The BUGS project: Evolution, critique and future directions

BUGS is a software package for Bayesian inference using Gibbs sampling. The software has been instrumental in raising awareness of Bayesian modelling among both academic and commercial communities internationally, and has enjoyed considerable success over its 20-year life span. Despite this, the software has a number of shortcomings and a principal aim of this paper is to provide a balanced critical appraisal, in particular highlighting how various ideas have led to unprecedented flexibility while at the same time producing negative side effects. We also present a historical overview of the BUGS project and some future perspectives.

[1]  J Wakefield.  The Bayesian analysis of pharmacokinetic models. , 1992 .

[2]  Paula Milheiro-Oliveira,et al.  Bayesian Statistical Methods for Modeling and Prediction of Major Landslides in Coastal Cliffs , 2007 .

[3]  L. McCandless.  Bayesian methods for data analysis (3rd edn). Bradley P. Carlin and Thomas A. Louis, Chapman & Hall/CRC, Boca Raton, 2008. No. of pages: 552. Price: $69.95. ISBN 9781584886976 , 2009 .

[4]  Peter Congdon.  Bayesian statistical modelling , 2002 .

[5]  David J. Spiegelhalter,et al.  Sequential updating of conditional probabilities on directed graphical structures , 1990, Networks.

[6]  A. Gelman,et al.  Weak convergence and optimal scaling of random walk Metropolis algorithms , 1997 .

[7]  A. P. Dawid,et al.  Independence properties of directed Markov fields. Networks, 20, 491-505 , 1990 .

[8]  David J. Lunn,et al.  Bayesian Analysis of Population Pharmacokinetic/Pharmacodynamic Models , 2005 .

[9]  M. Plummer.  Penalized loss functions for Bayesian model comparison. , 2008, Biostatistics.

[10]  Z. Q. John Lu.  Bayesian biostatistics and diagnostic medicine , 2009 .

[11]  K J Scurrah,et al.  Variance components analysis for pedigree‐based censored survival data using generalized linear mixed models (GLMMs) and Gibbs sampling in BUGS , 2000, Genetic epidemiology.

[12]  Leslie Lamport,et al.  Latex : A Document Preparation System , 1985 .

[13]  Andrew Gelman,et al.  Data Analysis Using Regression and Multilevel/Hierarchical Models , 2006 .

[14]  M. Drton,et al.  Model selection for Gaussian concentration graphs , 2004 .

[15]  Daniel G. Bobrow,et al.  Object-Oriented Programming: Themes and Variations , 1989, AI Mag..

[16]  C. Robert,et al.  Bayesian Modeling Using WinBUGS , 2009 .

[17]  Herbert W. Hethcote,et al.  The Mathematics of Infectious Diseases , 2000, SIAM Rev..

[18]  David J. Lunn,et al.  A Bayesian toolkit for genetic association studies , 2006, Genetic epidemiology.

[19]  Neal Alexander,et al.  Bayesian Disease Mapping: Hierarchical Modeling in Spatial Epidemiology , 2011 .

[20]  Jon Wakefield,et al.  A Bayesian measure of the probability of false discovery in genetic epidemiology studies. , 2007, American journal of human genetics.

[21]  Claus Weihs,et al.  Parameter Optimization in Automatic Transcription of Music , 2005, GfKl.

[22]  Andrew B. Lawson,et al.  Disease Mapping with WinBUGS and MLwiN , 2003 .

[23]  A. Gelman.  Prior distributions for variance parameters in hierarchical models (comment on article by Browne and Draper) , 2004 .

[24]  Lyle D. Broemeling,et al.  Bayesian Biostatistics and Diagnostic Medicine , 2007 .

[25]  Andrew B. Whitford.  Bayesian Methods: A Social and Behavioral Sciences Approach , 2003, Journal of Politics.

[26]  David J. Spiegelhalter,et al.  Bayesian graphical modelling: a case‐study in monitoring health outcomes , 2002 .

[27]  Andrew Thomas,et al.  WinBUGS - A Bayesian modelling framework: Concepts, structure, and extensibility , 2000, Stat. Comput..

[28]  David J. Lunn.  Automated covariate selection and Bayesian model averaging in population PK/PD models , 2008, Journal of Pharmacokinetics and Pharmacodynamics.

[29]  D. S. Jones,et al.  Differential Equations and Mathematical Biology , 1983 .

[30]  Thomas M. Ludden,et al.  Estimation of Population Pharmacokinetic Parameters in the Presence of Non-compliance , 2003, Journal of Pharmacokinetics and Pharmacodynamics.

[31]  Tim B. Swartz,et al.  Optimal batting orders in one-day cricket , 2006, Comput. Oper. Res..

[32]  Jon Wakefield,et al.  Multi-level modelling, the ecologic fallacy, and hybrid study designs. , 2009, International journal of epidemiology.

[33]  Bradley P. Carlin,et al.  Bayesian Methods for Data Analysis , 2008 .

[34]  Michael A. McCarthy,et al.  Clarifying the effect of toe clipping on frogs with Bayesian statistics , 2004 .

[35]  Jean-François Boisvieux,et al.  Modelling behavioral syndromes using Bayesian networks , 1998, Artif. Intell. Medicine.

[36]  Judea Pearl,et al.  Reverend Bayes on Inference Engines: A Distributed Hierarchical Approach , 1982, AAAI.

[37]  Max Jacobson,et al.  A Pattern Language: Towns, Buildings, Construction , 1981 .

[38]  David J. Spiegelhalter,et al.  Local computations with probabilities on graphical structures and their application to expert systems , 1990 .

[39]  Beat Neuenschwander,et al.  Combining MCMC with ‘sequential’ PKPD modelling , 2009, Journal of Pharmacokinetics and Pharmacodynamics.

[40]  D. J. Spiegelhalter,et al.  Statistical and Knowledge‐Based Approaches to Clinical Decision‐Support Systems, with an Application in Gastroenterology , 1984 .

[41]  Chirag Parikh,et al.  IDEA cryptographic processor in FPGA , 2005, J. Comput. Methods Sci. Eng..

[42]  Judea Pearl,et al.  A Computational Model for Causal and Diagnostic Reasoning in Inference Systems , 1983, IJCAI.

[43]  Gilles Celeux,et al.  Mixture Models for Classification , 2006, GfKl.

[44]  Chuanhai Liu.  Robit Regression: A Simple Robust Alternative to Logistic and Probit Regression , 2005 .

[45]  Niklaus Wirth,et al.  Programming in Modula-2 , 1985, Texts and Monographs in Computer Science.

[46]  Ioannis Ntzoufras,et al.  Bayesian hypothesis testing for the distribution of insurance claim counts using the Gibbs sampler , 2005, J. Comput. Methods Sci. Eng..

[47]  David J. Lunn,et al.  Generic reversible jump MCMC using graphical models , 2009, Stat. Comput..

[48]  Judea Pearl,et al.  Evidential Reasoning Using Stochastic Simulation of Causal Models , 1987, Artif. Intell..

[49]  Andrew R. Millard,et al.  A Bayesian approach to the estimation of the age of humans from tooth development and wear , 2002 .

[50]  A. Gelman.  Parameterization and Bayesian Modeling , 2004 .

[51]  Jon Wakefield,et al.  Bayesian Analysis of Population PK/PD Models: General Concepts and Software , 2002, Journal of Pharmacokinetics and Pharmacodynamics.

[52]  Jun Yu,et al.  Bugs for a Bayesian Analysis of Stochastic Volatility Models , 2000 .

[53]  A. Gelman,et al.  Rich State, Poor State, Red State, Blue State: What's the Matter with Connecticut? , 2005 .

[54]  Ralph Johnson,et al.  design patterns elements of reusable object oriented software , 2019 .

[55]  A O'Hagan,et al.  Bayesian cost‐effectiveness analysis from clinical trial data , 2001, Statistics in medicine.

[56]  D. Ashby.  Bayesian statistics in medicine: a 25 year review , 2006, Statistics in medicine.

[57]  Rafael Dueire Lins,et al.  Garbage collection: algorithms for automatic dynamic memory management , 1996 .

[58]  Radford M. Neal.  Markov Chain Monte Carlo Methods Based on `Slicing' the Density Function , 1997 .

[59]  Walter R. Gilks,et al.  A Language and Program for Complex Bayesian Modelling , 1994 .

[60]  Adrian F. M. Smith,et al.  Sampling-Based Approaches to Calculating Marginal Densities , 1990 .

[61]  W. K. Hastings,et al.  Monte Carlo Sampling Methods Using Markov Chains and Their Applications , 1970 .

[62]  George G. Woodworth,et al.  Biostatistics: A Bayesian Introduction , 2004 .

[63]  Donald Geman,et al.  Stochastic relaxation, Gibbs distributions, and the Bayesian restoration of images , 1984 .

[64]  David J. Spiegelhalter,et al.  Probabilistic Reasoning in Predictive Expert Systems , 1985, UAI.

[65]  Bradley P. Carlin,et al.  Bayesian measures of model complexity and fit , 2002 .

[66]  Arthur P. Dempster,et al.  The direct use of likelihood for significance testing , 1997, Stat. Comput..

[67]  Peter Green,et al.  Markov chain Monte Carlo in Practice , 1996 .

[68]  Elizabeth Ayers,et al.  IRT Modeling of Tutor Performance to Predict End-of-Year Exam Scores , 2008 .

[69]  Robin J Wyatt,et al.  Mapping the abundance of riverine fish populations: integrating hierarchical Bayesian models with a geographic information system (GIS) , 2003 .

[70]  N. Metropolis,et al.  Equation of State Calculations by Fast Computing Machines , 1953, Resonance.

[71]  Steffen L. Lauritzen,et al.  Independence properties of directed markov fields , 1990, Networks.

[72]  Alessandra Casella,et al.  An Experimental Study of Storable Votes , 2003 .

[73]  Lindon Eaves,et al.  Application of Bayesian Inference using Gibbs Sampling to Item-Response Theory Modeling of Multi-Symptom Genetic Data , 2005, Behavior genetics.

[74]  Jon Wakefield,et al.  Bayes factors for genome‐wide association studies: comparison with P‐values , 2009, Genetic epidemiology.