BUGS is an acronym for Bayesian inference Using Gibbs Sampling; BUGS is also a software package for doing this.

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BUGS with very large sample size

I posted this question on the JAGS help discussion, I was seeing if I could get any help here: I wish to fit a survival model using the data below (first two columns are time points, NA represents ...
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52 views

WinBUGS/OpenBUGS Gamma distribution parameters [closed]

According to the WinBUGS manual the gamma distribution is defined by: dgamma(r,mu) However, what is r? Is it the shape, scale ...
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1answer
61 views

JAGS burn-in phase takes ZERO time? [duplicate]

My breath was taken away by this. I tried to run my JAGS model with different number burn-in samples but it still takes the same amout of time!! ...
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41 views

Regarding three R packages for Bayesian analysis [duplicate]

There are several R packages for Bayesian analysis, i.e., RBugs, JAGS,MCMCPack. Are there ...
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53 views

Is this JAGS model ok, and can it be made faster?

I'm very new to Bayesian analysis, and I've come up with the following model. My goal is to get for each individual "test unit" a distribution that describes the lift in success rate under one of ...
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111 views

CAR spatial models in JAGS

WinBUGS comes with the GeoBUGS add-on, which contains a number of predefined model structures that are suitable for modelling spatial data structures e.g. geostatical structures (spatial.exp), ...
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69 views

How exactly is car.normal model specified?

Looking at the GeoBUGS manual version 12, there is a confusion how exactly the car.normal model is specified: 1) at page 12, I read car.normal and car.l1 [top] ...
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77 views

Naive SE vs Time Series SE: which statistics should I report after Bayesian estimation?

I am new to Bayesian estimation. When I do some estimations with JAGS, I find there are statistics called Naive SE and Time Series SE. What exactly do they mean? Is it necessary that I report one or ...
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1answer
152 views

How do programs like BUGS/JAGS automatically determine conditional distributions for Gibbs sampling?

Seems like full conditionals are often quite difficult to derive, yet programs like JAGS and BUGS derive them automatically. Can someone explain how they algorithmically generate full conditionals for ...
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122 views

Weighted generalized regression in BUGS, JAGS

In R we can "prior weight" a glm regression via the weights parameter. For example: ...
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1answer
262 views

WinBUGS: Multiple definitions of a node

So this question is about the BUGS modeling language. So you either know it or have no clue. I'm a newbie to this so it's been driving me mad. I want to define a simple two-state hidden Markov model ...
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40 views

Weighting data sources in a bayesian model (BUGS)

I use a state space model to fit observations to a population dynamic model (using the BUGS language). In the "state" part, the dynamic model create a new "state" of the population (i.e. size and ...
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1answer
65 views

Fitting proportions in a Bayesian model and controlling the error around the value

I am using a Bayesian state space model constructed in the BUGS language to fit my data. One of the outputs of the "state" part of the model is proportions. I use a beta distribution in the ...
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96 views

How to define a BUGS/JAGS or WinBUGS model with a likelihood node that includes two integrals?

I would like to implement a BUGS/WINBUGS or JAGS model that specifies the likelihood node by marginalizing over two parameters. Is this feasible in BUGS/WINBUGS or JAGS? This is the posterior ...
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63 views

How to formally describe BUGS model

I want to describe the following (trivial) BUGS model formally. It fits the mean for each subject. ...
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2answers
170 views

Should coin flips be modeled as Bernoulli or binomial draws in RJags?

What is the best way to model coin flips as a hierarchical model? Do you say coin draws are a series of draws from Bernoulli trials or as one draw from a binomial distribution? That is something like ...
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1answer
836 views

Definition of dispersion parameter for quasipoisson family

I try to model quasi-poisson family in bugs language, to handle overdispersion. According to Introduction to WinBUGS for ecologists, this is done by: $log(\lambda_i) = f(x_i) + \epsilon_i$ $N_i \sim ...
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230 views

How to model sum of two values in JAGS?

Imagine, that we measured two values and we know, that in reality one measurement directly corresponds to the latent variable "s1", and the other measurement is in fact sum of two values: "s1" and ...
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77 views

How can I compute covariances between parameters in WinBUGS?

I am wondering if there is an easy way to compute the covariances between parameters in WinBUGS/OpenBUGS. It is easy to obtain the variances, but for subsequent analysis, I need the covariances. ...
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141 views

How to implement mixture distributions for data in JAGS

In JAGS, how can I model the data being sampled from a mixture distribution? For example, I want an outcome to be either $0$ with probability $p$ or normal with probability $(1 - p)$. $p$ and the ...
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1answer
91 views

Help with Bayesian inference in OpenBugs

I have a task that involved Bayesian inference and could use some pointers and hints. I've already got some parts figured out but others remain blurred. Also, my OpenBUGS abilities are frankly limited ...
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98 views

A better bayesian way of modelling autoregressive mixtures

I have a JAGS hierarchical model which includes a temporal sub-model for the primary vote share between four party groups (LNP, Labor, Green, and Other). For each day in the temporal model, the vote ...
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74 views

What is the difference between these very simple normal and hierarchical normal BUGS models?

Consider these basic JAGS models, each having the same input. The question concerns only the first two, I include the other two for completeness. Model 1 ("normal") ...
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147 views

How many chains should we choose in multi-treatment meta-analysis using MCMC and WinBugs

I am learning to undertake multiple treatment comparison meta-analysis (aka network meta-analysis or MTM) using WinBugs. One of the specifications are choosing the number of chains to run in the MCMC ...
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1answer
56 views

How to model repeated measures' results in meta-analysis?

I am developing network meta-analysis BUGS model that I will use to compare Hazard Ratios in studies that assume Box Proportional Hazard model. As input I am given pairs: (log HR, its standard ...
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1answer
149 views

CODA gleman.diag, Error in chol.default(W): [closed]

I'd like to use gelman.diag for an MCMC chain I ran in JAGS. It is very large, so I can't provide it. The chain contains several MVN distributions, and I use a wishart prior on the precision matrix. ...
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1answer
68 views

Multiplying a matrix by a scalar which has a prior distribution in OpenBUGS

So I am having a problem specifying my model in OpenBUGS. A set of vectors in a linear regression model is given a multivariate normal prior with a constant mean vector and a constant precision matrix ...
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How to use an initial posterior for recursive / sequential updating in WinBUGS

I am using WinBUGS to estimate / update the parameters of a model. The model is: $$ \begin{aligned} D(T,B,a)&= B*(a_0+a_1T+a_2T^2+a_3T^3)+error(B,T,a) \\ error &= \mathcal N(0, ...
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2answers
266 views

Thinning chains in BUGS/JAGS

Hi I have a quick question about the details of running a model in JAGS and BUGS. Say I run a model with n.burnin=5000, n.iter=5000 and thin=2. Does this mean that the program will run 5,000 ...
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2answers
207 views

Results Difference: Frequentist vs. Bayesian

I fit a lognormal model on some data points using both frequentist and Bayesian (using a non-informative prior) approaches. However, I got different results. Here are my codes and outputs: ...
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1answer
189 views

Calculating the likelihood of time series data when there are missing data

I am trying to calculate the log-likelihood of some time series data given parameter sets estimated in BUGS. I can not figure out how to handle some missing values at random points in time. For the ...
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1answer
101 views

Extracting values from R output of bugs command [closed]

I asked this question on http://stackoverflow.com/, but I couldn't get what I want. So, I am asking it here. I am running winbugs from R and I need to use some variables in R output. When I type ...
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168 views

Combining posterior distributions

I have 5 different posterior distributions (mcmc samples) which all estimate the same parameter beta. The 5 models are all obtained from 5 independent standardized datasets but estimate the same ...
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1answer
132 views

How to make inferences on group SD and and the SD of the group SD in a hierarchical Bayesian model?

The hierarchical model specified below is quite "standard" and easy to implement in for example JAGS/BUGS. It has an hierarchical gamma prior on the subject's precisions ($\tau_j$) which in turn has ...
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1answer
456 views

What's the Bayesian counterpart to Pearson product-moment correlation?

I was wondering what the counterpart to Pearson product-moment correlation would be in a Bayesian framework. Or if there are many alternatives, what would be the most convenient or conventional ...
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67 views

Is it possible to compute integrals in JAGS?

Is it possible to specify a model that uses an integral in the JAGS dialect of BUGS? (I believe this is possible in *BUGS, but I use a Mac, on which it seems JAGS is better supported.)
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160 views

Non-conventional form for a full conditional

I have a full-conditional of the form : $$ p(X|...) \propto \exp(-(aX^2 +bX +c/X)), $$ All of the other full-conditionals of my model simplify to a simpler form and for a sake of simplicity, I would ...
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2answers
639 views

How can I model a proportion with BUGS/JAGS/STAN?

I am trying to build a model where the response is a proportion (it is actually the share of votes a party gets in constituencies). Its distribution is not normal, so I decided to model it with a beta ...
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66 views

Latent groups in Bayes net with BUGS

I'm modeling a Bayes net with OpenBUGS, and I find problems to specify some of the parameters and their priors. The aim of the model is to identify latent groups in the data from a sample of human ...
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3answers
191 views

Bayesian meta analysis of residual standard deviation using BUGS

I have a small number of studies where the same model was calculated and want to infer the typical standard residual deviation. I have the degrees of freedom, the sum of the squares SSR and the mean ...
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181 views

ANOVA with uncertain values - attempt to redefine node

I'm trying to do one-way ANOVA on uncertain (latent) input value YReal[i] (each input value is not exactly known, but it is given as normal distribution with mean ...
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3answers
504 views

Winbugs and other MCMC without information for prior distribution

What happens when you don't have an idea of the parameters distribution? What approach should we use? Most of the time we aim to undersatnd if a certain variable has any influence over the ...
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1answer
141 views

Crazy divergence in mixed model - chains start well but go crazy later

I'm trying to compute a mixed model using jags (R2jags) and I got very strange divergence. The chains started so well, very well according to the results expected (also see ...
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2answers
401 views

How to model data in jags/bugs generated by taking the minimum of two random variables?

I have been thinking of modeling human timing data using jags where the data comes from an experiment where participants tap in time with a very slow metronome. The data is then a number of ...
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1answer
586 views

Can I get predictions from Winbugs/OpenBUGS?

I am new to WinBUGS and OpenBUGS. I just fit a model to try an example. I was wondering whether I can get predictions generated by WinBUGS/OpenBUGS. If not, are there any convenient ways available ...
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2answers
709 views

Optimal software package for bayesian analysis

I was wondering which software statistical package do you guys recommend for performing Bayesian Inference. For example, I know that you can run openBUGS or winBUGS as standalones or you can also ...
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243 views

Generating and analyzing predicted data in JAGS

I am trying to model a logistic regression on data predicted from the results of a previous logistic regression, and am having trouble figuring out how to do it, either in OpenBUGS (BRugs) or JAGS ...
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How can I generate a plot similar to that produced by plot.bugs and plot.jags from an mcmc.list?

R seems to be able to output nice summary plots from the bugs and jags objects generated by the functions R2WinBUGS::bugs and ...
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1k views

How to get prediction for a specific variable in WinBUGS?

I am a new user of WinBUGS and have one question for your help. After running the following code, I got parameters of beta0 through ...
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742 views

Bayesian Analysis in R/WinBUGS and SAS (Proc MCMC)

I have a Bayesian model here in R/WinBUGS. This data "pumps" has two columns, time and fail. Each observation is a pump and fail[1] tells how many failures there were in time[1]. I want to know how I ...