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Posted by ubpdqn on July 6, 2012

Unknown Blogger Mathematica

There are a number of resources for use of WinBUGS including examples in the documentation. This book is the most detailed I have found. It also provides insights using R code or pseudocode to provide insights into the algorithms.  In addition to detailed interesting motivating examples the author notes the pitfalls and provides insights into the assessment of convergence, use of multiple chains and other monitoring features.

I found much of the  book difficult and I have read descriptions of Metropolis Hastings and Gibbs sampling that were easier for me to understand.

I think it is invaluable asset to use of WinBUGS. It is (appropriately) expensive, however.

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