WinBUGS
Overview
Markov chain Monte Carlo
Markov chain Monte Carlo methods are a class of algorithms for sampling from probability distributions based on constructing a Markov chain that has the desired distribution as its equilibrium distribution. The state of the chain after a large number of steps is then used as a sample of the...
(MCMC) methods.
It is based on the BUGS (Bayesian inference
Bayesian inference
In statistics, Bayesian inference is a method of statistical inference. It is often used in science and engineering to determine model parameters, make predictions about unknown variables, and to perform model selection...
Using Gibbs Sampling
Gibbs sampling
In statistics and in statistical physics, Gibbs sampling or a Gibbs sampler is an algorithm to generate a sequence of samples from the joint probability distribution of two or more random variables...
) project started in 1989. It runs under Microsoft Windows
Microsoft Windows
Microsoft Windows is a series of operating systems produced by Microsoft.Microsoft introduced an operating environment named Windows on November 20, 1985 as an add-on to MS-DOS in response to the growing interest in graphical user interfaces . Microsoft Windows came to dominate the world's personal...
, though it can also be run on Linux
Linux
Linux is a Unix-like computer operating system assembled under the model of free and open source software development and distribution. The defining component of any Linux system is the Linux kernel, an operating system kernel first released October 5, 1991 by Linus Torvalds...
using Wine
Wine (software)
Wine is a free software application that aims to allow computer programs written for Microsoft Windows to run on Unix-like operating systems. Wine also provides a software library, known as Winelib, against which developers can compile Windows applications to help port them to Unix-like...
.
It was developed by the BUGS Project, a team of UK researchers at the MRC
Medical Research Council (UK)
The Medical Research Council is a publicly-funded agency responsible for co-ordinating and funding medical research in the United Kingdom. It is one of seven Research Councils in the UK and is answerable to, although politically independent from, the Department for Business, Innovation and Skills...
Biostatistics
Biostatistics
Biostatistics is the application of statistics to a wide range of topics in biology...
Unit, Cambridge
Cambridge
The city of Cambridge is a university town and the administrative centre of the county of Cambridgeshire, England. It lies in East Anglia about north of London. Cambridge is at the heart of the high-technology centre known as Silicon Fen – a play on Silicon Valley and the fens surrounding the...
, and Imperial College School of Medicine
Imperial College School of Medicine
The Imperial College School of Medicine is the medical school of Imperial College London in England, and one of the United Hospitals....
, London.
The last version of WinBUGS was version 1.4.3, released in August 2007.
Unanswered Questions
