Bayesian inference using Gibbs sampling

Last updated

Bayesian inference using Gibbs sampling (BUGS) is a statistical software for performing Bayesian inference using Markov chain Monte Carlo (MCMC) methods. It was developed by David Spiegelhalter at the Medical Research Council Biostatistics Unit in Cambridge in 1989 and released as free software in 1991. [1] [2]

Contents

The BUGS project has evolved through four main versions: ClassicBUGS, [3] WinBUGS, [4] OpenBUGS [1] and MultiBUGS. [5] MultiBUGS is built on the existing algorithms and tools in OpenBUGS and WinBUGS, which are no longer developed, and implements parallelization to speed up computation. Several R packages are available, R2MultiBUGS acts as an interface to MultiBUGS, while Nimble is an extension of the BUGS language.

Alternative implementations of the BUGS language include JAGS and Stan.

See also

Related Research Articles

A Bayesian network is a probabilistic graphical model that represents a set of variables and their conditional dependencies via a directed acyclic graph (DAG). While it is one of several forms of causal notation, causal networks are special cases of Bayesian networks. Bayesian networks are ideal for taking an event that occurred and predicting the likelihood that any one of several possible known causes was the contributing factor. For example, a Bayesian network could represent the probabilistic relationships between diseases and symptoms. Given symptoms, the network can be used to compute the probabilities of the presence of various diseases.

In statistics, Markov chain Monte Carlo (MCMC) is a class of algorithms used to draw samples from a probability distribution. Given a probability distribution, one can construct a Markov chain whose elements' distribution approximates it – that is, the Markov chain's equilibrium distribution matches the target distribution. The more steps that are included, the more closely the distribution of the sample matches the actual desired distribution.

Bayesian statistics is a theory in the field of statistics based on the Bayesian interpretation of probability, where probability expresses a degree of belief in an event. The degree of belief may be based on prior knowledge about the event, such as the results of previous experiments, or on personal beliefs about the event. This differs from a number of other interpretations of probability, such as the frequentist interpretation, which views probability as the limit of the relative frequency of an event after many trials. More concretely, analysis in Bayesian methods codifies prior knowledge in the form of a prior distribution.

A graphical model or probabilistic graphical model (PGM) or structured probabilistic model is a probabilistic model for which a graph expresses the conditional dependence structure between random variables. They are commonly used in probability theory, statistics—particularly Bayesian statistics—and machine learning.

<span class="mw-page-title-main">Philip Dawid</span> British statistician

Alexander Philip Dawid is Emeritus Professor of Statistics of the University of Cambridge, and a Fellow of Darwin College, Cambridge. He is a leading proponent of Bayesian statistics.

<span class="mw-page-title-main">David Spiegelhalter</span> English statistician (born 1953)

Sir David John Spiegelhalter is a British statistician and a Fellow of Churchill College, Cambridge. From 2007 to 2018 he was Winton Professor of the Public Understanding of Risk in the Statistical Laboratory at the University of Cambridge. Spiegelhalter is an ISI highly cited researcher.

OpenBUGS is a software application for the Bayesian analysis of complex statistical models using Markov chain Monte Carlo (MCMC) methods. OpenBUGS is the open source variant of WinBUGS. It runs under Microsoft Windows and Linux, as well as from inside the R statistical package. Versions from v3.0.7 onwards have been designed to be at least as efficient and reliable as WinBUGS over a range of test applications.

Bayesian inference of phylogeny combines the information in the prior and in the data likelihood to create the so-called posterior probability of trees, which is the probability that the tree is correct given the data, the prior and the likelihood model. Bayesian inference was introduced into molecular phylogenetics in the 1990s by three independent groups: Bruce Rannala and Ziheng Yang in Berkeley, Bob Mau in Madison, and Shuying Li in University of Iowa, the last two being PhD students at the time. The approach has become very popular since the release of the MrBayes software in 2001, and is now one of the most popular methods in molecular phylogenetics.

<span class="mw-page-title-main">WinBUGS</span> Statistical software for Bayesian analysis

WinBUGS is statistical software for Bayesian analysis using Markov chain Monte Carlo (MCMC) methods.

Just another Gibbs sampler (JAGS) is a program for simulation from Bayesian hierarchical models using Markov chain Monte Carlo (MCMC), developed by Martyn Plummer. JAGS has been employed for statistical work in many fields, for example ecology, management, and genetics.

Probabilistic programming (PP) is a programming paradigm in which probabilistic models are specified and inference for these models is performed automatically. It represents an attempt to unify probabilistic modeling and traditional general purpose programming in order to make the former easier and more widely applicable. It can be used to create systems that help make decisions in the face of uncertainty.

<span class="mw-page-title-main">LaplacesDemon</span> Open-source statistical package

LaplacesDemon is an open-source statistical package that is intended to provide a complete environment for Bayesian inference. LaplacesDemon has been used in numerous fields. The user writes their own model specification function and selects a numerical approximation algorithm to update their Bayesian model. Some numerical approximation families of algorithms include Laplace's method, numerical integration, Markov chain Monte Carlo (MCMC), and variational Bayesian methods.

<span class="mw-page-title-main">Stan (software)</span> Probabilistic programming language for Bayesian inference

Stan is a probabilistic programming language for statistical inference written in C++. The Stan language is used to specify a (Bayesian) statistical model with an imperative program calculating the log probability density function.

<span class="mw-page-title-main">JASP</span> Free and open-source statistical program

JASP is a free and open-source program for statistical analysis supported by the University of Amsterdam. It is designed to be easy to use, and familiar to users of SPSS. It offers standard analysis procedures in both their classical and Bayesian form. JASP generally produces APA style results tables and plots to ease publication. It promotes open science via integration with the Open Science Framework and reproducibility by integrating the analysis settings into the results. The development of JASP is financially supported by several universities and research funds. As the JASP GUI is developed in C++ using Qt framework, some of the team left to make a notable fork which is Jamovi which has its GUI developed in JavaScript and HTML5.

PyMC is a probabilistic programming language written in Python. It can be used for Bayesian statistical modeling and probabilistic machine learning.

Nicola G. "Nicky" Best is a statistician known for her work on the deviance information criterion in Bayesian inference[B][E] and as a developer of Bayesian inference using Gibbs sampling.[A][D] She is a former professor of biostatistics and epidemiology at Imperial College London and is currently a biostatistician for GlaxoSmithKline.

ArviZ is a Python package for exploratory analysis of Bayesian models. It is specifically designed to work with the output of probabilistic programming libraries like PyMC, Stan, and others by providing a set of tools for summarizing and visualizing the results of Bayesian inference in a convenient and informative way. ArviZ also provides a common data structure for manipulating and storing data commonly arising in Bayesian analysis, like posterior samples or observed data.

In Bayesian statistics, the probability of direction (pd) is a measure of effect existence representing the certainty with which an effect is positive or negative. This index is numerically similar to the frequentist p-value.

Bambi is a high-level Bayesian model-building interface written in Python. It works with the PyMC probabilistic programming framework. Bambi provides an interface to build and solve Bayesian generalized (non-)linear multivariate multilevel models.

References

  1. 1 2 Lunn, David; Spiegelhalter, David; Thomas, Andrew; Best, Nicky (2009). "The BUGS project: Evolution, critique and future directions". Statistics in Medicine. 28 (25): 3049–3067. doi: 10.1002/sim.3680 . PMID   19630097.
  2. McGrayne, Sharon Bertsch (2012). The Theory That Would Not Die: How Bayes' Rule Cracked the Enigma Code, Hunted Down Russian Submarines, and Emerged Triumphant from Two Centuries. Yale University Press. p. 226. ISBN   9780300188226.
  3. Gilks, W. R.; Thomas, A.; Spiegelhalter, D. J. (1994). "A Language and Program for Complex Bayesian Modelling". The Statistician. 43 (1): 169–177. doi:10.2307/2348941. JSTOR   2348941.
  4. Lunn, David J.; Thomas, Andrew; Best, Nicky; Spiegelhalter, David (2000). "WinBUGS—A Bayesian modelling framework: concepts, structure, and extensibility". Statistics and Computing. 10 (4): 325–337. doi:10.1023/A:1008929526011. S2CID   2722195.
  5. Goudie, Robert J. B.; Turner, Rebecca M.; De Angelis, Daniela; Thomas, Andrew (2020). "MultiBUGS: A Parallel Implementation of the BUGS Modeling Framework for Faster Bayesian Inference". Journal of Statistical Software. 95 (7): 1–20. doi: 10.18637/jss.v095.i07 . PMC   7116196 . PMID   33071678.