Mike West is an English and American statistician. West works primarily in the field of Bayesian statistics, with research contributions ranging from theory to applied research in areas including finance, commerce, macroeconomics, climatology, engineering, genomics and other areas of biology. Since 1999, West has been the Arts & Sciences Distinguished Professor of Statistics & Decision Sciences in the Department of Statistical Science at

Duke University Duke University is a private research university in Durham, North Carolina. Founded by Methodists and Quakers in the present-day city of Trinity in 1838, the school moved to Durham in 1892. In 1924, tobacco and electric power industrialist James ...

Education and career

West earned a BSc in mathematics in 1978, and then PhD in mathematics (Statistics) in 1982, from the

University of Nottingham The University of Nottingham is a public university, public research university in Nottingham, United Kingdom. It was founded as University College Nottingham in 1881, and was granted a royal charter in 1948. The University of Nottingham belongs t ...

. He worked at

Warwick University , mottoeng = Mind moves matter , established = , type = Public research university , endowment = £7.0 million (2021) , budget = £698.2 million (2020� ...

before joining

in 1988, where he became the Director of the Institute of Statistics and Decision Sciences (ISDS) from 1990 to 2001. West has made significant contributions to Bayesian theory and methods for time series analysis and forecasting. He has also conducted research on non-parametric Bayesian analysis with methodological and applied research that include implementations of

Dirichlet process In probability theory, Dirichlet processes (after the distribution associated with Peter Gustav Lejeune Dirichlet) are a family of stochastic processes whose realizations are probability distributions. In other words, a Dirichlet process is a pro ...

mixture models starting with a paper published in 1995. His research with molecular geneticists and clinical researchers involved developing predictive models for identifying types of breast cancer using gene expression data, contributing to the popularisation of

biomarker discovery Biomarker discovery is a medical term describing the process by which biomarker (medicine), biomarkers are discovered. Many commonly used blood tests in medicine are biomarkers. There is interest in biomarker discovery on the part of the pharmaceuti ...

through gene expression profiling. West has been a consultant with various companies, banks, government agencies and academic centres, co-founder of a biotech company, and board member of several financial and IT companies. West has also served the international statistics profession in founding roles and as a board member in a number of national and international centres and institutes as well as professional societies.

Elected positions & honours

President of the International Society for Bayesian Analysis in 2009–2010. Elected Fellow of the

Royal Statistical Society The Royal Statistical Society (RSS) is an established statistical society. It has three main roles: a British learned society for statistics, a professional body for statisticians and a charity which promotes statistics for the public good. ...

in 1982, of the

Institute of Mathematical Statistics The Institute of Mathematical Statistics is an international professional and scholarly society devoted to the development, dissemination, and application of statistics and probability. The Institute currently has about 4,000 members in all parts o ...

in 1993, of the

American Statistical Association The American Statistical Association (ASA) is the main professional organization for statisticians and related professionals in the United States. It was founded in Boston, Massachusetts on November 27, 1839, and is the second oldest continuousl ...

in 1993, of the

International Statistical Institute The International Statistical Institute (ISI) is a professional association of statisticians. It was founded in 1885, although there had been international statistical congresses since 1853. The institute has about 4,000 elected members from gov ...

in 1997, and elected inaugural fellow of the

International Society for Bayesian Analysis The International Society for Bayesian Analysis (ISBA) is a society with the goal of promoting Bayesian analysis for solving problems in the sciences and government. It was formally incorporated as a not for profit corporation by economist Arnold ...

in 2012. Founding Chair of the International Society for Bayesian Analysis (ISBA) section on Economics, Finance, and Business in 2012-2013 Chair of the American Statistical Association section on Bayesian Statistical Science in 2010.

Books

*Time Series: Modeling, Computation & Inference. Chapman & Hall/CRC Press **2021, 2nd edition, R. Prado, M.A.R. Ferreira and M. West **2010, 1st edition, R. Prado and M. West *Bayesian Forecasting and Dynamic Models, Springer Verlag **1997, 2nd edition, M. West and P. J. Harrison **1989, 1st edition, M. West and P. J. Harrison *Applied Bayesian Forecasting and Time Series Analysis, Chapman-Hall **1994, A. Pole, M. West, and P. J. Harrison

Selected awards & recognition

*Bruno de Finetti Lecture Award of the International Society of Bayesian Analysis (ISBA), 2022 *Akaike Memorial Lecture Award, 2018 *Zellner Medal, International Society for Bayesian Analysis (inaugural award), 2014 *Three-time winner of the Mitchell Prize for applications of Bayesian analysis, 1994, 1997 and 2012 *American Statistical Association, NC Chapter Award for development of statistics and contributions to theory and practice

References

{{DEFAULTSORT:West, Mike Year of birth missing (living people) Living people Bayesian statisticians Fellows of the International Society for Bayesian Analysis Duke University faculty Alumni of the University of Nottingham British emigrants to the United States