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David Kohns

@davidkohns.bsky.social

Postdoc in CS at Aalto University within Bayesian Workflow Group. Working on Bayesian methodology for the intersection between Econometrics and Computer Science. Interested in Time-Series, Quantile regression, Priors and Model Selection.

Posts Replies Media

David Kohns @davidkohns.bsky.social · 01/06/2025

New to the blog-game, but excited to share a piece I wrote on how to use the ARR2 prior for dynamic regression using cmdstanr: davkoh.github.io/case-studies... It extends the idea of using R2-type priors to autoregressive state-space models (published in Bayesian Analysis) 🏴‍☠️ @avehtari.bsky.social

davkoh.github.io

Dynamic Regression Case Study

1122

David Kohns @davidkohns.bsky.social · 01/06/2025

New to the blog-game, but excited to share a piece I wrote on how to use the ARR2 prior for dynamic regression using cmdstanr: davkoh.github.io/case-studies... It extends the idea of using R2-type priors to autoregressive state-space models (published in Bayesian Analysis) 🏴‍☠️ @avehtari.bsky.social

davkoh.github.io

Dynamic Regression Case Study

1122