On Gibbs sampling for state space models CK Carter, R Kohn Biometrika 81 (3), 541-553, 1994 | 3014 | 1994 |
Nonparametric regression using Bayesian variable selection M Smith, R Kohn Journal of econometrics 75 (2), 317-343, 1996 | 754 | 1996 |
On some properties of Markov chain Monte Carlo simulation methods based on the particle filter MK Pitt, R dos Santos Silva, P Giordani, R Kohn Journal of Econometrics 171 (2), 134-151, 2012 | 369 | 2012 |
Estimation, filtering, and smoothing in state space models with incompletely specified initial conditions CF Ansley, R Kohn The Annals of Statistics, 1286-1316, 1985 | 359 | 1985 |
Efficient implementation of Markov chain Monte Carlo when using an unbiased likelihood estimator A Doucet, MK Pitt, G Deligiannidis, R Kohn Biometrika 102 (2), 295-313, 2015 | 347 | 2015 |
Estimation, prediction, and interpolation for ARIMA models with missing data R Kohn, CF Ansley Journal of the American statistical Association 81 (395), 751-761, 1986 | 344 | 1986 |
Efficient Bayesian inference for Gaussian copula regression models M Pitt, D Chan, R Kohn Biometrika 93 (3), 537-554, 2006 | 321 | 2006 |
Dissecting the random component of utility J Louviere, D Street, R Carson, A Ainslie, JR DeShazo, T Cameron, ... Marketing letters 13, 177-193, 2002 | 290 | 2002 |
Efficient estimation of covariance selection models F Wong, CK Carter, R Kohn Biometrika 90 (4), 809-830, 2003 | 287 | 2003 |
Markov chain Monte Carlo in conditionally Gaussian state space models CK Carter, R Kohn Biometrika 83 (3), 589-601, 1996 | 259 | 1996 |
Parsimonious covariance matrix estimation for longitudinal data M Smith, R Kohn Journal of the American Statistical Association 97 (460), 1141-1153, 2002 | 256 | 2002 |
Speeding up MCMC by efficient data subsampling M Quiroz, R Kohn, M Villani, MN Tran Journal of the American Statistical Association, 2018 | 239 | 2018 |
Efficient Bayesian inference for multiple change-point and mixture innovation models P Giordani, R Kohn Journal of Business & Economic Statistics 26 (1), 66-77, 2008 | 223 | 2008 |
Nonparametric regression using linear combinations of basis functions R Kohn, M Smith, D Chan Statistics and Computing 11 (4), 313-322, 2001 | 223 | 2001 |
Efficient Bayesian inference for dynamic mixture models R Gerlach, C Carter, R Kohn Journal of the American Statistical Association 95 (451), 819-828, 2000 | 213 | 2000 |
A fast algorithm for signal extraction, influence and cross-validation in state space models R Kohn, CF Ansley Biometrika 76 (1), 65-79, 1989 | 160 | 1989 |
Exact likelihood of vector autoregressive-moving average process with missing or aggregated data CF Ansley, R Kohn Biometrika 70 (1), 275-278, 1983 | 145 | 1983 |
Bayesian estimation of an autoregressive model using Markov chain Monte Carlo G Barnett, R Kohn, S Sheather Journal of Econometrics 74 (2), 237-254, 1996 | 144 | 1996 |
A new algorithm for spline smoothing based on smoothing a stochastic process R Kohn, CF Ansley SIAM Journal on Scientific and Statistical Computing 8 (1), 33-48, 1987 | 140 | 1987 |
Adaptive sampling for Bayesian variable selection DJ Nott, R Kohn Biometrika 92 (4), 747-763, 2005 | 138 | 2005 |