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

learn more… | top users | synonyms

0
votes
1answer
30 views

Observed function of hidden random variables

Let's say a worker can perform 4 types of tasks in a day: A,B,C,D. Each of which tasks takes time that is distributed according to some probability distribution, say $$ T_A \sim Gamma(\alpha_A, ...
2
votes
0answers
28 views

AR(1) model - which prior to use?

I want to use the following univariate model: $y_t = \mu_t + \epsilon_t, \ \epsilon_t \sim N(0,1)$ $\mu_t = \phi \mu_{t-1} + \omega_t, \ \omega_t \sim N(0,\sigma_\omega^2)$ That is, $\mu_t$ follows ...
1
vote
0answers
28 views

Discrete MCMC JAGS chains get stuck

I have been running a model where one of the parameters is discrete. I can't think of a simple way to represent this model, so I won't (unless necessary) post it here. My issue is, that when I look ...
1
vote
2answers
22 views

JAGS choosing a random subset of a vector

I would like to allow the subset of a vector I am summing over to be a random quantity. My model is of the form (albeit more complex): ...
2
votes
1answer
142 views

Bayesian meta analysis: implementation in BUGS/JAGS/STAN

I would like to conduct a meta analysis in order to collate the information from a number of studies. The parameter of interest is a probability $\theta$. In each of the studies, the observed data ...
0
votes
0answers
22 views

generating a sequence of indicators based on variable boundaries in JAGS

Suppose I have a vector of indices 1:N, and data y[1], ..., y[N]. I have three variable center points in ...
1
vote
1answer
126 views

Crossvalidation in hierarchical bayesian models (HBMs)

I am trying to find a way to cross-validate Hierarchical Bayesian Models used for predicting and modelling abundance in Species Distribution Models. For this purpose, I have tried posterior predictive ...
1
vote
2answers
44 views

Suspiciously high Multivariate PSRF from gelman.diag()

I am using "Multivariate PSRF" statistics from gelman.diag() function to analyze my MCMC chains. Now I analyzed convergence 471 variables (parameters for each ...
1
vote
0answers
16 views

OpenBUGS and coda library

I've fitted a hierarchical model with OpenBUGS using R2WinBUGS package of R. Now, I'd like to use the functions contained in the ...
0
votes
2answers
139 views

Comparing a model with two rate parameters to a model with one. Conjugate priors?

I have a model which includes two exponential rate parameters. I would like to test whether a model with two individual rates describes some data better than a model for which both rates are the same. ...
0
votes
1answer
69 views

What is the difference between R hat and psrf?

In convergence diagnosis in WinBUGS/JAGS/Stan, there are different statistics reported for each variable. In WinBUGS/Stan, Rhat ($\hat{R}$) is reported. In JAGS with the ...
1
vote
1answer
99 views

How to define function in OpenBUGS

In my Hierarchical Bayesian Model, in the data layer y[i] <- M(t,u,v)+ N[0,sigma_y] where M is a complicated function. I have generated the output of this M by ...
4
votes
0answers
190 views

Is my OpenBUGS / WinBUGS model well specified?

I've just started trying to use OpenBUGS for Bayesian analysis of stochastic volatility models. In particular, I'm trying to calculate stochastic covariance, similar to the DC-MSV model specified by ...
0
votes
0answers
98 views

Constrained Random Walk Prior BUGS/JAGS

I'm currently trying to implement a model along the lines of Owen (2009) and Knorr-Held (2000) in JAGS. In particular, I am struggling to model the constrained random walk priors. We have that ...
1
vote
0answers
347 views

What is the form of link function in this BUGS multinomial regression example?

The alligators example from openbugs examples repository is the same example that comes with winbugs. Basically this is a multinomial logistic regression example in which the outcome variable has 5 ...
1
vote
0answers
77 views

Point Estimate of normally distributed threshold parameter with unknown mean and variance

I'm new to Bayesian analysis an applied what I learned in John Kruschke's book to simplified versions of a model I previously fitted with non-Bayesian methods. For those simplified versions, even ...
2
votes
0answers
85 views

Dawid Skene model for BUGS

I'm a beginner in BUGS. I'm trying to code the Dawid Skene model in BUGS. The model is as follows: Currently, I'm adapting the code from Stan, here. Here is the code: ...
2
votes
1answer
110 views

Concern with using the DIC to compare Bayesian models

The deviance information criterion (DIC) is a very popular tool for Bayesian model selection, due, in part, to its support by the BUGS platforms. However, there are some remaining limitations as ...
1
vote
0answers
95 views

Multigroup Longitudinal Item Response WinBUGS OpenBUGS

I was able to fit the Longitudinal IRT model in Winbugs for an ordinal response by extending the BUGS code I took from the paper by Curtis in JSS http://www.jstatsoft.org/v36/c01/paper/ However, I am ...
2
votes
1answer
347 views

How to Implement an Empirical Bayes Analysis in BUGS/JAGS/Stan

My data is a set of $N$ observations $y_i$. I would like to estimate $\mu$ and $\sigma$ in the following model: $y_i \sim \mathrm{Normal}(\theta, \sigma)$ $\theta \sim \mathrm{Normal}(\mu, ...
0
votes
1answer
50 views

Linear Regression with Outlier accounting in Bugs

I'm trying to redo an exercise in BUGS from this webpage: a linear regression over a data set with some outliers, using a model that accounts for them. This model uses a mixture of signal and noise ...
1
vote
0answers
88 views

BUGS/JAGS for Nominal Response Model

I am a beginner with BUGS/JAGS and I was hoping to gather the opinion of you, experts. I am trying to implement a Nominal Item Response Analysis (Polytomous, not ordered, like a multiple-choice exam) ...
1
vote
0answers
61 views

number of stochastic nodes in bayesian multivariate distribution?

I'm doing some bayesian modeling using BUGS - JAGS to be specific. I find it hard to infer how many stochastic (i.e. non-deterministic) nodes there really are when I use multivariate distributions. ...
2
votes
0answers
36 views

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 ...
2
votes
0answers
834 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 ...
1
vote
1answer
148 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!! ...
0
votes
0answers
45 views

Regarding three R packages for Bayesian analysis [duplicate]

There are several R packages for Bayesian analysis, i.e., RBugs, JAGS,MCMCPack. Are there ...
1
vote
0answers
88 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 ...
5
votes
0answers
456 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), ...
0
votes
0answers
234 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 ...
8
votes
2answers
418 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 ...
6
votes
2answers
398 views

Weighted generalized regression in BUGS, JAGS

In R we can "prior weight" a glm regression via the weights parameter. For example: ...
2
votes
1answer
707 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 ...
1
vote
0answers
192 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 ...
3
votes
1answer
107 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 ...
2
votes
0answers
167 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 ...
5
votes
2answers
350 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 ...
3
votes
1answer
3k 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 ...
1
vote
0answers
460 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 ...
1
vote
1answer
118 views

How can I compute covariances between parameters in WinBUGS? [closed]

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. ...
0
votes
1answer
117 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 ...
3
votes
0answers
217 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 ...
0
votes
1answer
106 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 ...
0
votes
1answer
370 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. ...
1
vote
1answer
181 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 ...
3
votes
0answers
178 views

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, ...
1
vote
2answers
972 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 ...
2
votes
2answers
250 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: ...
3
votes
1answer
355 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 ...
-1
votes
1answer
210 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 ...