AdMit. - David Ardia; Lennart F. Hoogerheide; Herman K. van Dijk (R J., 2009)

Bayesian Estimation of the GARCH(1, 1) Model with Student-t Innovations. - David Ardia; Lennart F. Hoogerheide (R J., 2010)

Simulation Based Bayes Procedures for Model Structures with Non-Elliptical Posteriors. - Lennart F. Hoogerheide; Herman K. van Dijk (International Encyclopedia of Statistical Science, 2011)

A comparative study of Monte Carlo methods for efficient evaluation of marginal likelihood. - David Ardia; Nalan Bastürk; Lennart F. Hoogerheide; Herman K. van Dijk (Comput. Stat. Data Anal., 2012)