Bayesian Modeling Using WinBUGS (Wiley Series in by Ioannis Ntzoufras

By Ioannis Ntzoufras

A hands-on creation to the rules of Bayesian modeling utilizing WinBUGS

Bayesian Modeling utilizing WinBUGS presents an simply obtainable creation to using WinBUGS programming suggestions in a number of Bayesian modeling settings. the writer presents an available therapy of the subject, providing readers a delicate creation to the foundations of Bayesian modeling with special information at the functional implementation of key principles.

The ebook starts with a easy creation to Bayesian inference and the WinBUGS software program and is going directly to conceal key issues, including:

  • Markov Chain Monte Carlo algorithms in Bayesian inference

  • Generalized linear models

  • Bayesian hierarchical models

  • Predictive distribution and version checking

  • Bayesian version and variable evaluation

Computational notes and monitor captures illustrate using either WinBUGS in addition to R software program to use the mentioned options. routines on the finish of every bankruptcy let readers to check their realizing of the awarded ideas and all info units and code can be found at the book's comparable internet site.

Requiring just a operating wisdom of chance idea and statistics, Bayesian Modeling utilizing WinBUGS serves as a good e-book for classes on Bayesian facts on the upper-undergraduate and graduate degrees. it's also a helpful reference for researchers and practitioners within the fields of statistics, actuarial technology, medication, and the social sciences who use WinBUGS of their daily work.

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Extra resources for Bayesian Modeling Using WinBUGS (Wiley Series in Computational Statistics)

Example text

Plot the posterior distribution (usually focus is on the univariate marginal distributions). 7 . Finally, obtain summaries of the posterior distribution (mean, median, standard deviation, quantiles, correlations). In these steps, we refer to convergence diagnostics, which are statistical tests that attempt to identify cases where convergence is not achieved. More details follow in the next section, along with terminology and additional implementation details of the preceding steps. 2 Terminology and implementation details In this section we present the basic concepts related to MCMC algorithms.

Intermediate landmark publications include the generalization of Metropolis algorithm by Hastings (1970) and development of the Gibbs sampler by Geman and Geman (1984). , 1990; Gelfand and Smith, 1990) and became one of the main computational tools in modem statistical inference. Markov chain Monte Carlo techniques enabled quantitative researchers to use highly complicated models and estimate the corresponding posterior distributions with accuracy. In this way, MCMC methods have greatly contributed to the development and propagation of Bayesian theory.

1 SIMULATION, MONTE CARLO INTEGRATION, AND THEIR IMPLEMENTATION IN BAYESIAN INFERENCE In quantitative sciences, the problem of evaluation of integrals of the type I = Jg(x)dx X Bayesian Modeling Using WinBUGS, by Ioannis Ntzoufras Copyright 0 2 0 0 9 John Wiley & Sons, Inc. 31 32 MARKOV CHAIN MONTE CARLO ALGORITHMS IN BAYESIAN INFERENCE is often required. Several solutions have been proposed in the literature, including either approximations or computationally intensive methods. One of them is based on generating random samples and then obtaining the integral shown above by its statistical unbiased estimate, the sample mean.

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