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.
West has made significant contributions to Bayesian theory and methods for time series analysis and forecasting.
[7] His research with molecular geneticists and clinical researchers involved developing predictive models for identifying types of breast cancer using gene expression data,[8][9] contributing to the popularisation of biomarker discovery through gene expression profiling.
[citation needed] President of the International Society for Bayesian Analysis in 2009–2010.
[citation needed] Founding Chair of the International Society for Bayesian Analysis (ISBA) section on Economics, Finance, and Business in 2012-2013[10] Chair of the American Statistical Association section on Bayesian Statistical Science in 2010.