Dear all,

This is to advertise to BUGS mailing list the recently developed new version of BUGS, called "MultiBUGS".

MultiBUGS is built upon the OpenBUGS codebase, but is able to automatically parallelise MCMC to speed up computation, in some cases quite dramatically. For example, for a hierarchical regression model including 425112 observations and 20426 random effects, we found that OpenBUGS took 32 hours, whereas MultiBUGS took only 28 minutes using 48 computation cores.

MultiBUGS can run independent chains in parallel (e.g. for MCMC convergence analysis), but it can also parallelise computation required within each independent chain in two ways: (1) evaluation of the product-form likelihoods e.g. for 'fixed effect' parameters (2) sampling of conditionally-independent parameters e.g. 'random effects' parameters. For details see:

Goudie, R. J. B., Turner, R. M., De Angelis, D., Thomas, A. (in press) MultiBUGS: A parallel implementation of the BUGS modelling framework for faster Bayesian inference. Journal of Statistical Software. https://arxiv.org/abs/1704.03216

MultiBUGS 1.0 for Windows can be downloaded from https://www.multibugs.org

Please report any issues via GitHub: https://github.com/MultiBUGS/MultiBUGS

Best wishes,
Robert


-- 
Dr Robert Goudie
Senior Investigator Statistician

MRC Biostatistics Unit
University of Cambridge, School of Clinical Medicine
Cambridge Institute of Public Health
Forvie Site
Cambridge
CB2 0SR

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