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Bayesian Inference Using Gibbs Sampling
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. The BUGS project has evolved through four main versions: ClassicBUGS, WinBUGS, OpenBUGS anMultiBUGS 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 availableR2MultiBUGSacts as an interface to MultiBUGS, whilNimbleis an extension of the BUGS language. Alternative implementations of the BUGS language include JAGS and Stan. See also * Spike and slab variable selection * Bayesian structural time series Bayesian structural time series (BSTS) model is a statistical technique used for feature selection, time series forecasting, nowcasting, ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Statistical Software
Statistical software are specialized computer programs for analysis in statistics and econometrics. Open-source * ADaMSoft – a generalized statistical software with data mining algorithms and methods for data management * ADMB – a software suite for non-linear statistical modeling based on C++ which uses automatic differentiation * Chronux – for neurobiological time series data * DAP – free replacement for SAS * Environment for DeveLoping KDD-Applications Supported by Index-Structures (ELKI) a software framework for developing data mining algorithms in Java * Epi Info – statistical software for epidemiology developed by Centers for Disease Control and Prevention (CDC). Apache 2 licensed * Fityk – nonlinear regression software (GUI and command line) * GNU Octave – programming language very similar to MATLAB with statistical features * gretl – gnu regression, econometrics and time-series library * intrinsic Noise Analyzer (iNA) – For analyzing intrinsic fluctua ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Bayesian Inference
Bayesian inference is a method of statistical inference in which Bayes' theorem is used to update the probability for a hypothesis as more evidence or information becomes available. Bayesian inference is an important technique in statistics, and especially in mathematical statistics. Bayesian updating is particularly important in the dynamic analysis of a sequence of data. Bayesian inference has found application in a wide range of activities, including science, engineering, philosophy, medicine, sport, and law. In the philosophy of decision theory, Bayesian inference is closely related to subjective probability, often called "Bayesian probability". Introduction to Bayes' rule Formal explanation Bayesian inference derives the posterior probability as a consequence of two antecedents: a prior probability and a "likelihood function" derived from a statistical model for the observed data. Bayesian inference computes the posterior probability according to Bayes' theorem: ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Markov Chain Monte Carlo
In statistics, Markov chain Monte Carlo (MCMC) methods comprise a class of algorithms for sampling from a probability distribution. By constructing a Markov chain that has the desired distribution as its equilibrium distribution, one can obtain a sample of the desired distribution by recording states from the chain. The more steps that are included, the more closely the distribution of the sample matches the actual desired distribution. Various algorithms exist for constructing chains, including the Metropolis–Hastings algorithm. Application domains MCMC methods are primarily used for calculating numerical approximations of multi-dimensional integrals, for example in Bayesian statistics, computational physics, computational biology and computational linguistics. In Bayesian statistics, the recent development of MCMC methods has made it possible to compute large hierarchical models that require integrations over hundreds to thousands of unknown parameters. In rare even ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
David Spiegelhalter
Sir David John Spiegelhalter (born 16 August 1953) 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. He is currently Chair of the Winton Centre for Risk and Evidence Communication in the Centre for Mathematical Sciences at Cambridge. On 27 May 2020 he joined the board of the UK Statistics Authority as a non-executive director for a period of three years. Early life and education Spiegelhalter was born on 16 August 1953: his name means "Mirror holder" in German. He was educated at Barnstaple Grammar School, a state grammar school in Barnstaple, Devon, from 1963 to 1970. He then studied mathematics at Keble College, Oxford, graduating with a Bachelor of Arts (BA) degree in 1974. He moved to University College London, where he gained his Master of Science (MSc) d ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
University Of Cambridge
, mottoeng = Literal: From here, light and sacred draughts. Non literal: From this place, we gain enlightenment and precious knowledge. , established = , other_name = The Chancellor, Masters and Scholars of the University of Cambridge , type = Public research university , endowment = £7.121 billion (including colleges) , budget = £2.308 billion (excluding colleges) , chancellor = The Lord Sainsbury of Turville , vice_chancellor = Anthony Freeling , students = 24,450 (2020) , undergrad = 12,850 (2020) , postgrad = 11,600 (2020) , city = Cambridge , country = England , campus_type = , sporting_affiliations = The Sporting Blue , colours = Cambridge Blue , website = , logo = University of Cambridge logo ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Yale University Press
Yale University Press is the university press of Yale University. It was founded in 1908 by George Parmly Day, and became an official department of Yale University in 1961, but it remains financially and operationally autonomous. , Yale University Press publishes approximately 300 new hardcover and 150 new paperback books annually and has a backlist of about 5,000 books in print. Its books have won five National Book Awards, two National Book Critics Circle Awards and eight Pulitzer Prizes. The press maintains offices in New Haven, Connecticut and London, England. Yale is the only American university press with a full-scale publishing operation in Europe. It was a co-founder of the distributor TriLiteral LLC with MIT Press and Harvard University Press. TriLiteral was sold to LSC Communications in 2018. Series and publishing programs Yale Series of Younger Poets Since its inception in 1919, the Yale Series of Younger Poets Competition has published the first collection of ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
WinBUGS
WinBUGS is statistical software for Bayesian analysis using Markov chain Monte Carlo (MCMC) methods. It is based on the BUGS ( Bayesian inference Using Gibbs Sampling) project started in 1989. It runs under Microsoft Windows, though it can also be run on Linux or Mac using Wine. It was developed by the BUGS Project, a team of British researchers at the MRC Biostatistics Unit, Cambridge, and Imperial College School of Medicine, London. Originally intended to solve problems encountered in medical statistics, it soon became widely used in other disciplines, such as ecology, sociology, and geology. The last version of WinBUGS was version 1.4.3, released in August 2007. Development is now focused on OpenBUGS, an open-source Open source is source code that is made freely available for possible modification and redistribution. Products include permission to use the source code, design documents, or content of the product. The open-source model is a decentralized sof ... version of ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
OpenBUGS
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 (Bayesian inference Using Gibbs Sampling). 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. Differences from WinBUGS In addition to the different licence and greater range of operating systems, a fundamental difference between OpenBUGS and WinBUGS is the way in which the expert system selects the updating algorithm to use for the class of full conditional distribution of each node. While WinBUGS defines one algorithm for each possible class, there is no limit to the number of algorithms that OpenBUGS can use, allowing greater flexibility and extensibility. The user can select the updater to be used for each node after comp ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Parallel Computing
Parallel computing is a type of computation in which many calculations or processes are carried out simultaneously. Large problems can often be divided into smaller ones, which can then be solved at the same time. There are several different forms of parallel computing: bit-level, instruction-level, data, and task parallelism. Parallelism has long been employed in high-performance computing, but has gained broader interest due to the physical constraints preventing frequency scaling.S.V. Adve ''et al.'' (November 2008)"Parallel Computing Research at Illinois: The UPCRC Agenda" (PDF). Parallel@Illinois, University of Illinois at Urbana-Champaign. "The main techniques for these performance benefits—increased clock frequency and smarter but increasingly complex architectures—are now hitting the so-called power wall. The computer industry has accepted that future performance increases must largely come from increasing the number of processors (or cores) on a die, rather than m ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
R (programming Language)
R is a programming language for statistical computing and graphics supported by the R Core Team and the R Foundation for Statistical Computing. Created by statisticians Ross Ihaka and Robert Gentleman, R is used among data miners, bioinformaticians and statisticians for data analysis and developing statistical software. Users have created packages to augment the functions of the R language. According to user surveys and studies of scholarly literature databases, R is one of the most commonly used programming languages used in data mining. R ranks 12th in the TIOBE index, a measure of programming language popularity, in which the language peaked in 8th place in August 2020. The official R software environment is an open-source free software environment within the GNU package, available under the GNU General Public License. It is written primarily in C, Fortran, and R itself (partially self-hosting). Precompiled executables are provided for various operating systems. R ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Just Another Gibbs Sampler
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. JAGS aims for compatibility with WinBUGS/OpenBUGS through the use of a dialect of the same modeling language (informally, BUGS), but it provides no GUI for model building and MCMC sample postprocessing, which must therefore be treated in a separate program (for example calling JAGS from R through a library such as rjags and post-processing MCMC output in R).Martyn Plummer (2003)JAGS: A Program for Analysis of Bayesian Graphical Models Using Gibbs Sampling Proceedings of the 3rd International Workshop on Distributed Statistical Computing (DSC 2003), March 20–22, Vienna, Austria. ISSN 1609-395X. The main advantage of JAGS in comparison to the members of the original BUGS family (WinBUGS and OpenBUGS) is its platf ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Stan (software)
Stan is a probabilistic programming language for statistical inference written in C++.Stan Development Team. 2015Stan Modeling Language User's Guide and Reference Manual, Version 2.9.0/ref> The Stan language is used to specify a (Bayesian) statistical model with an imperative program calculating the log probability density function. Stan is licensed under the New BSD License. Stan is named in honour of Stanislaw Ulam, pioneer of the Monte Carlo method. Stan was created by a development team consisting of 34 members that includes Andrew Gelman, Bob Carpenter, Matt Hoffman, and Daniel Lee. Interfaces The Stan language itself can be accessed through several interfaces: * CmdStan – a command-line executable for the shell, * CmdStanR and rstan – R software libraries, * CmdStanPy and PyStan – libraries for the Python programming language, * MatlabStan – integration with the MATLAB numerical computing environment, * Stan.jl – integration with the Julia programming langua ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
