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.
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
It extends the idea of using R2-type priors to autoregressive state-space models (published in Bayesian Analysis) 🏴☠️ @avehtari.bsky.social
Dynamic Regression Case Study
davkoh.github.io
June 1, 2025 at 12:49 PM
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
It extends the idea of using R2-type priors to autoregressive state-space models (published in Bayesian Analysis) 🏴☠️ @avehtari.bsky.social