Projects per year
Personal profile
Biography
Gael Martin is a Professor of Econometrics in the Department of Econometrics and Business Statistics. Her primary research interests are:
Bayesian Inference; Computational Statistics; Probabilistic Forecasting; Financial Econometrics; Time Series Analysis; Long Memory Time Series; Count Time Series
An up-to-date list of publications, work in progress, ARC grant projects, and editorial, supervision and teaching responsibilities can be found at the following personal home page web address:
http://www-personal.buseco.monash.edu.au/~gmartin/
This personal home page is regularly maintained.
(The Faculty profile page is often out-of-date.)
Expertise related to UN Sustainable Development Goals
In 2015, UN member states agreed to 17 global Sustainable Development Goals (SDGs) to end poverty, protect the planet and ensure prosperity for all. This person’s work contributes towards the following SDG(s):
Collaborations and top research areas from the last five years
-
Loss-based Bayesian Prediction
Maneesoonthorn, O., Martin, G., Frazier, D. & Hyndman, R.
19/06/20 → 18/06/25
Project: Research
-
The Validation of Approximate Bayesian Computation: Theory and Practice
Martin, G., Frazier, D., Renault, E. & Robert, C.
Australian Research Council (ARC), Monash University, Brown University, Université Paris Dauphine (Paris Dauphine University)
1/02/17 → 31/12/21
Project: Research
-
Approximate Bayesian computation in state space models
Martin, G., Forbes, C., McCabe, B. & Robert, C.
Australian Research Council (ARC), Monash University, University of Liverpool, Université Paris Dauphine (Paris Dauphine University)
2/04/15 → 1/07/19
Project: Research
-
Semi-Parametric Bootstrap-Based Inference in Long-Memory Models
Poskitt, D. & Martin, G.
Australian Research Council (ARC)
3/01/12 → 31/12/17
Project: Research
-
ABC-based forecasting in misspecified state space models
Weerasinghe, C., Loaiza-Maya, R., Martin, G. M. & Frazier, D. T., 2024, (Accepted/In press) In: International Journal of Forecasting. 20 p.Research output: Contribution to journal › Article › Research › peer-review
Open Access -
Approximating Bayes in the 21st century
Martin, G. M., Frazier, D. T. & Robert, C. P., 2024, In: Statistical Science. 39, 1, p. 20-45 26 p.Research output: Contribution to journal › Review Article › Research › peer-review
8 Citations (Scopus) -
Bayesian forecasting in economics and finance: a modern review
Martin, G. M., Frazier, D. T., Maneesoonthorn, W., Loaiza-Maya, R., Huber, F., Koop, G., Maheu, J., Nibbering, D. & Panagiotelis, A., Apr 2024, In: International Journal of Forecasting. 40, 2, p. 811-839 29 p.Research output: Contribution to journal › Review Article › Research › peer-review
5 Citations (Scopus) -
Computing Bayes: from then ‘til now
Martin, G. M., Frazier, D. T. & Robert, C. P., 2024, In: Statistical Science. 39, 1, p. 3-19 17 p.Research output: Contribution to journal › Review Article › Research › peer-review
3 Citations (Scopus) -
Loss-Based Variational Bayes Prediction
Frazier, D. T., Loaiza-Maya, R., Martin, G. M. & Koo, B., 2024, (Accepted/In press) In: Journal of Computational and Graphical Statistics. 31 p.Research output: Contribution to journal › Article › Research › peer-review
Open Access1 Citation (Scopus)