Prof Neal is a leading researcher in Statistical Computing, Pattern Recognition etc and is presently a Professor in the Department of Statistics and the Department of Computer Science at the University of Toronto. His home page can be accessed by clicking here. I hope his blog would help me (and us) in learning a lot more about statistics, especially for Machine Learning. For starters I would highly recommend his post on Down Syndrome and Decision Theory.
Quoting a rather nice paragraph from Dr Radford Neal’s PhD thesis. (Source):
Sometimes a simple model will outperform a more complex model . . . Nevertheless, I believe that deliberately limiting the complexity of the model is not fruitful when the problem is evidently complex. Instead, if a simple model is found that outperforms some particular complex model, the appropriate response is to define a different complex model that captures whatever aspect of the problem led to the simple model performing well.