Gael M. Martin

Publication Activity (10 Years)

Years Active: 2005-2023
Publications (10 Years): 1

Top Topics

Graphical Models

Predictive Accuracy

Classification Rules

Top Venues

J. Comput. Graph. Stat.

Publications

David T. Frazier, Ruben Loaiza-Maya, Gael M. Martin
Variational Bayes in State Space Models: Inferential and Predictive Accuracy. J. Comput. Graph. Stat. 32 (3) (2023)
Chris M. Strickland, Gael M. Martin, Catherine S. Forbes
Parameterisation and efficient MCMC estimation of non-Gaussian state space models. Comput. Stat. Data Anal. 52 (6) (2008)
Chris M. Strickland, Catherine S. Forbes, Gael M. Martin
Bayesian analysis of the stochastic conditional duration model. Comput. Stat. Data Anal. 50 (9) (2006)
Andrew D. Sanford, Gael M. Martin
Simulation-based Bayesian estimation of an affine term structure model. Comput. Stat. Data Anal. 49 (2) (2005)