Gerardo Duran-Martin

Articles

bandits2bayesian‑filter3changepoints2continual‑learning2generalised‑bayes2hidden‑markov‑models1kalman‑filter1neural‑networks3non‑stationary1online‑learning6phd‑thesis1predictive‑bayes2quant‑finance1robustness1state‑space‑models2

Journal

Detecting toxic flow
Álvaro Cartea, Gerardo Duran-Martin, Leandro Sánchez-Betancourt
Quantitative Finance, 26(4), 541-561, February 2026
Paper
A unifying framework for generalised Bayesian online learning in non-stationary environments
Gerardo Duran-Martin, Leandro Sánchez-Betancourt, Alex Shestopaloff, Kevin Murphy
Transactions on Machine Learning Research (TMLR), March 2025
Paper
Code

Conference

Martingale Posterior Neural Networks for Fast Sequential Decision Making
Gerardo Duran-Martin, Leandro Sánchez-Betancourt, Álvaro Cartea, Kevin Murphy
Advances in Neural Information Processing Systems 39 (NeurIPS), June 2025
Paper
Code
Outlier-robust Kalman Filtering through Generalised Bayes
Gerardo Duran-Martin, Matias Altamirano, Alex Shestopaloff, Leandro Sánchez-Betancourt, Jeremias Knoblauch, Matt Jones, Francois-Xavier Briol, Kevin Patrick Murphy
International Conference on Machine Learning (ICML), June 2024
Paper
Code
Low-rank extended Kalman filtering for online learning of neural networks from streaming data
Peter G. Chang, Gerardo Duran-Martin, Alex Shestopaloff, Matt Jones, Kevin Murphy
Conference on Lifelong Learning (CoLLAs), August 2023
Paper
Code
Efficient Online Bayesian Inference for Neural Bandits
Gerardo Duran-Martin, Aleyna Kara, Kevin Murphy
Artificial Intelligence and Statistics (AIStats), March 2022
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Preprint

A Predictive View on Streaming Hidden Markov Models
Gerardo Duran-Martin
arXiv, April 2026
Paper
Code

Thesis

Adaptive, Robust and Scalable Bayesian Filtering for Online Learning
Gerardo Duran-Martin
PhD thesis, May 2025
Paper