Robert Kohn

Orcid: 0000-0002-3733-1474

According to our database1, Robert Kohn authored at least 28 papers between 2001 and 2023.

Collaborative distances:
  • Dijkstra number2 of five.
  • Erdős number3 of four.

Timeline

Legend:

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PhD thesis 
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Links

On csauthors.net:

Bibliography

2023
Automatically adapting the number of state particles in SMC<sup>2</sup>.
Stat. Comput., August, 2023

Dynamic Mixture of Experts Models for Online Prediction.
Technometrics, April, 2023

Contextual directed acyclic graphs.
CoRR, 2023

DeepVol: A Deep Transfer Learning Approach for Universal Asset Volatility Modeling.
CoRR, 2023

Particle Mean Field Variational Bayes.
CoRR, 2023

Realized recurrent conditional heteroskedasticity model for volatility modelling.
CoRR, 2023

The Contextual Lasso: Sparse Linear Models via Deep Neural Networks.
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.
J. Comput. Graph. Stat., 2021

2020
A flexible particle Markov chain Monte Carlo method.
Stat. Comput., 2020

Subsampling sequential Monte Carlo for static Bayesian models.
Stat. Comput., 2020

Spectral Subsampling MCMC for Stationary Time Series.
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.
Stat. Comput., 2019

Hamiltonian Monte Carlo with Energy Conserving Subsampling.
J. Mach. Learn. Res., 2019

Variance reduction properties of the reparameterization trick.
Proceedings of the 22nd International Conference on Artificial Intelligence and Statistics, 2019

2018
On some variance reduction properties of the reparameterization trick.
CoRR, 2018

2016
Adaptive Metropolis-Hastings sampling using reversible dependent mixture proposals.
Stat. Comput., 2016

2015
A Framework for Batch Scheduling with Variable Neighborhood Search in Wafer Fabrication.
PhD thesis, 2015

2013
Study on multi-objective optimization for parallel batch machine scheduling using variable neighbourhood search.
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.
Proceedings of the Winter Simulation Conference, 2012

2011
Constructing priors based on model size for nondecomposable Gaussian graphical models: A simulation based approach.
J. Multivar. Anal., 2011

Automated generation of analytical process time models for cluster tools in semiconductor manufacturing.
Proceedings of the Winter Simulation Conference 2011, 2011

2010
Bayesian variable selection and model averaging in the arbitrage pricing theory model.
Comput. Stat. Data Anal., 2010

2009
Bayesian covariance matrix estimation using a mixture of decomposable graphical models.
Stat. Comput., 2009

Evaluation of Modeling, Simulation and Optimization Approaches for Work Flow Management in Semiconductor Manufacturing.
Proceedings of the 2009 Winter Simulation Conference, 2009

2007
A general approach to heteroscedastic linear regression.
Stat. Comput., 2007

2003
Estimation and variable selection in nonparametric heteroscedastic regression.
Stat. Comput., 2003

Representation and Self-Similarity of Shapes.
IEEE Trans. Pattern Anal. Mach. Intell., 2003

2001
Nonparametric regression using linear combinations of basis functions.
Stat. Comput., 2001


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