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 an 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 The Kansas State University Conference on Applied Statistics in Agriculture. (Ignacio Alvarez-Castro, Matthew Simpson, and Jarad Niemi)
  • [Under Review] Application of Interweaving in DLMs to an Exchange and Specialization Experiment, Submitted to Proceedings of The Second Bayesian Young Statisticians Meeting. (Matthew Simpson)

Posters and Presentations