Contents

1. Introduction
2. MCMC Theory
3. Introduction to Classic BUGS (simple examples)
4. Introduction to WINBUGS 
5. A Simple Hypothesis Test Using WINBUGS

Bibliography

• BAYESIAN DATA ANALYSIS & MODELLING
• Bayes & Empirical Bayes Methods for Data Analysis by Carlin & Louis
• Bayesian Data Analysis  by Andrew Gelman, et al
• Bayesian Statistical Modelling (Wiley Series in Probability and Statistics - Applied Probability and Statis) by Peter Congdon
• Bayesian Biostatistics. Berry and Stangl (editors)
• Generalized Linear Models : A Bayesian Perspective by Dipak Dey (Editor) [ADVANCED USERS]
• THEORY
• Bayesian Theory (Wiley Series in Probability and Statistics) by Jose M. Bernardo and Adrian F. M. Smith
• Kendall's Advanced Theory of Statistics : Bayesian Inference, Vol 2B by Anthony O'Hagan
• MARKOV CHAIN MONTE CARLO
• Markov Chain Monte Carlo : Stochastic Simulation for Bayesian Inference (Texts in Statistical Science) by Dani Gamerman
• MCMC in practice. Gilks, Richardson & Spiegelhalter
• Monte Carlo Methods in Bayesian Computation (Springer Series in Statistics) by Ming-Hui Chen, et al [ADVANCED USERS]

Tutorial Material

• Tutorial Handouts: Introduction to MCMC [Handouts][Examples]
• Tutorial on Bayesian Model and Variable Selection (Handouts, Carlin and Chib Example, Related Papers 1, 2, 3, Example: Predictive measures) [for advanced users only]

MCMC Software

• Download Bugs, Winbugs and Coda from Cambridge
• R software [Download]

Interesting Pages

• Bayesians Worldwide
• Bayesian Songbook
• ISBA

All Contents Copyright.
Last revised: 07-12-2004