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.

17 Followers | 5 Following | 2 Posts | Joined: 01.06.2025 | 1.3135

Latest posts by davidkohns.bsky.social on Bluesky

Thanks to Noa Kallioinen, Andrew Johnson, Yann Mclatchie and Aki Vehtari, @teemusailynoja.bsky.social, @alex-andorra.bsky.social for very helpful comments and suggestions!

02.06.2025 12:31 — 👍 1 🔁 0 💬 0 📌 0

Dynamic Regression Case Study

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

01.06.2025 12:49 — 👍 12 🔁 2 💬 1 📌 1

@davidkohns is following 5 prominent accounts

Leo Lahti
@antagomir

Prof. in Data Science, Turku, Finland. Analysis and modeling of complex natural and social systems. Open X.

Richard McElreath 🐈‍⬛
@rmcelreath

Anthropologist - Bayesian modeling - organic modem converting poetry into code - cat and cooking content too - Director @ MPI for evolutionary anthropology https://www.eva.mpg.de/ecology/staff/richard-mcelreath/

Osvaldo Martin
@aloctavodia

Research Fellow at Aalto University. Open source contributor #ArviZ, #Bambi, #Kulprit, #PreliZ, #PyMC, #PyMC-BART. Support me at https://ko-fi.com/aloctavodia https://bayes.club/@aloctavodia

Aki Vehtari
@avehtari

Professor in computational Bayesian modeling at Aalto University, Finland. Bayesian Data Analysis 3rd ed, Regression and Other Stories, and Active Statistics co-author. #mcmc_stan and #arviz developer. Web page https://users.aalto.fi/~ave/

Bluesky
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