A Practical Introduction to Bayesian Analysis
Edición de la obra The BUGS book
| Autor | David Lunn, Chris Jackson, Nicky Best, Andrew Thomas, David Spiegelhalter |
|---|---|
| Editorial | Taylor & Francis Group |
| Fecha de publicación | 2012 |
| Idioma | inglés |
| Páginas | 399 |
| ISBN-13 | 9781584888505 |
| Número de Cutter | L963b |
"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. (2009b) lay out all this history in greater detail. Some people have accused Markov chain Monte Carlo methods of being slow, but nothing could compare with the time it has taken this book to be written! The first proposal dates from 1995, but things got in the way, as they do, and it needed a vigorous new generation of researchers to finally get it finished. It is slightly galling that much of the current book could have been written in the mid-1990s, since the basic ideas of the software, the language for model description, and indeed some of the examples are unchanged. Nevertheless there have been important developments in the extended gestational period of the book, for example techniques for model criticism and comparison, implementation of differential equations and nonparametric techniques, and the ability to run BUGS code within a range of alternative programs"--