Mike West, Duke University  

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

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BEST Award
Stat@Duke

Here is a quick graphic view of my areas of research

Some key current areas of focus for statistical theory, methods and computational research include:

  • Bayesian modelling of sparse multivariate structures in complex statistical models - sparse latent factor models and graphical modelling;
  • Problems with large data sets and high-dimensional covariate spaces in regression and classification models for prediction, including highly structured mixture modelling for large data sets;
  • Latent factor models, including applications in high-dimensional statistical models, multi-scale time series, and others;
  • Graphical models, and related statistical and graph theory for graph structuring;
  • Multivariate time series and state-space modelling with factor, graphical and non-parametric/non-linear structure;
  • MCMC and sequential Monte Carlo (particle filtering) simulation methods for Bayesian computation;
  • Large-scale model search and stochastic methods for evolutionary exploration of complex model spaces;
  • Image modelling and tracking problems in dynamic imaging;
  • GPU (graphics processing unit) computation for statistics.
Current collaborations include applications in finance, and major projects in genomics, cellular studies and systems biology, including:
  • Large-scale portfolio studies in global investment management, and small-scale portfolios in mutual fund studies at the level of individual investors;
  • Molecular profiling in cancer (and other areas) using genomic data, and statistical analysis for translation of laboratory-to-clinical studies;
  • Gene expression analysis in biological pathway studies, - deregulation of oncogenic pathways, pathways related to environmental influences in cancer, and others;
  • Parameter estimation and model evaluation using discrete-time dynamic stochastic models of dynamic cellular networks;
  • Imaging methodology for single-cell fluorescent studies in systems biology;
  • Statistical mixture modelling of large-scale spatio-temporal organisation of multiple cell types in immunology.