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Mike West |
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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, systems biology, spatio-temporal systems and computer model emulation.
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