Prado, Raquel; Ferreira, Marco A. R.; West, Mike Time series. Modeling, computation, and inference. 2nd edition. (English) Zbl 1466.62009 Chapman & Hall/CRC Texts in Statistical Science Series. Boca Raton, FL: CRC Press (ISBN 978-1-4987-4702-8/hbk; 978-1-032-04004-2/pbk; 978-1-351-25942-2/ebook). xx, 452 p. (2021). MSC: 62-02 62M10 62F15 65C40 65C05 PDFBibTeX XMLCite \textit{R. Prado} et al., Time series. Modeling, computation, and inference. 2nd edition. Boca Raton, FL: CRC Press (2021; Zbl 1466.62009) Full Text: DOI
McAlinn, Kenichiro; Aastveit, Knut Are; Nakajima, Jouchi; West, Mike Multivariate Bayesian predictive synthesis in macroeconomic forecasting. (English) Zbl 1441.91057 J. Am. Stat. Assoc. 115, No. 531, 1092-1110 (2020). MSC: 91B84 62P20 62F15 62M20 91B64 PDFBibTeX XMLCite \textit{K. McAlinn} et al., J. Am. Stat. Assoc. 115, No. 531, 1092--1110 (2020; Zbl 1441.91057) Full Text: DOI arXiv
West, Mike Reply to discussion of “Bayesian forecasting of multivariate time series: scalability, structure uncertainty and decisions”. (English) Zbl 1436.62442 Ann. Inst. Stat. Math. 72, No. 1, 41-44 (2020). MSC: 62M10 62F15 62H12 62M20 PDFBibTeX XMLCite \textit{M. West}, Ann. Inst. Stat. Math. 72, No. 1, 41--44 (2020; Zbl 1436.62442) Full Text: DOI
West, Mike Bayesian forecasting of multivariate time series: scalability, structure uncertainty and decisions. (English) Zbl 1436.62441 Ann. Inst. Stat. Math. 72, No. 1, 1-31 (2020). MSC: 62M10 62F15 62M20 62H12 62P05 62H22 PDFBibTeX XMLCite \textit{M. West}, Ann. Inst. Stat. Math. 72, No. 1, 1--31 (2020; Zbl 1436.62441) Full Text: DOI arXiv
McAlinn, Kenichiro; West, Mike Dynamic Bayesian predictive synthesis in time series forecasting. (English) Zbl 1452.62697 J. Econom. 210, No. 1, 155-169 (2019). MSC: 62M20 62F15 62M10 62P20 PDFBibTeX XMLCite \textit{K. McAlinn} and \textit{M. West}, J. Econom. 210, No. 1, 155--169 (2019; Zbl 1452.62697) Full Text: DOI arXiv
Irie, Kaoru; West, Mike Bayesian emulation for multi-step optimization in decision problems. (English) Zbl 1409.62173 Bayesian Anal. 14, No. 1, 137-160 (2019). MSC: 62M10 62F15 62C10 62P05 PDFBibTeX XMLCite \textit{K. Irie} and \textit{M. West}, Bayesian Anal. 14, No. 1, 137--160 (2019; Zbl 1409.62173) Full Text: DOI arXiv Euclid
Yao, Yuling; Vehtari, Aki; Simpson, Daniel; Gelman, Andrew [Clarke, Bertrand; Li, Meng; Grünwald, Peter; de Heide, Rianne; Dawid, A. Philip; Yoo, William Weimin; Winkler, Robert L.; Richmond R. Jose, Victor; Lichtendahl jun., Kenneth C.; Grushka-Cockayne, Yael; McAlinn, Kenichiro; Aastveit, Knut Are; West, Mike; Shin, Minsuk; Zhou, Tianjian; Hoogerheide, Lennart; van Dijk, Herman K.; Bakka, Haakon C.; Castro-Camilo, Daniela; Franco-Villoria, Maria; Freni-Sterrantino, Anna; Huser, Raphaël; Opitz, Thomas; Rue, Håvard; Ferreira, Marco A. R.; Pericchi, Luis; Franck, Christopher T.; Belitser, Eduard; Nurushev, Nurzhan; Iacopini, Matteo; Tonellato, Stefano; Clyde, Merlise] Using stacking to average Bayesian predictive distributions (with discussion). (English) Zbl 1407.62090 Bayesian Anal. 13, No. 3, 917-1007 (2018). MSC: 62F15 PDFBibTeX XMLCite \textit{Y. Yao} et al., Bayesian Anal. 13, No. 3, 917--1007 (2018; Zbl 1407.62090) Full Text: DOI arXiv Euclid
Nakajima, Jouchi; West, Mike Dynamics & sparsity in latent threshold factor models: a study in multivariate EEG signal processing. (English) Zbl 1385.62025 Braz. J. Probab. Stat. 31, No. 4, 701-731 (2017). MSC: 62M10 62F15 62P10 92C55 PDFBibTeX XMLCite \textit{J. Nakajima} and \textit{M. West}, Braz. J. Probab. Stat. 31, No. 4, 701--731 (2017; Zbl 1385.62025) Full Text: DOI arXiv
Zhao, Zoey Yi; Xie, Meng; West, Mike Dynamic dependence networks: financial time series forecasting and portfolio decisions. (English) Zbl 1411.62311 Appl. Stoch. Models Bus. Ind. 32, No. 3, 311-332 (2016). MSC: 62P05 62M20 91B84 62M10 PDFBibTeX XMLCite \textit{Z. Y. Zhao} et al., Appl. Stoch. Models Bus. Ind. 32, No. 3, 311--332 (2016; Zbl 1411.62311) Full Text: DOI arXiv
Gruber, Lutz; West, Mike GPU-accelerated Bayesian learning and forecasting in simultaneous graphical dynamic linear models. (English) Zbl 1359.62367 Bayesian Anal. 11, No. 1, 125-149 (2016). MSC: 62M10 62F15 62H30 68T05 62J05 PDFBibTeX XMLCite \textit{L. Gruber} and \textit{M. West}, Bayesian Anal. 11, No. 1, 125--149 (2016; Zbl 1359.62367) Full Text: DOI Euclid
O’Hagan, Anthony (ed.); West, Mike (ed.) The Oxford handbook of applied Bayesian analysis. Reprint of the 2011 hardback ed. (English) Zbl 1276.62020 Oxford Handbooks in Mathematics. Oxford: Oxford University Press (ISBN 978-0-19-870317-4/pbk). xxxiv, 889 p. (2013). MSC: 62F15 62-00 62C10 62Pxx PDFBibTeX XMLCite \textit{A. O'Hagan} (ed.) and \textit{M. West} (ed.), The Oxford handbook of applied Bayesian analysis. Reprint of the 2011 hardback ed. Oxford: Oxford University Press (2013; Zbl 1276.62020)
Manolopoulou, Ioanna; Matheu, Melanie P.; Cahalan, Michael D.; West, Mike; Kepler, Thomas B. Rejoinder on: “Bayesian spatio-dynamic modeling in cell motility studies: learning nonlinear taxic fields guiding the immune response”. (English) Zbl 1443.62391 J. Am. Stat. Assoc. 107, No. 499, 871-874 (2012). MSC: 62P10 62F15 62G08 PDFBibTeX XMLCite \textit{I. Manolopoulou} et al., J. Am. Stat. Assoc. 107, No. 499, 871--874 (2012; Zbl 1443.62391) Full Text: DOI
Manolopoulou, Ioanna; Matheu, Melanie P.; Cahalan, Michael D.; West, Mike; Kepler, Thomas B. Bayesian spatio-dynamic modeling in cell motility studies: learning nonlinear taxic fields guiding the immune response. (English) Zbl 1443.62390 J. Am. Stat. Assoc. 107, No. 499, 855-865 (2012). MSC: 62P10 62F15 62G08 PDFBibTeX XMLCite \textit{I. Manolopoulou} et al., J. Am. Stat. Assoc. 107, No. 499, 855--865 (2012; Zbl 1443.62390) Full Text: DOI
Bernardo, J. M. (ed.); Bayarri, M. J. (ed.); Berger, J. O. (ed.); Dawid, A. P. (ed.); Heckerman, D. (ed.); Smith, A. F. M. (ed.); West, M. (ed.) Bayesian statistics 9. Proceedings of the ninth Valencia international meeting, June 3–8, 2010. (English) Zbl 1228.62029 Oxford: Oxford University Press (ISBN 978-0-19-969458-7/hbk). x, 706 p. (2011). MSC: 62F15 62C10 62-06 00B25 PDFBibTeX XMLCite \textit{J. M. Bernardo} (ed.) et al., Bayesian statistics 9. Proceedings of the ninth Valencia international meeting, June 3--8, 2010. Oxford: Oxford University Press (2011; Zbl 1228.62029)
Yoshida, Ryo; West, Mike Bayesian learning in sparse graphical factor models via variational mean-field annealing. (English) Zbl 1242.68261 J. Mach. Learn. Res. 11, 1771-1798 (2010). MSC: 68T05 62F15 62H30 PDFBibTeX XMLCite \textit{R. Yoshida} and \textit{M. West}, J. Mach. Learn. Res. 11, 1771--1798 (2010; Zbl 1242.68261) Full Text: Link
Prado, Raquel; West, Mike Time series. Modeling, computation, and inference. (English) Zbl 1245.62105 Boca Raton, FL: CRC Press (ISBN 978-1-4200-9336-0/hbk). xx, 353 p. (2010). Reviewer: Ryszard Doman (Poznań) MSC: 62M10 62F15 62-02 65C40 65C05 PDFBibTeX XMLCite \textit{R. Prado} and \textit{M. West}, Time series. Modeling, computation, and inference. Boca Raton, FL: CRC Press (2010; Zbl 1245.62105)
O’Hagan, Anthony (ed.); West, Mike (ed.) The Oxford handbook of applied Bayesian analysis. (English) Zbl 1270.62058 Oxford: Oxford University Press (ISBN 978-0-19-954890-3/hbk). xxxiv, 889 p. (2010). MSC: 62F15 62-00 62C10 62Pxx PDFBibTeX XMLCite \textit{A. O'Hagan} (ed.) and \textit{M. West} (ed.), The Oxford handbook of applied Bayesian analysis. Oxford: Oxford University Press (2010; Zbl 1270.62058)
Liu, Fei; West, Mike A dynamic modelling strategy for Bayesian computer model emulation. (English) Zbl 1330.65034 Bayesian Anal. 4, No. 2, 393-411 (2009). MSC: 65C60 65C40 62M10 62F15 PDFBibTeX XMLCite \textit{F. Liu} and \textit{M. West}, Bayesian Anal. 4, No. 2, 393--411 (2009; Zbl 1330.65034) Full Text: DOI Euclid
Ji, Chunlin; Merl, Daniel; Kepler, Thomas B.; West, Mike Spatial mixture modelling for unobserved point processes: examples in immunofluorescence histology. (English) Zbl 1330.62355 Bayesian Anal. 4, No. 2, 297-315 (2009). MSC: 62M30 62H11 62-07 62F15 62P10 65C40 PDFBibTeX XMLCite \textit{C. Ji} et al., Bayesian Anal. 4, No. 2, 297--315 (2009; Zbl 1330.62355) Full Text: DOI Euclid
Merl, Daniel; Chen, Julia Ling-Yu; Chi, Jen-Tsan; West, Mike An integrative analysis of cancer gene expression studies using Bayesian latent factor modeling. (English) Zbl 1184.62190 Ann. Appl. Stat. 3, No. 4, 1675-1694 (2009). MSC: 62P10 62F15 92C50 PDFBibTeX XMLCite \textit{D. Merl} et al., Ann. Appl. Stat. 3, No. 4, 1675--1694 (2009; Zbl 1184.62190) Full Text: DOI arXiv
Wang, Hao; West, Mike Bayesian analysis of matrix normal graphical models. (English) Zbl 1179.62042 Biometrika 96, No. 4, 821-834 (2009). MSC: 62F15 65C40 05C90 65C60 62P20 PDFBibTeX XMLCite \textit{H. Wang} and \textit{M. West}, Biometrika 96, No. 4, 821--834 (2009; Zbl 1179.62042) Full Text: DOI Link
Carvalho, Carlos M.; West, Mike Dynamic matrix-variate graphical models. (English) Zbl 1331.62040 Bayesian Anal. 2, No. 1, 69-97 (2007). MSC: 62A09 62M20 62F15 62P05 PDFBibTeX XMLCite \textit{C. M. Carvalho} and \textit{M. West}, Bayesian Anal. 2, No. 1, 69--97 (2007; Zbl 1331.62040) Full Text: DOI Euclid
Liang, Feng; Mukherjee, Sayan; West, Mike The use of unlabeled data in predictive modeling. (English) Zbl 1246.62157 Stat. Sci. 22, No. 2, 189-205 (2007). MSC: 62H30 62J99 62-07 68T05 PDFBibTeX XMLCite \textit{F. Liang} et al., Stat. Sci. 22, No. 2, 189--205 (2007; Zbl 1246.62157) Full Text: DOI arXiv Euclid
Bernardo, J. M. (ed.); Bayarri, M. J. (ed.); Berger, J. O. (ed.); Dawid, A. P. (ed.); Heckerman, D. (ed.); Smith, A. F. M. (ed.); West, M. (ed.) Bayesian statistics 8. Proceedings of the 8th Valencia international meeting held in Benidorm, Spain, June 2–6, 2006. (English) Zbl 1194.62019 Oxford Science Publications. Oxford: Oxford University Press (ISBN 978-0-19-921465-5). x, 678 p. (2007). MSC: 62F15 62C10 62-06 00B25 PDFBibTeX XMLCite \textit{J. M. Bernardo} (ed.) et al., Bayesian statistics 8. Proceedings of the 8th Valencia international meeting held in Benidorm, Spain, June 2--6, 2006. Oxford: Oxford University Press (2007; Zbl 1194.62019)
Carvalho, Carlos M.; Massam, Hélène; West, Mike Simulation of hyper-inverse Wishart distributions in graphical models. (English) Zbl 1135.62011 Biometrika 94, No. 3, 647-659 (2007). MSC: 62E99 62F15 65C60 65C40 62P05 05C90 PDFBibTeX XMLCite \textit{C. M. Carvalho} et al., Biometrika 94, No. 3, 647--659 (2007; Zbl 1135.62011) Full Text: DOI Link
Ferreira, Marco A. R.; West, Mike; Lee, Herbert K. H.; Higdon, David M. Multi-scale and hidden resolution time series models. (English) Zbl 1332.62320 Bayesian Anal. 1, No. 4, 947-968 (2006). MSC: 62M10 62F15 PDFBibTeX XMLCite \textit{M. A. R. Ferreira} et al., Bayesian Anal. 1, No. 4, 947--968 (2006; Zbl 1332.62320) Full Text: DOI Euclid
Dobra, Adrian; Tebaldi, Claudia; West, Mike Data augmentation in multi-way contingency tables with fixed marginal totals. (English) Zbl 1077.62046 J. Stat. Plann. Inference 136, No. 2, 355-372 (2006). MSC: 62H17 62F15 PDFBibTeX XMLCite \textit{A. Dobra} et al., J. Stat. Plann. Inference 136, No. 2, 355--372 (2006; Zbl 1077.62046) Full Text: DOI Link
Patil, Parag G.; West, Mike; Wheal, Howard V.; Turner, Dennis A. Physiological and statistical approaches to modeling of synaptic responses. 2nd ed. (English) Zbl 1091.92020 Reeke, G. N. (ed.) et al., Modeling in the neurosciences. From biological systems to neuromimetic robotics. Boca Raton, FL: Taylor & Francis (ISBN 0-415-32868-3/hbk). 61-88 (2005). MSC: 92C20 62P10 92C30 62F15 PDFBibTeX XMLCite \textit{P. G. Patil} et al., in: Modeling in the neurosciences. From biological systems to neuromimetic robotics. Boca Raton, FL: Taylor \& Francis. 61--88 (2005; Zbl 1091.92020)
Pittman, Jennifer; Huang, Erich; Nevins, Joseph; Wang, Quanli; West, Mike Bayesian analysis of binary prediction tree models for retrospectively sampled outcomes. (English) Zbl 1069.62103 Biostatistics 5, No. 4, 587-601 (2004). MSC: 62P10 62F15 92C40 PDFBibTeX XMLCite \textit{J. Pittman} et al., Biostatistics 5, No. 4, 587--601 (2004; Zbl 1069.62103) Full Text: DOI
Dobra, Adrian; Hans, Chris; Jones, Beatrix; Nevins, Joseph R.; Yao, Guang; West, Mike Sparse graphical models for exploring gene expression data. (English) Zbl 1047.62104 J. Multivariate Anal. 90, No. 1, 196-212 (2004). MSC: 62P10 62J99 05C90 62F15 PDFBibTeX XMLCite \textit{A. Dobra} et al., J. Multivariate Anal. 90, No. 1, 196--212 (2004; Zbl 1047.62104) Full Text: DOI
Lopes, Hedibert Freitas; West, Mike Bayesian model assessment in factor analysis. (English) Zbl 1035.62060 Stat. Sin. 14, No. 1, 41-67 (2004). MSC: 62H25 62F15 65C40 PDFBibTeX XMLCite \textit{H. F. Lopes} and \textit{M. West}, Stat. Sin. 14, No. 1, 41--67 (2004; Zbl 1035.62060)
Paddock, Susan M.; Ruggeri, Fabrizio; Lavine, Michael; West, Mike Randomized Pólya tree models for nonparametric Bayesian inference. (English) Zbl 1015.62051 Stat. Sin. 13, No. 2, 443-460 (2003). MSC: 62G99 62F15 PDFBibTeX XMLCite \textit{S. M. Paddock} et al., Stat. Sin. 13, No. 2, 443--460 (2003; Zbl 1015.62051)
Gatsonis, Constantine (ed.); Kass, Robert E. (ed.); Carlin, Bradley (ed.); Carriquiry, Alicia (ed.); Gelman, Andrew (ed.); Verdinelli, Isabella (ed.); West, Mike (ed.) Case studies in Bayesian statistics. Vol. 5: 5th workshop, Carnegie Mellon Univ., Pittsburgh, PA, USA, September 24–25, 1999. (English) Zbl 0977.00032 Lecture Notes in Statistics. 162. New York, NY: Springer. xiv, 436 p. (2002). MSC: 00B25 62-06 62F15 PDFBibTeX XMLCite \textit{C. Gatsonis} (ed.) et al., Case studies in Bayesian statistics. Vol. 5: 5th workshop, Carnegie Mellon Univ., Pittsburgh, PA, USA, September 24--25, 1999. New York, NY: Springer (2002; Zbl 0977.00032) Full Text: DOI
Godsill, Simon; Doucet, Arnaud; West, Mike Maximum a posteriori sequence estimation using Monte Carlo particle filters. (English) Zbl 0995.62096 Ann. Inst. Stat. Math. 53, No. 1, 82-96 (2001). MSC: 62M20 62M05 90C90 62M10 65C05 62F15 90C30 PDFBibTeX XMLCite \textit{S. Godsill} et al., Ann. Inst. Stat. Math. 53, No. 1, 82--96 (2001; Zbl 0995.62096) Full Text: DOI
Prado, Raquel; Huerta, Gabriel; West, Mike Bayesian time-varying autoregressions: Theory, methods and applications. (English) Zbl 1033.62086 Resen. Inst. Mat. Estat. Univ. São Paulo 4, No. 4, 405-422 (2000). MSC: 62M10 62F15 92C55 PDFBibTeX XMLCite \textit{R. Prado} et al., Resen. Inst. Mat. Estat. Univ. São Paulo 4, No. 4, 405--422 (2000; Zbl 1033.62086)
Huerta, Gabriel; West, Mike Bayesian inference on periodicities and component spectral structure in time series. (English) Zbl 0958.62090 J. Time Ser. Anal. 20, No. 4, 401-416 (1999). Reviewer: A.V.Swishchuk (Kyïv) MSC: 62M15 62F15 62M10 PDFBibTeX XMLCite \textit{G. Huerta} and \textit{M. West}, J. Time Ser. Anal. 20, No. 4, 401--416 (1999; Zbl 0958.62090) Full Text: DOI
Aguilar, Omar; Huerta, Gabriel; Prado, Raquel; West, Mike Bayesian inference on latent structure in time series. (With discussion). (English) Zbl 0974.62066 Bernardo, J. M. (ed.) et al., Bayesian statistics 6. Proceedings of the 6th Valencia international meeting, Alcoceber near Valencia, Spain, June 6-10, 1998. Oxford: Clarendon Press. 3-26 (1999). MSC: 62M10 62F15 PDFBibTeX XMLCite \textit{O. Aguilar} et al., in: Bayesian statistics 6. Proceedings of the 6th Valencia international meeting, Alcoceber near Valencia, Spain, June 6--10, 1998. Oxford: Clarendon Press. 3--26 (1999; Zbl 0974.62066)
Huerta, Gabriel; West, Mike Priors and component structures in autoregressive time series models. (English) Zbl 0940.62079 J. R. Stat. Soc., Ser. B, Stat. Methodol. 61, No. 4, 881-899 (1999). MSC: 62M10 86A10 62F15 62P12 PDFBibTeX XMLCite \textit{G. Huerta} and \textit{M. West}, J. R. Stat. Soc., Ser. B, Stat. Methodol. 61, No. 4, 881--899 (1999; Zbl 0940.62079) Full Text: DOI
Tebaldi, Claudia; West, Mike Bayesian inference on network traffic using link count data. (with discussion). (English) Zbl 1072.62650 J. Am. Stat. Assoc. 93, No. 442, 557-576 (1998). MSC: 62N99 62F15 90B10 PDFBibTeX XMLCite \textit{C. Tebaldi} and \textit{M. West}, J. Am. Stat. Assoc. 93, No. 442, 557--576 (1998; Zbl 1072.62650) Full Text: DOI
West, Mike; Harrison, Jeff Bayesian forecasting and dynamic models. 2nd ed. (English) Zbl 0871.62026 Springer Series in Statistics. New York, NY: Springer. xiv, 680 p. (1997). Reviewer: R.Schlittgen (Hamburg) MSC: 62F15 62P20 62-01 62-02 62A01 62M20 PDFBibTeX XMLCite \textit{M. West} and \textit{J. Harrison}, Bayesian forecasting and dynamic models. 2nd ed. New York, NY: Springer (1997; Zbl 0871.62026) Full Text: DOI
Prado, Raquel; West, Mike Exploratory modelling of multiple non-stationary time series: Latent process structure and decompositions. (English) Zbl 0902.62112 Gregoire, Timothy G. (ed.) et al., Modelling longitudinal and spatially correlated data: methods, applications, and future directions. Proceedings of the conference, Nantucket, USA, October 1996. New York: Springer. Lect. Notes Stat., Springer-Verlag. 122, 349-361 (1997). MSC: 62M10 62P10 62F15 92C50 PDFBibTeX XMLCite \textit{R. Prado} and \textit{M. West}, in: Modelling longitudinal and spatially correlated data: methods, applications, and future directions. Proceedings of the conference, Nantucket, USA, October 1996. New York: Springer. 349--361 (1997; Zbl 0902.62112)
Müller, Peter; West, Mike; MacEachern, Steven Bayesian models for non-linear autoregressions. (English) Zbl 0910.62083 J. Time Ser. Anal. 18, No. 6, 593-614 (1997). MSC: 62M10 62F15 62G07 PDFBibTeX XMLCite \textit{P. Müller} et al., J. Time Ser. Anal. 18, No. 6, 593--614 (1997; Zbl 0910.62083) Full Text: DOI
Cargnoni, Claudia; Müller, Peter; West, Mike Bayesian forecasting of multinomial time series through conditionally Gaussian dynamic models. (English) Zbl 0889.62079 J. Am. Stat. Assoc. 92, No. 438, 640-647 (1997). MSC: 62M20 62F15 PDFBibTeX XMLCite \textit{C. Cargnoni} et al., J. Am. Stat. Assoc. 92, No. 438, 640--647 (1997; Zbl 0889.62079) Full Text: DOI
West, Mike Hierarchical mixture models in neurological transmission analysis. (English) Zbl 0889.62095 J. Am. Stat. Assoc. 92, No. 438, 587-606 (1997). MSC: 62P10 92C20 62F15 PDFBibTeX XMLCite \textit{M. West}, J. Am. Stat. Assoc. 92, No. 438, 587--606 (1997; Zbl 0889.62095) Full Text: DOI
West, Mike Inference in successive sampling discovery models. (English) Zbl 0864.62002 J. Econom. 75, No. 1, 217-238 (1996). MSC: 62D05 62F15 62P20 PDFBibTeX XMLCite \textit{M. West}, J. Econom. 75, No. 1, 217--238 (1996; Zbl 0864.62002) Full Text: DOI
Müller, Peter; Erkanli, Alaattin; West, Mike Bayesian curve fitting using multivariate normal mixtures. (English) Zbl 0865.62029 Biometrika 83, No. 1, 67-79 (1996). MSC: 62G07 62F15 62H12 PDFBibTeX XMLCite \textit{P. Müller} et al., Biometrika 83, No. 1, 67--79 (1996; Zbl 0865.62029) Full Text: DOI Link
West, Mike Bayesian time series: Models and computations for the analysis of time series in the physical sciences. (English) Zbl 0886.62034 Hanson, Kenneth M. (ed.) et al., Maximum entropy and Bayesian methods. Proceedings of the 15th international workshop, Santa Fe, NM, USA, July 31–August 4, 1995. Dordrecht: Kluwer Academic Publishers. Fundam. Theor. Phys. 79, 23-34 (1996). MSC: 62F15 62M10 00A79 PDFBibTeX XMLCite \textit{M. West}, Fundam. Theor. Phys. 79, 23--34 (1996; Zbl 0886.62034)
Cao, Guoliang; West, Mike Practical Bayesian inference using mixtures of mixtures. (English) Zbl 0925.62102 Biometrics 52, No. 4, 1334-1341 (1996). MSC: 62F15 62M99 62P10 PDFBibTeX XMLCite \textit{G. Cao} and \textit{M. West}, Biometrics 52, No. 4, 1334--1341 (1996; Zbl 0925.62102) Full Text: DOI Link
Escobar, Michael D.; West, Mike Bayesian density estimation and inference using mixtures. (English) Zbl 0826.62021 J. Am. Stat. Assoc. 90, No. 430, 577-588 (1995). MSC: 62F15 65C99 62G07 PDFBibTeX XMLCite \textit{M. D. Escobar} and \textit{M. West}, J. Am. Stat. Assoc. 90, No. 430, 577--588 (1995; Zbl 0826.62021) Full Text: DOI
West, Mike Bayesian inference in cyclical component dynamic linear models. (English) Zbl 0868.62030 J. Am. Stat. Assoc. 90, No. 432, 1301-1312 (1995). MSC: 62F15 62M10 PDFBibTeX XMLCite \textit{M. West}, J. Am. Stat. Assoc. 90, No. 432, 1301--1312 (1995; Zbl 0868.62030) Full Text: DOI
Pole, Andy; West, Mike; Harrison, Jeff Applied Bayesian forecasting and time series analysis. Incl. 1 disk. (English) Zbl 0855.62077 Chapman & Hall/CRC Texts in Statistical Science Series. London: Chapman & Hall (ISBN 0-412-04401-3). xviii, 409 p. (1994). Reviewer: R.Mentz (S.M.de Tucuman) MSC: 62M10 62F15 62M20 65C99 62-04 62-01 PDFBibTeX XMLCite \textit{A. Pole} et al., Applied Bayesian forecasting and time series analysis. Incl. 1 disk. London: Chapman \& Hall (1994; Zbl 0855.62077)
West, Mike Discovery sampling and selection models. (English) Zbl 0787.62034 Gupta, Shanti S. (ed.) et al., Statistical decision theory and related topics V. Proceedings of the fifth Purdue international symposium on statistical decision theory and related topics held at Purdue University, West Lafayette, IN (USA), June 14-19, 1992. New York: Springer-Verlag. 221-235 (1994). MSC: 62F15 62D05 PDFBibTeX XMLCite \textit{M. West}, in: Statistical decision theory and related topics V. Proceedings of the fifth Purdue international symposium on statistical decision theory and related topics held at Purdue University, West Lafayette, IN (USA), June 14-19, 1992. New York: Springer-Verlag. 221--235 (1994; Zbl 0787.62034)
West, Mike Modelling agent forecast distributions. (English) Zbl 0783.62009 J. R. Stat. Soc., Ser. B 54, No. 2, 553-567 (1992). MSC: 62C10 62F15 PDFBibTeX XMLCite \textit{M. West}, J. R. Stat. Soc., Ser. B 54, No. 2, 553--567 (1992; Zbl 0783.62009)
Lavine, Michael; West, Mike A Bayesian method for classification and discrimination. (English) Zbl 0765.62062 Can. J. Stat. 20, No. 4, 451-461 (1992). MSC: 62H30 62F15 65C99 PDFBibTeX XMLCite \textit{M. Lavine} and \textit{M. West}, Can. J. Stat. 20, No. 4, 451--461 (1992; Zbl 0765.62062) Full Text: DOI Link
West, Mike; Harrison, Jeff Bayesian forecasting and dynamic models. (English) Zbl 0697.62029 Springer Series in Statistics. New York etc.: Springer-Verlag. xxi, 704 p. DM 118.00 (1989). Reviewer: J.K.Sengupta MSC: 62F15 62P20 62-02 62A01 62M20 PDFBibTeX XMLCite \textit{M. West} and \textit{J. Harrison}, Bayesian forecasting and dynamic models. New York etc.: Springer-Verlag (1989; Zbl 0697.62029)
Pole, Andy; West, Mike Reference analysis of the dynamic linear model. (English) Zbl 0671.62101 J. Time Ser. Anal. 10, No. 2, 131-147 (1989). MSC: 62M20 62F15 PDFBibTeX XMLCite \textit{A. Pole} and \textit{M. West}, J. Time Ser. Anal. 10, No. 2, 131--147 (1989; Zbl 0671.62101) Full Text: DOI
West, Mike; Harrison, P. Jeff Monitoring and adaptation in Bayesian forecasting models. (English) Zbl 0648.62098 J. Am. Stat. Assoc. 81, 741-750 (1986). MSC: 62M20 62F15 PDFBibTeX XMLCite \textit{M. West} and \textit{P. J. Harrison}, J. Am. Stat. Assoc. 81, 741--750 (1986; Zbl 0648.62098) Full Text: DOI
West, Mike Bayesian model monitoring. (English) Zbl 0593.62078 J. R. Stat. Soc., Ser. B 48, 70-78 (1986). MSC: 62L10 62F15 PDFBibTeX XMLCite \textit{M. West}, J. R. Stat. Soc., Ser. B 48, 70--78 (1986; Zbl 0593.62078)
West, Mike Generalized linear models: Scale parameters, outlier accomodation and prior distributions. (English) Zbl 0671.62032 Bayesian statistics 2, Proc. 2nd Int. Meet., Valencia/Spain 1983, 531-558 (1985). MSC: 62F15 62J02 62J99 PDFBibTeX XML
West, Mike; Harrison, Jeff; Migon, Helio S. Dynamic generalized linear models and Bayesian forecasting. (English) Zbl 0568.62032 J. Am. Stat. Assoc. 80, 73-97 (1985). Reviewer: M.P.Mokljacuk MSC: 62F15 62M20 62M10 62C10 62J02 93E11 PDFBibTeX XMLCite \textit{M. West} et al., J. Am. Stat. Assoc. 80, 73--97 (1985; Zbl 0568.62032) Full Text: DOI
West, Mike Outlier models and prior distributions in Bayesian linear regression. (English) Zbl 0567.62022 J. R. Stat. Soc., Ser. B 46, 431-439 (1984). MSC: 62F15 62J05 PDFBibTeX XMLCite \textit{M. West}, J. R. Stat. Soc., Ser. B 46, 431--439 (1984; Zbl 0567.62022)
Smith, A. F. M.; West, M. Monitoring renal transplants: An application of the multiprocess Kalman filter. (English) Zbl 0556.62079 Biometrics 39, 867-878 (1983). MSC: 62P10 62M20 PDFBibTeX XMLCite \textit{A. F. M. Smith} and \textit{M. West}, Biometrics 39, 867--878 (1983; Zbl 0556.62079) Full Text: DOI Link
West, M. Robust sequential approximate Bayesian estimation. (English) Zbl 0472.62096 J. R. Stat. Soc., Ser. B 43, 157-166 (1981). MSC: 62M20 62F15 62L12 93E11 60G35 PDFBibTeX XMLCite \textit{M. West}, J. R. Stat. Soc., Ser. B 43, 157--166 (1981; Zbl 0472.62096)