Mike West, Duke University  

Mike West
The Arts & Sciences Professor of Statistics & Decision Sciences
Department of Statistical Science
Duke University

Home
Teaching
Students & Postdocs
Publications
Software & data
Research
Videos
Conferences
Other links
Contact & Directions
 
 
BEST Award
Stat@Duke

Mike's research and teaching activities in Bayesian statistics involve stochastic modelling in higher-dimensional problems: theory and methods of dynamic models in time series analysis, multivariate analysis, latent structure, high-dimensional inference and computation, stochastic computational methods, parallel/GPU computing and computation, among others.

Inter-disciplinary application areas have included research in signal processing, finance, econometrics, climatology, systems biology, genomics and neuroscience, among others. Currently active areas include financial econometrics, high-dimensional time series, dynamic networks, nonlinear dynamics in biomedical studies, spatio-temporal systems and computer model emulation.


Some books

Next short course
Some videos
Some conferences

Some Boards & Institutes I am currently affiliated with:
Advisory Board Member:
  • I2SDS, George Washington University, DC
  • Computational and Financial Econometrics Network
  • The Institute of Statistical Mathematics, Tokyo
  • Fellow:
  • The Granger Centre for Time Series Econometrics
  • Board of Directors:
  • BEAM Multi-Strategy Fund
  • Panton Inc