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Abstract:
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MCMC has come a long way since the early publications of Geman and Geman of 1984 and Gelfand and Smith of 1990. Constantly-improving techniques have spurred the growth of many Bayesian software packages, spearheaded by the BUGS project in 1997. Armed with enormous improvements in computational power, these modern software packages aim to provide practitioners with powerful tools to handle ever more complex datasets and modeling requirements.
This round table session will consider the full range of current general Bayesian software, from open-source programs such as BUGS, JAGS, Stan, and NIMBLE, to commercial software packages from SAS and Stata. Participants will share experiences and discuss features of these tools, with an eye toward making high-level comparisons on such aspects as usage, usability, generality, and integrability. The main focus will be MCMC-based software packages, but software that utilizes alternative estimation techniques, such as approximation methods, might also come up. Participants will be encouraged to share their insights and experiences with the group.
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