Posts Tagged ‘ JAGS ’

Bayes on drugs (guest post)

May 20, 2012
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Bayes on drugs (guest post)

This post is written by Julien Cornebise. Last week in Aachen was the 3rd Edition of the Bayes(Pharma) workshop. Its specificity: half-and-half industry/academic participants and speakers, all in Pharmaceutical statistics, with a great care to welcome newcomers to Bayes, so as to spread as much as possible the love where it will actually be used.

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Installing and Running JAGS on Mac OS 10.5.8

March 26, 2012
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Installing and Running JAGS on Mac OS 10.5.8

JAGS is an alternative to BUGS (WinBUGS or OpenBUGS) for conducting a Bayesian Analysis. It stands for Just Another Gibbs Sampler, and like WinBUGS, it is essentially an MCMC machine that employs a Gibbs sampler so you don't have to write your own for ...

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Installing and Running JAGS on Mac OS 10.5.8

March 26, 2012
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Installing and Running JAGS on Mac OS 10.5.8

JAGS is an alternative to BUGS (WinBUGS or OpenBUGS) for conducting a Bayesian Analysis. It stands for Just Another Gibbs Sampler, and like WinBUGS, it is essentially an MCMC machine that employs a Gibbs sampler so you don’t have to … Continue reading →

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Example 9.8: New stuff in SAS 9.3– Bayesian random effects models in Proc MCMC

October 4, 2011
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Example 9.8: New stuff in SAS 9.3– Bayesian random effects models in Proc MCMC

Rounding off our reports on major new developments in SAS 9.3, today we'll talk about proc mcmc and the random statement.Stand-alone packages for fitting very general Bayesian models using Markov chain Monte Carlo (MCMC) methods have been available for...

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A slice of infinity

July 27, 2011
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A slice of infinity

Peng Yu sent me an email about the conditions for convergence of a Gibbs sampler: The following statement mentions convergence. But I’m not familiar what the regularity condition is. “But it is necessary to have a finite probability of moving away from the current state at all times in order to satisfy the regularity conditions on which

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Parallel JAGS RNGs

July 23, 2011
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As a matter of convention, we usually run 3 or 4 chains in JAGS. By default, this gives rise to chains that draw samples from 3 or 4 distinct pseudorandom number generators. I didn’t go and check whether it does things 111,222,333 or 123,123,123, but in any event the “parallel chains” in JAGS are samples

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Trip to Lyon

January 20, 2011
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Trip to Lyon

This was my first trip to Lyon in about… 35 years, I think, but I did not have much time to tour the city! My original plan was to go climbing with Ivan near La Meije right after the talk, but our respective knees were hurting for the past week at least (since Utah in

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JAGS – Bayesian Analysis

December 6, 2010
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JAGS – Bayesian Analysis

JAGS is used for Bayesian analysis using MCMC and stands for Just Another Gibbs Sampler.  It is an alternative to WinBUGS and can be accessed through R just like WinBUGS (via R2jags or RJags).  It will work on a Mac unlike WinBUGS.  The ...

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How fast is JAGS?

September 20, 2010
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How fast is JAGS?

The OpenBUGS development team have created some validation code called WinComp that allows the results of OpenBUGS to be compared with WinBUGS 1.4 for all the examples in the OpenBUGS manual.  I have wrapped up this code into an R … Continue reading →

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CoRe in CiRM [3]

July 10, 2010
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CoRe in CiRM [3]

Still drudging along preparing the new edition of Bayesian Core. I am almost done with the normal chapter, where I also changed the Monte Carlo section to include specific tools (bridge) for evidence/Bayes factor approximation. Jean-Michel has now moved to the new hierarchical model chapter and analysed longitudinal  datasets that will constitute the core of

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