Chapter 19 Bayesian Inference Using Gibbs Sampling - BUGS Project
Beware: MCMC sampling can be dangerous!
– Disclaimer in WinBUGS User Manual
19.1 Introduction
BUGS is a freely available software for constructing and evaluating Bayesian statistical models using simulation approaches based on the Markov chain Monte Carlo methodology.
BUGS and WinBUGS are distributed freely and are the result of many years of development by a team of statisticians and programmers at the Medical Research Council Biostatistics Unit in Cambridge, UK (BUGS and WinBUGS), and by a team at the University of Helsinki, Finland (Open-BUGS); see the project pages http://www.mrc-bsu.cam.ac.uk/software/bugs/ and http://www.openbugs.net.
Models are represented by a flexible language, and there is also a graphical feature, DOODLEBUGS, that allows users to specify their models as directed graphs. For complex models DOODLEBUGS can be very useful (Lunn et al., 2000). As of May 2017, the latest versions are WinBUGS 1.4.3 and OpenBUGS 3.2.3. A comprehensive overview of WinBUGS programming and applications can be found ...
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