances in Neural Information Processing Systems 36: Annual Conference on Neural Information Processing Systems 2023, 2023

2021

The Block-Poisson Estimator for Optimally Tuned Exact Subsampling MCMC.

Matias Quiroz, Minh-Ngoc Tran, Mattias Villani, Robert Kohn, Khue-Dung Dang

J. Comput. Graph. Stat., 2021

2020

A flexible particle Markov chain Monte Carlo method.

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

Stat. Comput., 2020

Subsampling sequential Monte Carlo for static Bayesian models.

David Gunawan, Khue-Dung Dang, Matias Quiroz, Robert Kohn, Minh-Ngoc Tran

Stat. Comput., 2020

Spectral Subsampling MCMC for Stationary Time Series.

Robert Salomone, Matias Quiroz, Robert Kohn, Mattias Villani, Minh-Ngoc Tran

Proceedings of the 37th International Conference on Machine Learning, 2020

2019

Computationally efficient Bayesian estimation of high-dimensional Archimedean copulas with discrete and mixed margins.

David Gunawan, Minh-Ngoc Tran, Kosuke Suzuki, Josef Dick, Robert Kohn

Stat. Comput., 2019

Hamiltonian Monte Carlo with Energy Conserving Subsampling.

Khue-Dung Dang, Matias Quiroz, Robert Kohn, Minh-Ngoc Tran, Mattias Villani

J. Mach. Learn. Res., 2019

Variance reduction properties of the reparameterization trick.

Ming Xu, Matias Quiroz, Robert Kohn, Scott A. Sisson

Proceedings of the 22nd International Conference on Artificial Intelligence and Statistics, 2019

2018

On some variance reduction properties of the reparameterization trick.

Ming Xu, Matias Quiroz, Robert Kohn, Scott A. Sisson

CoRR, 2018

2016

Adaptive Metropolis-Hastings sampling using reversible dependent mixture proposals.

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

Stat. Comput., 2016

2015

A Framework for Batch Scheduling with Variable Neighborhood Search in Wafer Fabrication.

Robert Kohn

PhD thesis, 2015

2013

Study on multi-objective optimization for parallel batch machine scheduling using variable neighbourhood search.

Robert Kohn, Oliver Rose, Christoph Laroque

Proceedings of the Winter Simulations Conference: Simulation Making Decisions in a Complex World, 2013

2012

Study on optimization potential influencing factors in simulation studies focused on parallel batch machine scheduling using variable neighbourhood search.

Robert Kohn, Oliver Rose

Proceedings of the Winter Simulation Conference, 2012

2011

Constructing priors based on model size for nondecomposable Gaussian graphical models: A simulation based approach.

Christopher K. Carter, Frederick Wong, Robert Kohn

J. Multivar. Anal., 2011

Automated generation of analytical process time models for cluster tools in semiconductor manufacturing.

Robert Kohn, Oliver Rose

Proceedings of the Winter Simulation Conference 2011, 2011

2010

Bayesian variable selection and model averaging in the arbitrage pricing theory model.

Rachida Ouysse, Robert Kohn

Comput. Stat. Data Anal., 2010

2009

Bayesian covariance matrix estimation using a mixture of decomposable graphical models.

Helen Armstrong, Christopher K. Carter, Kin Foon Kevin Wong, Robert Kohn

Stat. Comput., 2009

Evaluation of Modeling, Simulation and Optimization Approaches for Work Flow Management in Semiconductor Manufacturing.

Robert Kohn, Daniel Noack, Marcin Mosinski, Zhugen Zhou, Oliver Rose

Proceedings of the 2009 Winter Simulation Conference, 2009

2007

A general approach to heteroscedastic linear regression.

David S. Leslie, Robert Kohn, David J. Nott

Stat. Comput., 2007

2003

Estimation and variable selection in nonparametric heteroscedastic regression.

Paul Yau, Robert Kohn

Stat. Comput., 2003

Representation and Self-Similarity of Shapes.

Davi Geiger, Tyng-Luh Liu, Robert Kohn

IEEE Trans. Pattern Anal. Mach. Intell., 2003

2001

Nonparametric regression using linear combinations of basis functions.

Robert Kohn, Michael S. Smith, David Chan

Stat. Comput., 2001