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Related papers: A Conversation with Mike West

200 papers

For statistics courses at all levels, teaching and learning online poses challenges in different aspects. Particular online challenges include how to effectively and interactively conduct exploratory data analyses, how to incorporate…

Other Statistics · Statistics 2020-02-25 Jim Albert , Mine Cetinkaya-Rundel , Jingchen Hu

We discuss and develop Bayesian dynamic modelling and predictive decision synthesis for portfolio analysis. The context involves model uncertainty with a set of candidate models for financial time series with main foci in sequential…

Portfolio Management · Quantitative Finance 2024-05-06 Emily Tallman , Mike West

The superstatistics approach recently introduced by Beck [C. Beck and E.G.D. Cohen, Physica A 322, 267 (2003)] is a formalism that aims to deal in a unifying way with a large variety of complex nonequilibrium systems, for which…

Statistical Mechanics · Physics 2007-05-23 Fabio Sattin

Estimating personalized treatment effects from high-dimensional observational data is essential in situations where experimental designs are infeasible, unethical, or expensive. Existing approaches rely on fitting deep models on outcomes…

Machine Learning · Computer Science 2022-02-02 Andrew Jesson , Panagiotis Tigas , Joost van Amersfoort , Andreas Kirsch , Uri Shalit , Yarin Gal

Over the past two decades, the field of high-dimensional statistics has experienced substantial progress, driven largely by technological advances that have dramatically reduced the cost and effort for data collection and storage across a…

This paper studies the problem of globally optimizing a variable of interest that is part of a causal model in which a sequence of interventions can be performed. This problem arises in biology, operational research, communications and,…

Machine Learning · Statistics 2020-05-27 Virginia Aglietti , Xiaoyu Lu , Andrei Paleyes , Javier González

The exponential expansion of scientific literature has surpassed the epistemic processing capabilities of both human experts and current artificial intelligence systems. This paper introduces Bayesian Epistemology with Weighted Authority…

Artificial Intelligence · Computer Science 2025-06-23 Craig S. Wright

We revisit the classical problem of Bayesian ensembles and address the challenge of learning optimal combinations of Bayesian models in an online, continual learning setting. To this end, we reinterpret existing approaches such as Bayesian…

Machine Learning · Computer Science 2026-01-26 Daniel Waxman , Fernando Llorente , Petar M. Djurić

Charting the intellectual evolution of a scientific discipline is crucial for identifying its core contributions, challenges, and future directions. The IISE Annual Conference proceedings offer a rich longitudinal archive of the Industrial…

Digital Libraries · Computer Science 2026-03-05 H. Sinan Bank , Casey E. Eaton

Researchers often face choices between multiple data sources that differ in quality, cost, and representativeness. Which sources will most improve predictive performance? We study this data prioritization problem under a random distribution…

Methodology · Statistics 2025-12-16 Ivy Zhang , Dominik Rothenhäusler

Thanks to the increasing growth of computational power and data availability, the research in machine learning has advanced with tremendous rapidity. Nowadays, the majority of automatic decision making systems are based on data. However, it…

Machine Learning · Computer Science 2021-01-28 Elena Beretta , Antonio Vetrò , Bruno Lepri , Juan Carlos De Martin

Bayesian variable selection is a powerful tool for data analysis, as it offers a principled method for variable selection that accounts for prior information and uncertainty. However, wider adoption of Bayesian variable selection has been…

Methodology · Statistics 2022-09-13 Martin Jankowiak

Bayesian learning has emerged as a compelling and vital research direction in the field of structural dynamics, offering a probabilistic lens to understand and refine the analysis of complex dynamical systems. This review meticulously…

Data Analysis, Statistics and Probability · Physics 2025-06-03 Wang-Ji Yan , Lin-Feng Mei , Yuan-Wei Yin , Jiang Mo , Costas Papadimitriou , Ka-Veng Yuen , Michael Beer

The design of an experiment can be always be considered at least implicitly Bayesian, with prior knowledge used informally to aid decisions such as the variables to be studied and the choice of a plausible relationship between the…

Methodology · Statistics 2017-01-03 David C. Woods , Antony M. Overstall , Maria Adamou , Timothy W. Waite

We have collected and cleaned two network data sets: Coauthorship and Citation networks for statisticians. The data sets are based on all research papers published in four of the top journals in statistics from $2003$ to the first half of…

Applications · Statistics 2021-06-01 Pengsheng Ji , Jiashun Jin

Causal discovery is crucial for understanding complex systems and informing decisions. While observational data can uncover causal relationships under certain assumptions, it often falls short, making active interventions necessary. Current…

Machine Learning · Computer Science 2024-06-18 Yuxuan Wang , Mingzhou Liu , Xinwei Sun , Wei Wang , Yizhou Wang

Contemporary scientific research is a distributed, collaborative endeavor, carried out by teams of researchers, regulatory institutions, funding agencies, commercial partners, and scientific bodies, all interacting with each other and…

Methodology · Statistics 2024-02-09 Stephen Bates , Michael I. Jordan , Michael Sklar , Jake A. Soloff

Bayesian forecasting is developed in multivariate time series analysis for causal inference. Causal evaluation of sequentially observed time series data from control and treated units focuses on the impacts of interventions using…

Methodology · Statistics 2024-06-21 Graham Tierney , Christoph Hellmayr , Greg Barkimer , Kevin Li , Mike West

This thesis is devoted to the study of extreme value statistics in stochastic processes and their applications. In the first part, we obtain exact analytical results on the extreme value statistics of both discrete-time and continuous-time…

Statistical Mechanics · Physics 2023-10-24 Benjamin De Bruyne

Sensory inference under conditions of uncertainty is a major problem in both machine learning and computational neuroscience. An important but poorly understood aspect of sensory processing is the role of active sensing. Here, we present a…

Artificial Intelligence · Computer Science 2014-08-12 Sheeraz Ahmad , Angela Yu