Simulation-based Bayesian estimation of an affine term structure model. - Andrew D. Sanford; Gael M. Martin (Comput. Stat. Data Anal., 2005)

Bayesian analysis of the stochastic conditional duration model. - Chris M. Strickland; Catherine S. Forbes; Gael M. Martin (Comput. Stat. Data Anal., 2006)

Parameterisation and efficient MCMC estimation of non-Gaussian state space models. - Chris M. Strickland; Gael M. Martin; Catherine S. Forbes (Comput. Stat. Data Anal., 2008)

Variational Bayes in State Space Models: Inferential and Predictive Accuracy. - David T. Frazier; Ruben Loaiza-Maya; Gael M. Martin (J. Comput. Graph. Stat., 2023)

Loss-Based Variational Bayes Prediction. - David T. Frazier; Ruben Loaiza-Maya; Gael M. Martin; Bonsoo Koo (J. Comput. Graph. Stat., 2025)