The BUGS book

by David Spiegelhalter

"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...

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