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Mike West, Arts and Sciences Professor of Statistics and Decision Sciences and Member of Duke Cancer Institute

 

Go to my personal web page for links and info on my teaching, publication list (sortable and searchable -- just click on table headers), current research, current & past students, software, etc.

Contact Info:
Office Location:  
Email Address: send me a message
Web Page:  http://www.stat.duke.edu/~mw

Teaching (Fall 2017):

  • STA 642.01, TIME SERIES AND DYNAMIC MODELS Synopsis
    Perkins 071, M 08:30 AM-11:20 AM
  • STA 701S.01, RDGS STATISTICAL SCIENCE Synopsis
    Old Chem 116, MWF 03:20 PM-04:30 PM
Teaching (Spring 2018):
  • STA 701S.01, RDGS STATISTICAL SCIENCE Synopsis
    Old Chem 116, MWF 03:20 PM-04:30 PM
  • STA 831.01, PROBABILITY/STAT MODELS Synopsis
    Old Chem 025, W 08:30 AM-11:20 AM

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)

  1. Prado, R; West, M, Time Series: Modeling, Computation, and Inference (2010), pp. 368 pages, CRC Press, ISBN 1420093363 [mw/tsbook/]  [abs]
  2. Yoshida, R; West, M, Bayesian learning in sparse graphical factor models via annealed entropy, Journal of Machine Learning Research, vol. 11 (2010), pp. 1771-1798, ISSN 1532-4435 [html]  [abs]
  3. Suchard, MA; Wang, Q; Chan, C; Frelinger, J; Cron, A; West, M, Understanding GPU programming for statistical computation: Studies in massively parallel massive mixtures, Journal of computational and graphical statistics : a joint publication of American Statistical Association, Institute of Mathematical Statistics, Interface Foundation of North America, vol. 19 no. 2 (2010), pp. 419-438, ISSN 1061-8600 [repository], [doi]  [abs]
  4. Wang, H; West, M, Bayesian analysis of matrix normal graphical models., Biometrika, vol. 96 no. 4 (2009), pp. 821-834, ISSN 0006-3444 [22822246], [doi]  [abs]
  5. Lucas, J; Carvalho, C; West, M, 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 [19222378], [doi]  [abs]
  6. Liu, F; West, M, A dynamic modelling strategy for bayesian computer model emulation, Bayesian Analysis, vol. 4 no. 2 (2009), pp. 393-412, ISSN 1936-0975 [html], [doi]  [abs]