Arts and Sciences 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.
West, M, and Harrison, J. Bayesian Forecasting and Dynamic Models. Springer Science & Business Media, June 29, 2013.
Prado, R, and West, M. Time Series: Modeling, Computation, and Inference. CRC Press, May 21, 2010.
The Oxford Handbook of Applied Bayesian Analysis. Ed. A O' Hagan and M West. 2010.
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.
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.
Hyland, R, Obach, RS, Stoner, C, West, M, Wester, MR, Youdim, K, and Zientek, M. "Drug-drug interactions: Screening for liability and assessment of risk." Hit and Lead Profiling: Identification and Optimization of Drug-like Molecules. March 2, 2010. 165-196. Full Text
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.
Chen, X, Irie, K, Banks, D, Haslinger, R, Thomas, J, and West, M. "Scalable Bayesian Modeling, Monitoring, and Analysis of Dynamic Network Flow Data." Journal of the American Statistical Association (July 10, 2017): 1-15. Full Text
Gruber, LF, and West, M. "Bayesian online variable selection and scalable multivariate volatility forecasting in simultaneous graphical dynamic linear models." Econometrics and Statistics 3 (July 2017): 3-22. Full Text
Nakajima, J, and West, M. "Dynamics & sparsity in latent threshold factor models: A study in multivariate EEG signal processing." Brazilian Journal of Probability and Statistics 31.4 (January 1, 2017): 701-731. Full Text
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
Zhao, ZY, Xie, M, and West, M. "Dynamic dependence networks: Financial time series forecasting and portfolio decisions." Ed. Yang, H. Applied Stochastic Models in Business and Industry 32.3 (May 2016): 311-332. Full Text
Gruber, LF, and West, M. "GPU-accelerated Bayesian learning in simultaneous graphical dynamic linear models." Bayesian Analysis 11 (2016): 125-149. Full Text
Lin, L, Chan, C, and West, M. "Discriminative variable subsets in Bayesian classification with mixture models, with application in flow cytometry studies." Biostatistics (Oxford, England) 17.1 (January 2016): 40-53. 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, PC, Smith, RJ, West, M, Yao, Q, Amendola, A, Billio, M, Chen, CW, 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, D, Proietti, T, Rombouts, JV, Scaillet, O, Semmler, W, So, MK, 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
Cron, A, and West, M. "Models of random sparse eigenmatrices and Bayesian analysis of multivariate structure." January 1, 2016. Full Text
Julia, , Chen, L-Y, Lucas, JE, Schroeder, T, Mori, S, Wu, J, Nevins, J, Dewhirst, M, West, M, and Chi, J-T. "The genomic analysis of lactic acidosis and acidosis response in human cancers." May 1, 2009.
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.
Petersen, RP, Bild, A, Dressman, H, Joshi, MBM, Conlon, DH, West, M, Nevins, JR, and Harpole, DH. "Gene expression signatures for prognosis in NSCLC, coupled with signatures of oncogenic pathway deregulation, provide a novel approach for selection of molecular targets." June 1, 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.
Bonassi, FV, and West, M. Sequential Monte Carlo with Adaptive Weights for Approximate Bayesian Computation. March 2015. Full Text
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.
Nakajima, J, and West, M. Sparse and dynamic transfer response factor models via Bayesian latent thresholding. Department of Statistical Science, Duke University, June 2013.
Fox, EB, and West, M. Autoregressive models for variance matrices: Stationary inverse Wishart processes. Department of Statistical Science, Duke University, 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.
Cron, AJ, and West, M. Models of random sparse eigenmatrices matrices with application to Bayesian factor analysis. Department of Statistical Science, Duke University, 2012.
Ji, C, Shen, H, and West, M. Bounded approximations for marginal likelihoods. Department of Statistical Science, Duke University, 2010.
Manolopoulou, I, Wang, X, Ji, C, Lynch, HE, Stewart, S, Sempowski, GD, Alam, SM, West, M, and Kepler, TB. Statistical analysis of immunofluorescent histology. Department of Statistical Science, Duke University, 2010.
Reeson, C, Carvalho, CM, and West, M. Dynamic graphical models and portfolio allocations for structured mutual funds. Department of Statistical Science, Duke University, 2009.