Mike West, Arts & Sciences Professor of Statistical Science
| Office Location: | |
| Email Address: |   |
| Web Page: | http://www.stat.duke.edu/~mw |
- Specialties:
-
Bayesian Statistics
Time Series
Complex Hierarchical and Latent Variable Modelling
High-dimensional Statistical Models
Graphical Models
Applied Statistics
Data Mining and Machine Learning
MonteCarlo Methodology
Foundations of Statistical Inference
Multiscale/Multiresolution Methods
Model Combination
Model Selection
Stochastic Processes
Nonparametric Statistical Modelling
Spatial Statistics
- Research Interests: Statistical Science, Computation, Genomics, Time Series & Finance
Go to my personal page for detailed information on research, active projects, teaching, links to students, collaborations, people, software, places, job opportunities, etc.
- Areas of Interest:
- Bayesian statistics
computational science
mathematical modelling
genomics
systems biology
biomedical statistics
time series analysis and forecasting
financial time series
sequential Monte Carlo methods
large-scale mixture models
spatial modelling
- Keywords:
- Bayesian • modelling • computation • genomics
- Current Ph.D. Students
(Former Students)
- Caspar Wu
- Chris Hans
- Carlos Carvallo
- Marco Ferreira
- Ming Liao
- Viridiana Lourdes
- Jane Lui
- Hedibert F. Lopes
- Susan Paddock
- Racquel Prado
- Omar Aguilar
- Gabriel Huerta
- Giovanni Petris
- Claudia Tebaldi
- Yang Chen
- Frank Li
- Guoliang Cao
- Dani Gamerman
- Jose Quintana
- Postdocs Mentored
- Emily Fox (2009-present)
- Haige Shen (2008)
- Ioanna Manolopolou (2008 - present)
- Joe Lucas (2006 - 2007)
- Carlos Carvalho (2006 - 2007)
- Dan Merl (2007 - present)
- Jun Zhai (2005 - present)
- Wei Chen (2005 - present)
- Weishi (Vivian) Yuan (2004)
- Quanli Wang (2003 - present)
- Beatrix Jones (2002-2004)
- Adrian Dobra (2002-2003)
- Jennifer Clarke (2001-2004)
- Herbie Lee (1999-2002)
- Rainer Spang (1999-2001)
- Harry Zuzan (1999-2001)
- Agostino Nobile (1994-1995)
- Andy Pole (1985-1989)
- Representative Publications
(More Publications)
- Raquel Prado and Mike West, Time Series: Modelling, Computation and Inference (2010), Chapman & Hall/CRC Press, The Taylor Francis Group, ISBN 978-1-420093360 [available here]
- R. Yoshida and M. West, Bayesian learning in sparse graphical factor models via annealed entropy, Journal of Machine Learning Research, vol. 11 (2010), pp. 1771-1798 [html]
- M. Suchard, Q. Wang, C. Chan, J. Frelinger, A. Cron and M. West, Understanding GPU programming for statistical computation: Studies in massively parallel massive mixtures, Journal of Computational and Graphical Statistics, vol. 19 (2010), pp. 419-438 [html], [doi]
- H. Wang and M. West, Bayesian analysis of matrix normal graphical models, Biometrika, vol. 96 (2009), pp. 821-834 [html], [doi]
- J.E. Lucas, C.M. Carvalho and M. West, A Bayesian analysis strategy for cross-study translation of gene expression biomarkers, Statistical Applications in Genetics and Molecular Biology, vol. 8 no. 1 (2009), pp. Article 11 [html]
- F. Liu and M. West, A dynamic modelling strategy for Bayesian computer model emulation, Bayesian Analysis, vol. 4 (2009), pp. 393-412 [html]