Bayesian inference using Gibbs sampling (BUGS) is a
statistical software
Statistical software are specialized computer programs for analysis in statistics and econometrics.
Open-source
* ADaMSoft – a generalized statistical software with data mining algorithms and methods for data management
* ADMB – a software ...
for performing
Bayesian inference
Bayesian inference is a method of statistical inference in which Bayes' theorem is used to update the probability for a hypothesis as more evidence or information becomes available. Bayesian inference is an important technique in statistics, a ...
using
Markov chain Monte Carlo (MCMC) methods. It was developed by
David Spiegelhalter
Sir David John Spiegelhalter (born 16 August 1953) is a British statistician and a Fellow of Churchill College, Cambridge. From 2007 to 2018 he was Winton Professor of the Public Understanding of Risk in the Statistical Laboratory at the U ...
at the Medical Research Council Biostatistics Unit in
Cambridge in 1989 and released as free software in 1991.
The BUGS project has evolved through four main versions: ClassicBUGS,
WinBUGS
WinBUGS is statistical software for Bayesian analysis using Markov chain Monte Carlo (MCMC) methods.
It is based on the BUGS ( Bayesian inference Using Gibbs Sampling) project started in 1989. It runs under Microsoft Windows, though it can also ...
,
OpenBUGS
OpenBUGS is a software application for the Bayesian analysis of complex statistical models using Markov chain Monte Carlo (MCMC) methods. OpenBUGS is the open source variant of WinBUGS (Bayesian inference Using Gibbs Sampling). It runs under Micr ...
an
MultiBUGS MultiBUGS is built on the existing algorithms and tools in OpenBUGS and WinBUGS, which are no longer developed, and implements
parallelization to speed up computation. Several
R packages are available
R2MultiBUGSacts as an interface to MultiBUGS, whil
Nimbleis an extension of the BUGS language.
Alternative implementations of the BUGS language include
JAGS and
Stan
Stan or STAN may refer to:
People
* Stan (given name), a list of people with the given name
** Stan Laurel (1890–1965), English comic actor, part of duo Laurel and Hardy
* Stan (surname), a Romanian surname
* Stan! (born 1964), American author ...
.
See also
*
Spike and slab variable selection
*
Bayesian structural time series
Bayesian structural time series (BSTS) model is a statistical technique used for feature selection, time series forecasting, nowcasting, inferring causal impact and other applications. The model is designed to work with time series data.
The mod ...
References
External links
The BUGS Project
Computational statistics
Domain-specific programming languages
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