2 citations · 2 across the 2 of their papers we have counts for
3 papers
stat.ME2025
R2 priors for Grouped Variance Decomposition in High-dimensional Regression
Javier Enrique Aguilar, David Kohns, Aki Vehtari +1
We introduce the Group-R2 decomposition prior, a hierarchical shrinkage prior that extends R2-based priors to structured regression settings with known groups of predictors. By dec…
stat.ME2025
Joint Quantile Shrinkage: A State-Space Approach toward Non-Crossing Bayesian Quantile Models
David Kohns, Tibor Szendrei
Crossing of fitted conditional quantiles is a prevalent problem for quantile regression models. We propose a new Bayesian modelling framework that penalises multiple quantile regre…
econ.EM2021★ 2 cited
Decoupling Shrinkage and Selection for the Bayesian Quantile Regression
David Kohns, Tibor Szendrei
This paper extends the idea of decoupling shrinkage and sparsity for continuous priors to Bayesian Quantile Regression (BQR). The procedure follows two steps: In the first step, we…