Mike West, Duke University  

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

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BEST Award
Stat@Duke

Software & data from Mike's groups & coauthors:

LTM code
Latent threshold dynamic modelling
2011-present

Sparse E code
Random sparse eigenmatrix models for sparse factor analysis
2011-present

SVSAR code
Spatially-varying lattice random field model analysis
2011-present

GPU Code
MCMC and optimization in massive mixtures
2010-12

BFRM
Sparse Bayesian factor regression models
2006-12

Graphical factor models
Bayesian MAP estimation in sparse graphical factor models
2010-11

MCF imaging code
Model-controlled flooding for image reconstruction and segmentation
2010-12

CellTracer
Automated dynamic image analysis for single cell studies
2007-12

GraphExplore
Software for dynamically exploring large graphs & networks
2005-12

GGM
Stochastic computation in Gaussian graphical models
2004-12

HIW
Simulation of hyper-inverse Wishart distributions in sparse graphical modelling
2007-12

Matrix graphs
MCMC and stochastic model search in matrix graphical models
2009-12

SSS
Shotgun stochastic search in regression models with many variables
2005-10

TVAR code
Nonstationary time series analysis and decomposition in time-varying vector AR models
2000-12

AR components
Autoregressive component models for model uncertainty and unit roots in time series
2000-12

DLM-GASP
Multivariate, time-varying autoregressive time series models with Gaussian processes for computer model emulation.
2009-12

PROPA
Probabilistic biological pathway annotation models and their Bayesian analysis
2006-2010

CDP
Cluster Dirichlet Process mixture modelling for non-Gaussian clustering
2009-10

OD Flow
Origin-Destination network flow modelling with network traffic data
1998-00

SimTree
Predictive methods using classification and regression
2004-06

BATS
Applied Bayesian Forecasting software
1994-00 (no longer supported)

Other software & some data from Mike's groups:

Other software at Duke StatSci.
1988-present

Some time series data sets

Some other teaching/research data sets