- The BFRM software for Bayesian Factor Regression Models: A framework
for Bayesian modelling and analysis of sparse
latent factor and facter-regression models, with a number of developments related to applications in
analysis of large-scale gene expression data sets
- The SSS software for Shotgun Stochastic Search for regression variable search and
uncertainty analysis. Linear, binary and survival regression models are efficiently implemented for
"large p" problems, with examples. Serial (Windows, linux/unix, 64bit linux) and parallel (linux cluster)
code is available, with or without GUI facilities.
- The HIW Sampler software for simulation of hyper-inverse Wishart distributions arising in
sparse graphical modelling for multivariate analysis, time series and other applications
- Software for Bayesian prediction tree modelling, using MCMC
methods for exploring spaces of Bayesian classification and regression
tree models.
- The GGM software for Stochastic Computation in Gaussian Graphical Models
- The GraphExplore software for dynamically exploring large graphical structures such as generated from statistical graphical models
- The TVAR software for Nonstationary Time Series Analysis and Decomposition
- The AR modelling software for Autoregressive Component Models, incorporating model uncertainty
and unit roots in time series
- Applied Bayesian Forecasting textbook, with
the BATS software, and the more advanced/comprehensive
- Bayesian Forecasting and Dynamic Models textbook and research monograph
- Software for Bayesian binary classification tree model search
| - Software created with students and associates of Mike West - |
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