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Bayesian inference using Gibbs sampling (BUGS) is a
statistical software The following is a list of statistical software. Open-source * ADaMSoft – a generalized statistical software with data mining algorithms and methods for data management * ADMB – a software suite for non-linear statistical modeling based on C+ ...
for performing
Bayesian inference Bayesian inference ( or ) is a method of statistical inference in which Bayes' theorem is used to calculate a probability of a hypothesis, given prior evidence, and update it as more information becomes available. Fundamentally, Bayesian infer ...
using
Markov chain Monte Carlo In statistics, Markov chain Monte Carlo (MCMC) is a class of algorithms used to draw samples from a probability distribution. Given a probability distribution, one can construct a Markov chain whose elements' distribution approximates it – that ...
(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 Professorship of the Public Understanding of Risk, Winton Professor of the Public Under ...
at the Medical Research Council Biostatistics Unit in
Cambridge Cambridge ( ) is a List of cities in the United Kingdom, city and non-metropolitan district in the county of Cambridgeshire, England. It is the county town of Cambridgeshire and is located on the River Cam, north of London. As of the 2021 Unit ...
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 Mic ...
an
MultiBUGS
MultiBUGS is built on the existing algorithms and tools in OpenBUGS and WinBUGS, which are no longer developed, and implements
parallelization Parallel computing is a type of computation in which many calculations or processes are carried out simultaneously. Large problems can often be divided into smaller ones, which can then be solved at the same time. There are several different for ...
to speed up computation. Several R packages are available
R2MultiBUGS
acts as an interface to MultiBUGS, whil
Nimble
is an extension of the BUGS language. Alternative implementations of the BUGS language include JAGS and Stan.


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 {{statistics-stub