Mike West

West

Arts and Sciences Distinguished Professor of Statistics and Decision Sciences

Some current research interests:

Foundations and theory

  • Model uncertainty and Bayesian predictive decision synthesis.
  • Causal predictive inference.

Modelling

  • Multivariate and multiscale time series and dynamic modelling in forecasting and decision analysis.  
  • Dynamic network modelling and monitoring.

Methodology and computation

  • Computational scalability of dynamic models via analytic and direct simulation methods. 
  • Optimisation in Bayesian decision analysis.

Applications

  • Macro-economic policy-related forecasting and decision analysis (with central bank collaborators). 
  • Financial time series forecasting and decision analysis (with financial industry collaborators).
  • Commercial forecasting, decision analysis and causal inference (with consumer industry collaborators).
  • Large-scale dynamic network monitoring (with IT industry and government collaborators).