Tagged Questions

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

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52 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 ...
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43 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 ...
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38 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 ...
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45 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 ...
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35 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 ...
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55 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: ...
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1answer
35 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 ...
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48 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 ...
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1answer
146 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, ...
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1answer
45 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 ...
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56 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) ...
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35 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. ...
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33 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 ...
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283 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
101 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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42 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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0answers
76 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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268 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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127 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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131 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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274 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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1answer
188 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
442 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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130 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
85 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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117 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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234 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
2k 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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338 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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93 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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1answer
105 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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146 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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1answer
76 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
241 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
96 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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143 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, ...
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490 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
221 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
248 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
137 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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204 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
141 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
527 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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81 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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178 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
999 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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69 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
215 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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260 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
641 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 ...