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"Shaw, Ewart" <[EMAIL PROTECTED]> writes:

> I think Mike Day's probably right in recommending following up links
> between J, R & BUGS.  Note also the recently published (August 2007)
> paperback "Bayesian Computation with R" by Jim Albert - but beware of
> misprints etc.!

Ewart,

Thanks.  I'll have to put that on my to-read list.  I'm currently
reading a book on hierarchical modeling by Gelman and Hill, and I've
skimmed Gelman's Bayesian Data Analysis; that's on my to-read list for
later.  

> MCMC is inherently iterative, and can be relatively slow in J.
> However, it can also be relatively slow in SPlus, R or any other
> system.  Some MCMC techniques such as "adaptive direction search" and
> "multiple try" methods are more suitable for parallelisation.  My

I've done a bit of playing with OpenBugs; most of my attempts at MCMC
have been with MCSim.

> user-unfriendly code for this will be upgraded from J3.05 Real Soon
> Now!  [I'm the still small Bayesian voice that uses cubature methods
> in preference to MCMC.]

More to learn; thanks (I think :-).

Let us know when your code is ready for J6.x, if you don't mind.

Bill
- -- 
Bill Harris                      http://facilitatedsystems.com/weblog/
Facilitated Systems                              Everett, WA 98208 USA
http://facilitatedsystems.com/                  phone: +1 425 337-5541
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