Bayesian modeling using WinBUGS. (English) Zbl 1218.62015

Ntzoufras, Ioannis

Wiley Series in Computational Statistics. Hoboken, NJ: John Wiley & Sons (ISBN 978-0-470-14114-4/hbk; 978-0-470-43456-7/ebook). xxiii, 492 p. (2009).

This book gives a very detailed account of the software WinBUGS – a popular tool implementing MCMC methods for approximate Bayesian analysis. It adds to the already well kept and informative web page of the software and can be used as a textbook for applied Bayesian statistics. Also, the books presents many applications of Bayesian data analysis. The reader is led through recent developments in computational Bayesian statistics via a series of examples, explained in WinBUGS. The examples are mainly of biomedical, social and economical types. The level of complexity raises from very basic analysis to intermediate predictive, hierarchical and variable selection problems.

Reviewer: Mauro Gasparini (Torino)

MSC:

62F15	Bayesian inference
62-04	Software, source code, etc. for problems pertaining to statistics
62-01	Introductory exposition (textbooks, tutorial papers, etc.) pertaining to statistics
65C40	Numerical analysis or methods applied to Markov chains
65C05	Monte Carlo methods
65C60	Computational problems in statistics (MSC2010)

Keywords:

MCMC; hierarchical Bayesian models

Software:

WinBUGS