The BUGS book

David Spiegelhalter, Nicky Best, Andrew Thomas, David Lunn

"Preface. History. Markov chain Monte Carlo (MCMC) methods, in which plausible values for unknown quantities are simulated from their appropriate probability distribution, have revolutionised the practice of statistics. For more than 20 years the BUGS project has been at the forefront of this movement. The BUGS project began in Cambridge, in 1989, just as Alan Gelfand and Adrian Smith were working 80 miles away in Nottingham on their classic Gibbs sampler paper (Gelfand and Smith, 1990) that kicked off the revolution. But we never communicated (except through the intermediate node of David Clayton) and whereas the Gelfand-Smith approach used image-processing as inspiration, the philosophy behind BUGS was rooted more in techniques for handling uncertainty in artificial intelligence using directed graphical models and what came to be called Bayesian networks (Pearl, 1988). Lunn et al....

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