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davidkohns.bsky.social
David Kohns
@davidkohns.bsky.social
18 followers 5 following 2 posts
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.
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davidkohns.bsky.social
David Kohns @davidkohns.bsky.social · Jun 2
Thanks to Noa Kallioinen, Andrew Johnson, Yann Mclatchie and Aki Vehtari, @teemusailynoja.bsky.social, @alex-andorra.bsky.social for very helpful comments and suggestions!
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davidkohns.bsky.social
David Kohns @davidkohns.bsky.social · Jun 1
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
Dynamic Regression Case Study
davkoh.github.io
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