ABSTRACT
BUGS (Bayesian inference Using Gibbs Sampling) is a general-purpose software for performing Bayesian inference for a wide variety of statistical models. After a user describes the statistical model and provides the observed data to the software, BUGS produces a Markov chain that has as its limiting distribution the joint posterior distribution of the model parameters given the observed data. By repeatedly drawing new parameter values from the Markov chain, the BUGS software produces Markov chain Monte Carlo (MCMC) samples that can be used to approximate various posterior quantities of interest, such as the posterior mean or posterior variance.
