D
Daniel Simpson
Researcher at University of Toronto
Publications - 106
Citations - 8412
Daniel Simpson is an academic researcher from University of Toronto. The author has contributed to research in topics: Gaussian & Bayesian probability. The author has an hindex of 31, co-authored 104 publications receiving 5495 citations. Previous affiliations of Daniel Simpson include Norwegian University of Science and Technology & University of Bath.
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Penalising Model Component Complexity: A Principled, Practical Approach to Constructing Priors
Abstract: In this paper, we introduce a new concept for constructing prior distributions. We exploit the natural nested structure inherent to many model components, which defines the model component to be a flexible extension of a base model. Proper priors are defined to penalise the complexity induced by deviating from the simpler base model and are formulated after the input of a user-defined scaling parameter for that model component, both in the univariate and the multivariate case. These priors are invariant to reparameterisations, have a natural connection to Jeffreys’ priors, are designed to support Occam’s razor and seem to have excellent robustness properties, all which are highly desirable and allow us to use this approach to define default prior distributions. Through examples and theoretical results, we demonstrate the appropriateness of this approach and how it can be applied in various situations.
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Penalising model component complexity: A principled, practical approach to constructing priors
TL;DR: A new concept for constructing prior distributions that is invariant to reparameterisations, have a natural connection to Jeffreys’ priors, seem to have excellent robustness properties, and allow this approach to define default prior distributions.
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Bayesian computing with INLA: New features
TL;DR: The INLA approach for approximate Bayesian inference for latent Gaussian models has been shown to give fast and accurate estimates of posterior marginals and to be a valuable tool in practice via the R-package R-INLA.
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Bayesian Computing with INLA: A Review
Håvard Rue,Andrea Riebler,Sigrunn Holbek Sørbye,Janine B. Illian,Daniel Simpson,Finn Lindgren +5 more
TL;DR: Integrated nested Laplace approximations (INLA) as mentioned in this paper approximates the integrand with a second-order Taylor expansion around the mode and computes the integral analytically.
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Visualization in Bayesian workflow
TL;DR: Visualization is helpful in each of these stages of the Bayesian workflow and it is indispensable when drawing inferences from the types of modern, high dimensional models that are used by applied researchers.