Mike West, Duke University  

Mike West
The Arts & Sciences Distinguished 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:

BPDS portfolio analysis
python
2024

PyBatS python code
Bayesian time series & forecasting
2020+

Time series & forecasting
code & data/examples
1982-2024+

R/GPU code
Simultaneous graphical DLMs
2016+

BPS Code
Bayesian predictive synthesis
2014+

LTM code
Latent threshold dynamic modelling
2011+

Sparse E code
Sparse eigenmatrix factor analysis
2011+

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

GPU Code
GPU for massive mixtures
2010+

BFRM
Sparse Bayesian factor regression models
2006+

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

CellTracer
Automated dynamic image analysis for single cell studies
2007+

Dynamically explore large graphs & networks
2005+

Stochastic computation in Gaussian graphical models
2004+

HIW
Simulation of hyper-inverse Wishart distributions
2007+

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

SSS
Shotgun stochastic search in regression models with many variables
2005+

TVAR
Time series analysis and decomposition in AR and TVAR models
2000+

DLM-GASP
Multivariate DLMs & GPs for computer model emulation
2009+

PROPA
Probabilistic biological pathway annotation models
2006+

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

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

SimTree
Predictive methods using classification and regression
2004+

BATS
Bayesian forecasting
1984+

Other teaching data:

Some time series data sets

 

 

Other teaching data sets