Introduction In this post, I outline the basics of setting up and using OpenBUGS on linux. BUGS stands for Bayesian inference Using Gibbs Sampling. OpenBUGS allows for the analysis of highly-complex statistical models using Markov-chain Monte Carlo methods. It is specifically focused on Bayesian methods.
This guide may not be generalizable to all Linux systems, but it worked for me. It wasn’t too difficult, but I did have to pull together a number of different sources to get everything working as intended.
Motivation I’m revisiting my old statistical inference textbook with the aim of slowly working through many of the problems. When I started out, Casella and Berger’s Statistical Inference was my first ever exposure to statistics, and I didn’t have the mathematical preparation for it. Since then, I’ve developed greater mathematical maturity and better general knowledge and intuition about statistics.
I also want to learn how to implement some of the procedures and verify some of the properties in the book using R.