Duke Probability Theory and Applications
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Mike West, Arts and Sciences Distinguished Professor of Statistics and Decision Sciences

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://www2.stat.duke.edu/~mw/


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
systems biology
biomedical statistics
time series analysis and forecasting
financial time series
sequential Monte Carlo methods
large-scale mixture models
spatial modelling


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 (January, 2010), pp. 1-354, Chapman and Hall/CRC, ISBN 9781420093360 [mw/tsbook/], [doi]  [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 (June, 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 (December, 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 (January, 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 (December, 2009), pp. 393-412, Institute of Mathematical Statistics, ISSN 1936-0975 [html], [doi]  [abs]