Mike West

Arts and Sciences Professor of Statistics and Decision Sciences

External address: 
214C Old Chemistry, Durham, NC 27708
Internal office address: 
Box 90251, Durham, NC 27708-0251
Phone: 
(919) 684-8842

Overview

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.

Education & Training

  • Ph.D., University of Nottingham 1982

  • B.S., University of Nottingham 1978

Prado, R, and West, M. Time Series: Modeling, Computation, and Inference. CRC Press, May 21, 2010.

Prado, R, and West, M. Time Series: Modelling, Computation & Inference. Chapman & Hall/CRC Press, 2010.

The Oxford Handbook of Applied Bayesian Analysis. Ed. A O' Hagan and M West. 2010.

West, M, and Harrison, PJ. Bayesian Forecasting & Dynamic Models. Springer Verlag, 1997.

Pole, A, West, M, and Harrison, PJ. Applied Bayesian Forecasting & Time Series Analysis. Chapman-Hall, 1994.

West, M. "Bayesian dynamic modelling." Bayesian Theory and Applications. Ed. P Damien, P Dellaportes, NG Polson, and DA Stephens. Clarendon: Oxford University Press, 2013. 145-166.

Bernardo, JM, Bayarri, MJ, Berger, JO, Dawid, AP, Heckerman, D, Smith, AFM, and West, M. "Preface." January 19, 2012. Full Text

Merl, D, Lucas, JE, Nevins, JR, Shen, H, and West, M. "Trans-study projection of genomic biomarkers using sparse factor regression models." The Handbook of Applied Bayesian Analysis. Ed. AO Hagan and M West. Oxford University Press, April 2010. 118-154.

Lucas, JE, Carvalho, CM, Merl, D, and West, M. "In-vitro to In-vivo factor profiling in expression genomics." Bayesian Modelling in Bioinformatics. Ed. D Dey, S Ghosh, and B Mallick. Taylor-Francis, 2010. p293-316.

Shen, H, and West, M. "Bayesian modelling for biological pathway annotation of gene expression pathway signatures." Frontiers of Statistical Decision Making and Bayesian Analysis. Ed. M-H Chen, DK Dey, P Mueller, D Sun, and K Ye. New York: Springer-Verlag, 2010. 285-302.

West, M. "Bayesian forecasting." Methods and Applications of Statistics in Business, Finance and Management Science. Ed. N Balakrishnan. Wiley, 2010. p72-84.

Lucas, JE, Carvalho, CM, Wang, Q, Bild, AH, Nevins, JR, and West, M. "Sparse statistical modelling in gene expression genomics." Bayesian Inference for Gene Expression and Proteomics. Ed. KA Do, P Mueller, and M Vannucci. Cambridge University Press, 2006. 155-176.

Patil, P, West, M, Wheal, HV, and Turner, DA. "Physiological and statistical approaches to modelling of synaptic responses." Modeling in the Neurosciences: From Biological Systems to Neuromimetic Robots. Ed. GN Reeke, RR Poznanski, KA Lindsay, JR Rosenberg, and O Sporns. Taylor & Francis, CRC Press, 2005. 61-88.

Liu, J, and West, M. "Combined parameter and state estimation in simulation-based filtering." Sequential Monte Carlo Methods in Practice. Ed. A Doucet, JFGD Freitas, and NJ Gordon. New York: Springer-Verlag, 2001. 197-217.

Krystal, AD, Zoldi, S, Prado, R, Greenside, HS, and West, M. "The spatiotemporal dynamics of generalized tonic-clonic seizure EEG data: Relevance to the climinal practice of electroconvulsive therapy." Nonlinear Dynamics and Brain Functioning. Ed. N Pradhan, PE Rapp, and R Sreenivasan. New York: Novascience, 1999.

Pages

Zhao, Z, Xie, M, and West, M. "Rejoinder to ‘Dynamic dependence networks: Financial time series forecasting and portfolio decisions’." Ed. H Yang. Applied Stochastic Models in Business and Industry 32.3 (May 2016): 336-339. Full Text

Nakajima, J, and West, M. "Dynamic network signal processing using latent threshold models." Digital Signal Processing 47 (December 2015): 5-16. Full Text

Zhou, X, Nakajima, J, and West, M. "Bayesian forecasting and portfolio decisions using dynamic dependent sparse factor models." International Journal of Forecasting 30.4 (October 2014): 963-980. Full Text

Kontoghiorghes, EJ, Van Dijk, HK, Belsley, DA, Bollerslev, T, Diebold, FX, Dufour, J-M, Engle, R, Harvey, A, Koopman, SJ, Pesaran, H, Phillips, PCB, Smith, RJ, West, M, Yao, Q, Amendola, A, Billio, M, Chen, CWS, Chiarella, C, Colubi, A, Deistler, M, Francq, C, Hallin, M, Jacquier, E, Judd, K, Koop, G, Lütkepohl, H, MacKinnon, JG, Mittnik, S, Omori, Y, Pollock, DSG, Proietti, T, Rombouts, JVK, Scaillet, O, Semmler, W, So, MKP, Steel, M, Taylor, R, Tzavalis, E, Zakoian, J-M, Boswijk, HP, and Luati, A et al. "CFEnetwork: The Annals of Computational and Financial Econometrics." Computational Statistics & Data Analysis 76 (August 2014): 1-3. Full Text

Mukherjee, C, Kasibhatla, PS, and West, M. "Spatially varying SAR models and Bayesian inference for high-resolution lattice data." Annals of the Institute of Statistical Mathematics 66.3 (June 2014): 473-494. Full Text

Zhou, X, Nakajima, J, and West, M. "Bayesian forecasting and portfolio decisions using dynamic dependent factor models." International Journal of Forecasting - (2014): ---. (Academic Article)

Lin, L, Chan, C, Hadrup, SR, Froesig, TM, Wang, Q, and West, M. "Hierarchical Bayesian mixture modelling for antigen-specific T-cell subtyping in combinatorially encoded flow cytometry studies." STATISTICAL APPLICATIONS IN GENETICS AND MOLECULAR BIOLOGY 12.3 (2013): 309-331. Full Text

Nakajima, J, and West, M. "Bayesian analysis of latent threshold dynamic models." Journal of Business & Economic Statistics 31 (2013): 151-164. (Academic Article) Full Text Open Access Copy

Cron, A, Gouttefangeas, C, Frelinger, J, Lin, L, Singh, SK, Britten, CM, Welters, MJP, van der Burg, SH, West, M, and Chan, C. "Hierarchical modeling for rare event detection and cell subset alignment across flow cytometry samples." PLoS Comput Biol 9.7 (2013): e1003130-. Full Text

Wang, Q, and West, M. "Model-controlled flooding with applications to image reconstruction and segmentation." J Electron Imaging 21.2 (June 22, 2012). Full Text

Pages

Bernardo, JM, Bayarri, MJ, Berger, JO, Dawid, AP, Heckerman, D, Smith, AFM, and West, M. "Bayesian Statistics 9." January 19, 2012. Full Text

Bild, AH, Yao, G, Chang, JT, Wang, QL, Potti, A, Harpole, D, Lancaster, J, Berchuck, A, Olson, JA, Marks, J, Dressman, HK, West, M, and Nevins, JR. "Oncogenic pathway signatures in human cancers as a guide to targeted therapies." November 2005.

Rich, J, Hans, C, Jones, B, McLendon, R, Rasheed, B, Dobra, A, Dressman, H, Bigner, D, Nevins, J, and West, M. "Gene expression profiling links invasion-related genes to poor survival in older glioblastoma patients." July 2005.

Rich, JN, Hans, C, Jones, B, McLendon, RE, Rasheed, A, Dobra, A, Dressman, HK, Bigner, DD, Nevins, JR, and West, M. "Bayesian analysis of gene expression profiles links invasion related genes to poor survival in older glioblastoma patients." 2005.

Berchuck, A, Iversen, E, Lancaster, JM, Henriott, A, Dressman, H, West, M, Nevins, JR, and Marks, JR. "Prediction of long-term versus short-term survival in advanced stage serous ovarian cancer using expression microarrays." February 2004.

Pittman, JL, Tebbit, CL, Black, EP, Dressman, HK, Huang, ES, Olson, JA, Marks, JR, Marcom, PK, Huang, AT, West, M, and Nevins, JR. "Predictive models that combine multiple forms of genomic and clinical data to achieve personalized prediction of outcomes in breast cancer." 2004.

Seo, D, Karra, R, Wang, T, Dressman, H, West, M, Nevins, J, and Goldschmidt, P. "Genomic convergence in the study of human and mouse atherosclerosis." October 28, 2003.

Ferreira, MAR, Bi, Z, West, M, Lee, HKH, and Higdon, DM. "Multiscale modelling of 1-D permeability fields." Oxford University Press, 2003.

Pages

Bonassi, FV, Chan, C, and West, M. Bayesian computation for immune response modeling with sparse time series data. Department of Statistical Science, Duke University, May 15, 2014.

Gruber, LF, and West, M. GPU-accelerated Bayesian learning in simultaneous graphical dynamic linear models. Department of Statistical Science, Duke University, May 15, 2014.

Nakajima, J, and West, M. Bayesian latent threshold modeling: Multivariate time series and dynamic networks. Department of Statistical Science, Duke University, 2014.

Nakajima, J, and West, M. Sparse and dynamic transfer response factor models via Bayesian latent thresholding. Department of Statistical Science, Duke University, June 2013.

Lin, L, Chan, C, and West, M. Discriminative variable subsets in Bayesian classification with mixture models. Department of Statistical Science, Duke University, 2013.

Xie, M, and West, M. Dynamic discounting for model mixing in Bayesian forecasting. Department of Statistical Science, Duke University, 2013.

Fox, EB, and West, M. Autoregressive models for variance matrices: Stationary inverse Wishart processes. Department of Statistical Science, Duke University, 2013.

Cron, AJ, and West, M. Models of random sparse eigenmatrices matrices with application to Bayesian factor analysis. Department of Statistical Science, Duke University, 2012.

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