My main research areas are firmly within the realm of Bayesian statistics and Markov chain Monte Carlo methods. I’m generally interested in dynamic models as well as MCMC and other computing methods for dynamic models. I also have in interest in constructing priors for covariance matrices, though this is partially motivated by my interest in dynamic models. Finally, I’m also interested in applications of Bayesian statistics to time series problems and causal inference, particularly in economics, and applications to experimental economics.
- [Under Review] Interweaving Markov Chain Monte Carlo Strategies for Efficient Estimation of Dynamic Linear Models, Submitted to Journal of Computational and Graphical Statistics, (Matthew Simpson, Jarad Niemi and Vivekananda Roy)
- [Under Review] Covariance Matrix Prior Distributions for Hierarchical Linear Models, Submitted to Proceedings of Kansas State University Conference on Applied Statistics in Agriculture. (Ignacio Alvarez-Castro, Matthew Simpson, and Jarad Niemi)
Posters and Presentations
- Ancillary-Sufficiency or not; Interweaving to Improve MCMC Estimation of the Local Level Model. Poster at the EFaB meeting of the Bayes 250 conference at Duke University, December 16, 2013.
- Interweaving Markov Chain Monte Carlo Strategies for Efficient Estimation of Dynamic Linear Models. Presentation at BAYSM’14 at the WU Vienna University of Business and Economics, September 18, 2014.