MultiBUGS: A Parallel Implementation of the BUGS Modeling Framework for Faster Bayesian Inference

MultiBUGS is a new version of the general-purpose Bayesian modeling software BUGS that implements a generic algorithm for parallelizing Markov chain Monte Carlo (MCMC) algorithms to speed up posterior inference of Bayesian models. The algorithm parallelizes evaluation of the product-form likelihoods...

Full description

Bibliographic Details
Main Authors: Robert J. B. Goudie, Rebecca M. Turner, Daniela De Angelis, Andrew Thomas
Format: Article
Language:English
Published: Foundation for Open Access Statistics 2020-10-01
Series:Journal of Statistical Software
Subjects:
Online Access:https://www.jstatsoft.org/index.php/jss/article/view/3268