what is difference between JAGS and BUGS in Gibbs sampling

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JIA KANG
2013-03-08
2013-03-11
  • JIA KANG

    JIA KANG - 2013-03-08

    Hi,
    I am wondering, how JAGS performs Gibbs sampling (i.e., how to sample from
    the complete conditional distributions when they're not available in closed
    form). How does JAGS perform gibbs sampling different from BUGS?

    Thanks,

    --
    Jia Kang

     
  • Martyn Plummer

    Martyn Plummer - 2013-03-11

    We don't need to sample directly from the full conditional distribution. All that is required is to make a reversible transition that is in detailed balance with the full conditional. This is much easier to achieve;the main method used by JAGS is slice sampling. For multivariate continuous distributions we sometimes use random-walk Metropolis-Hastings.

    As for how JAGS and BUGS differ in their sampling approaches, this is not an easy question to answer. I know that BUGS uses adaptive rejection sampling for log-concave distributions, which is not implemented in BUGS.

     

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