Reisensburg 1998: Abstract Plummer
Statistical Computing '98 - Schloß Reisensburg

Introduction to BUGS

Martyn Plummer

International Agency for Research on Cancer
Lyon, France

Markov Chain Monte Carlo (MCMC) simulation techniques have revolutionized practical Bayesian statistics by making a wide range of complex statistical models accessible to analysis. BUGS (Bayesian inference Using Gibbs Sampling) is a program which provides a language for expressing complex statistical models and an MCMC sampler which produces the simulations.
This tutorial will introduce BUGS and illustrate some of the problems it is suitable for.
Topics covered will include:

Exercises will be provided for you to try on your own PC, so come prepared. BUGS and CODA can be downloaded from the MRC Biostatistics Unit Web site:

The CODA package runs on top of S-PLUS. If you do not have an S-PLUS license you can use the freely available R language
and the port of CODA to R


  1. Gilks WR, Clayton DG, Spiegelhalter DJ, Best NG, McNeil AJ, Sharples LD and Kirby AJ. Modelling complexity: applications of Gibbs sampling in medicine. J R Stat Soc B (1993), 1993, 55, No 1, pp 39-52.
  2. Smith, AFM and Roberts GO. Bayesian computation via the Gibbs sampler and related Markov chain Monte Carlo methods. J R Stat Soc, B (1993), 55, No 1, pp 3-23.

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