MultiBUGS

MultiBUGS: A parallel implementation of the BUGS modelling framework for faster Bayesian inference. MultiBUGS implements a simple, automatic algorithm for parallelising Markov chain Monte Carlo (MCMC) algorithms for posterior inference of Bayesian hierarchical models. It builds on the existing algorithms and tools in OpenBUGS, and so is applicable to the broad range of statistical models that can be fitted using BUGS-language software, but automatically parallelises the MCMC algorithm to dramatically speed up computation. This makes modern multi-core computing accessible to applied statisticians, without requiring any experience of parallel programming.