← All authors Mike West Federal Reserve (from arXiv:2606.16708, 2026) · OpenAlex
101 papers in scope · 99 published · 3 on the econ.EM arXiv · 16,491 citations · h-index 41 (over the papers listed here)
Related authors The 20 authors closest to this one in our weighted citation graph, most related first.
Domenico Giannone Tobias Adrian Matteo Luciani Emily Tallman Minzhengxiong Zhang Matthew C. Johnson Tony Chernis Gian Pietro Bellocca Vladimir Rodríguez-Caballero Gary Koop Esther Ruiz Ignacio Garrón Kenichiro McAlinn Matteo Barigozzi Diego Fresoli Pilar Poncela Davide Pettenuzzo Joshua C. C. Chan Florian Huber Aubrey Poon Proximity is measured over citations between two papers we both hold, weighted by how heavily one leans on the other, and is symmetric — it does not distinguish citing from being cited. Authors without a profile here are skipped, and a genuinely close colleague can be missing simply because their work is not in our arXiv corpus. Method: docs/06-citations-pipeline.md .
Papers (3 of 101)
working paper 2026 · arXiv
published 2025 · Finance and Economics Discussion Series · 2 citations
Bayesian Predictive Synthesis with Outcome-Dependent Pools
published 2025 · Statistical Science · 3 citations · first circulated 2018
Multivariate Bayesian Dynamic Modeling for Causal Prediction
published 2024 · Bayesian Analysis · 1 citations
with Graham Tierney, Christoph Hellmayr, Kevin Li, Greg Barkimer
Compositional Dynamic Modelling for Counterfactual Prediction in Multivariate Time Series
published 2024 · Applied Stochastic Models in Business and Industry
with Kevin Li, Graham Tierney, Christoph Hellmayr
working paper 2024 · arXiv
Bayesian predictive decision synthesis
published 2023 · Journal of the Royal Statistical Society Series B (Statistical Methodology) · 20 citations · first circulated 2022
with Emily Tallman
Reply to Discussions of Multivariate dynamic modeling for Bayesian forecasting of business revenue
published 2023 · Applied Stochastic Models in Business and Industry
with Anna K. Yanchenko, Graham Tierney, Joseph Lawson, Christoph Hellmayr, Andrew Cron
Perspectives on Constrained Forecasting
published 2023 · Bayesian Analysis · 4 citations · first circulated 2020
Hierarchical dynamic modelling for individualized Bayesian forecasting
published 2023 · Journal of the Royal Statistical Society Series C (Applied Statistics) · 5 citations · first circulated 2021
with Anna K. Yanchenko, Di Daniel Deng, Jinglan Li, Andrew Cron
Multivariate dynamic modeling for Bayesian forecasting of business revenue
published 2022 · Applied Stochastic Models in Business and Industry · 1 citations · first circulated 2021
with Anna K. Yanchenko, Graham Tierney, Joseph Lawson, Christoph Hellmayr, Andrew Cron
Bayesian Computation in Dynamic Latent Factor Models
published 2021 · Journal of Computational and Graphical Statistics · 2 citations
with Isaac Lavine, Andrew Cron
Adaptive Variable Selection for Sequential Prediction in Multivariate Dynamic Models
published 2020 · Bayesian Analysis · 3 citations
with Isaac Lavine, Michael Lindon
Bayesian forecasting of multivariate time series: scalability, structure uncertainty and decisions
published 2019 · Annals of the Institute of Statistical Mathematics · 42 citations
Reply to Discussion of “Bayesian forecasting of multivariate time series: scalability, structure uncertainty and decisions”
published 2019 · Annals of the Institute of Statistical Mathematics · 3 citations
Probabilistic forecasting of heterogeneous consumer transaction–sales time series
published 2019 · International Journal of Forecasting · 7 citations
with Lindsay R. Berry, Paul Helman
Multivariate Bayesian Predictive Synthesis in Macroeconomic Forecasting
published 2019 · Journal of the American Statistical Association · 62 citations
Bayesian Forecasting of Many Count-Valued Time Series
published 2019 · Journal of Business and Economic Statistics · 4 citations
with Lindsay R. Berry
Dynamic Bayesian predictive synthesis in time series forecasting
published 2018 · Journal of Econometrics · 117 citations
Bayesian Emulation for Multi-Step Optimization in Decision Problems
published 2018 · Bayesian Analysis · 15 citations · first circulated 2016
with Kaoru Irie
Dynamics & sparsity in latent threshold factor models: A study in multivariate EEG signal processing
published 2017 · Brazilian Journal of Probability and Statistics · 16 citations · first circulated 2016
with Jouchi Nakajima
Scalable Bayesian Modeling, Monitoring, and Analysis of Dynamic Network Flow Data
published 2017 · Journal of the American Statistical Association · 43 citations
with Xi Chen, Kaoru Irie, David Banks, Robert Haslinger, Jewell Thomas
Rejoinder to ‘Dynamic dependence networks: Financial time series forecasting and portfolio decisions’
published 2016 · Applied Stochastic Models in Business and Industry · 1 citations
with Zoey Zhao, Meng Xie
Discriminative variable subsets in Bayesian classification with mixture models, with application in flow cytometry studies
published 2015 · Biostatistics · 17 citations
with Lin Lin, Cliburn Chan
Dynamic network signal processing using latent threshold models
published 2015 · Digital Signal Processing · 25 citations
with Jouchi Nakajima
GPU-Accelerated Bayesian Learning and Forecasting in Simultaneous Graphical Dynamic Linear Models
published 2015 · Bayesian Analysis · 62 citations
with Lutz F. Gruber
Bayesian Forecasting
published 2014 · Wiley StatsRef: Statistics Reference Online · 2 citations
Bayesian forecasting and portfolio decisions using dynamic dependent sparse factor models
published 2014 · International Journal of Forecasting · 70 citations
with Xiaocong Zhou, Jouchi Nakajima
CFEnetwork: The Annals of Computational and Financial Econometrics
published 2014 · Computational Statistics & Data Analysis
Spatially varying SAR models and Bayesian inference for high-resolution lattice data
published 2013 · Annals of the Institute of Statistical Mathematics · 6 citations
with Chiranjit Mukherjee, P. S. Kasibhatla
Bayesian Analysis of Latent Threshold Dynamic Models
published 2012 · Journal of Business and Economic Statistics · 160 citations
with Jouchi Nakajima
Rejoinder
published 2012 · Journal of the American Statistical Association
with Ioanna Manolopoulou, Melanie P. Matheu, Michael D. Cahalan, Thomas B. Kepler
Bayesian Spatio-Dynamic Modeling in Cell Motility Studies: Learning Nonlinear Taxic Fields Guiding the Immune Response
published 2012 · Journal of the American Statistical Association · 10 citations
with Ioanna Manolopoulou, Melanie P. Matheu, Michael D. Cahalan, Thomas B. Kepler
Efficient Classification-Based Relabeling in Mixture Models
published 2011 · The American Statistician · 34 citations
with Andrew Cron
Selection sampling from large data sets for targeted inference in mixture modeling
published 2010 · Bayesian Analysis · 20 citations
with Cliburn Chan, Ioanna Manolopoulou
Rejoinder
published 2010 · Bayesian Analysis
with Cliburn Chan, Ioanna Manolopoulou
Understanding GPU Programming for Statistical Computation: Studies in Massively Parallel Massive Mixtures
published 2010 · Journal of Computational and Graphical Statistics · 190 citations
with Marc A. Suchard, Quanli Wang, Cliburn Chan, Jacob Frelinger, Andrew Cron
Adaptive Mixture Modeling Metropolis Methods for Bayesian Analysis of Nonlinear State-Space Models
published 2010 · Journal of Computational and Graphical Statistics · 24 citations
with Jarad Niemi
A dynamic modelling strategy for Bayesian computer model emulation
published 2009 · Bayesian Analysis · 77 citations
with Fei Liu
Spatial mixture modelling for unobserved point processes: examples in immunofluorescence histology
published 2009 · Bayesian Analysis · 37 citations
with Chunlin Ji, Thomas B. Kepler, Daniel Merl
Cross-Study Projections of Genomic Biomarkers: An Evaluation in Cancer Genomics
published 2009 · PLoS ONE · 18 citations
with Joseph E. Lucas, Carlos M. Carvalho, Julia Ling-Yu Chen, Jen-Tsan Chi
High-Dimensional Sparse Factor Modeling: Applications in Gene Expression Genomics
published 2008 · Journal of the American Statistical Association · 488 citations
with Carlos M. Carvalho, Jeffrey T. Chang, Joseph E. Lucas, Joseph R. Nevins, Quanli Wang
Bayesian Weibull tree models for survival analysis of clinico-genomic data
published 2007 · Statistical Methodology · 15 citations
with Jennifer Clarke
Shotgun Stochastic Search for “Large p ” Regression
published 2007 · Journal of the American Statistical Association · 242 citations
with Chris Hans, Adrian Dobra
Dynamic matrix-variate graphical models
published 2007 · Bayesian Analysis · 158 citations
with Carlos M. Carvalho
Bayesian CART: Prior Specification and Posterior Simulation
published 2007 · Journal of Computational and Graphical Statistics · 76 citations
with Yuhong Wu, Håkon Tjelmeland
Multi-scale and hidden resolution time series models
published 2006 · Bayesian Analysis · 45 citations
with Marco A. R. Ferreira, David Higdon, Herbert K. H. Lee
Dynamic Matrix-Variate Graphical Models - A Synopsis 1 -
published 2006 · Journal of the American Academy of Dermatology · 4 citations
with Carlos M. Carvalho
Covariance decomposition in undirected Gaussian graphical models
published 2005 · Biometrika · 86 citations
with Beatrix Jones
Experiments in Stochastic Computation for High-Dimensional Graphical Models
published 2005 · Statistical Science · 254 citations
with Beatrix Jones, Carlos M. Carvalho, Adrian Dobra, Chris Hans, Chris Carter
Data augmentation in multi-way contingency tables with fixed marginal totals
published 2004 · Journal of Statistical Planning and Inference · 28 citations
with Adrian Dobra, Claudia Tebaldi
Sparse graphical models for exploring gene expression data
published 2004 · Journal of Multivariate Analysis · 477 citations
with Adrian Dobra, Chris Hans, Beatrix Jones, Joseph R. Nevins, Guang Yao
Monte Carlo Smoothing for Nonlinear Time Series
published 2004 · Journal of the American Statistical Association · 545 citations
with Simon Godsill, Arnaud Doucet
Markov Random Field Models for High-Dimensional Parameters in Simulations of Fluid Flow in Porous Media
published 2002 · Technometrics · 76 citations
with Herbert K. H. Lee, Dave Higdon, Zhuoxin Bi, Marco A. R. Ferreira
Statistical analyses of freeway traffic flows
published 2001 · Journal of Forecasting · 32 citations
with Claudia Tebaldi, Alan F. Karr
Maximum a Posteriori Sequence Estimation Using Monte Carlo Particle Filters
published 2001 · Annals of the Institute of Statistical Mathematics · 128 citations
with Simon Godsill, Arnaud Doucet
Profiling Substance Abuse Provider Trends in Health Care Delivery Systems
published 2000 · Health Services and Outcomes Research Methodology · 8 citations
with James Burgess, Viridiana Lourdes
Case Studies in Bayesian Statistics, Vol. IV
published 2000 · Technometrics · 1 citations
Bayesian Dynamic Factor Models and Portfolio Allocation
published 2000 · Journal of Business and Economic Statistics · 450 citations
with Omar Aguilar
Evaluation and Comparison of EEG Traces: Latent Structure in Nonstationary Time Series
published 1999 · Journal of the American Statistical Association · 103 citations
with Raquel Prado, Andrew D. Krystal
Priors and Component Structures in Autoregressive Time Series Models
published 1999 · Journal of the Royal Statistical Society Series B (Statistical Methodology) · 71 citations
with Gabriel Huerta
Bayesian Inference on Periodicities and Component Spectral Structure in Time Series
published 1999 · Journal of Time Series Analysis · 33 citations
with Gabriel Huerta
Bayesian Inference on Network Traffic Using Link Count Data: Rejoinder
published 1998 · Journal of the American Statistical Association · 312 citations
with Claudia Tebaldi
Rejoinder
published 1998 · Journal of the American Statistical Association
with Claudia Tebaldi
Bayesian Models for Non‐linear Autoregressions
published 1997 · Journal of Time Series Analysis · 34 citations
with Peter Müller, Steven N. MacEachern
Bayesian Forecasting of Multinomial Time Series through Conditionally Gaussian Dynamic Models
published 1997 · Journal of the American Statistical Association · 71 citations
with Claudia Cargnoni, Peter Müller
Bayesian Forecasting of Multinomial Time Series Through Conditional Gaussian Dynamic Models
published 1997 · Journal of the American Statistical Association · 29 citations
with Claudia Cargnoni, Peter Müller
Hierarchical Mixture Models in Neurological Transmission Analysis
published 1997 · Journal of the American Statistical Association · 27 citations
Hierarchical Mixture Models in Neurological Transmission Analysis
published 1997 · Journal of the American Statistical Association · 6 citations
Practical Bayesian Inference Using Mixtures of Mixtures
published 1996 · Biometrics · 6 citations
with Guoliang Cao
Inference in successive sampling discovery models
published 1996 · Journal of Econometrics · 20 citations
Bayesian Inference in Cyclical Component Dynamic Linear Models
published 1995 · Journal of the American Statistical Association · 37 citations
Bayesian Density Estimation and Inference Using Mixtures
published 1995 · Journal of the American Statistical Association · 2249 citations
with Michael Escobar
Applied Bayesian Forecasting and Times Series Analysis
published 1994 · Medical Entomology and Zoology · 222 citations
with Andy Pole, Jeff Harrison
no link
Deconvolution of Mixtures in Analysis of Neural Synaptic Transmission
published 1994 · Journal of the Royal Statistical Society Series D (The Statistician) · 25 citations
with Dennis A. Turner
Approximating Posterior Distributions by Mixtures
published 1993 · Journal of the Royal Statistical Society Series B (Statistical Methodology) · 346 citations
A Bayesian method for classification and discrimination
published 1992 · Canadian Journal of Statistics · 135 citations
with Michael Lavine
Modelling Probabilistic Agent Opinion
published 1992 · Journal of the Royal Statistical Society Series B (Statistical Methodology) · 45 citations
with Jo Crosse
Modelling Agent Forecast Distributions
published 1992 · Journal of the Royal Statistical Society Series B (Statistical Methodology) · 55 citations
Data Base Error Trapping and Prediction
published 1991 · Journal of the American Statistical Association · 11 citations
with Robert L. Winkler
Forecasting, Structural Time Series Models and the Kalman Filter
published 1991 · Journal of the Operational Research Society · 4819 citations
with Robert Fildes, Andrew Harvey, Jeff Harrison
Bayesian Forecasting and Dynamic Models.
published 1991 · Journal of the American Statistical Association · 1961 citations · first circulated 1989
Kernel Density Estimation and Marginalization Consistency
published 1991 · Biometrika · 2 citations
Dynamic linear model diagnostics
published 1991 · Biometrika · 26 citations
with Jeff Harrison
Kernel density estimation and marginalization consistency
published 1991 · Biometrika · 18 citations
Efficient bayesian learning in non‐linear dynamic models
published 1990 · Journal of Forecasting · 25 citations
with Andy Pole
REFERENCE ANALYSIS OF THE DYNAMIC LINEAR MODEL
published 1989 · Journal of Time Series Analysis · 13 citations
with Andy Pole
Subjective intervention in formal models
published 1989 · Journal of Forecasting · 43 citations
with Jeff Harrison
Econometrics and Structural Change.
published 1988 · Journal of the Royal Statistical Society Series A (Statistics in Society) · 41 citations
with Lyle D. Broemeling, Hiroki Tsurumi
Bayesian statistics two: Proceedings of the second Valencia international meeting on Bayesian statistics
published 1988 · International Journal of Forecasting
On scale mixtures of normal distributions
published 1987 · Biometrika · 368 citations
An Analysis of International Exchange Rates Using Multivariate DLM's
published 1987 · Journal of the Royal Statistical Society Series D (The Statistician) · 88 citations
with José Mario Quintana
An Application of Dynamic Survival Models in Unemployment Studies
published 1987 · Journal of the Royal Statistical Society Series D (The Statistician) · 39 citations
with Dani Gamerman
Practical Bayesian Forecasting
published 1987 · Journal of the Royal Statistical Society Series D (The Statistician) · 42 citations
with Jeff Harrison
Discussion: Influence Functionals for Time Series
published 1986 · The Annals of Statistics · 1 citations
Bayesian Model Monitoring
published 1986 · Journal of the Royal Statistical Society Series B (Statistical Methodology) · 101 citations
Monitoring and Adaptation in Bayesian Forecasting Models
published 1986 · Journal of the American Statistical Association · 61 citations
with P. J. Harrison
Dynamic Generalized Linear Models and Bayesian Forecasting: Rejoinder
published 1985 · Journal of the American Statistical Association · 526 citations
with P. J. Harrison, Hélio S. Migon
Rejoinder
published 1985 · Journal of the American Statistical Association
with P. J. Harrison, Hélio S. Migon
Outlier Models and Prior Distributions in Bayesian Linear Regression
published 1984 · Journal of the Royal Statistical Society Series B (Statistical Methodology) · 239 citations
Bayesian Aggregation
published 1984 · Journal of the Royal Statistical Society Series A (General) · 25 citations
Assembled from arXiv and OpenAlex. Duplicate records for the same paper are merged, and the published version is shown where we could identify one. Corrections welcome.
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