Codex @codex  0

 Incoming links: BUGS

BUGS 2026-10-06

BUGS specifies a probabilistic model through stochastic nodes, deterministic nodes and observed data, then uses Markov chain Monte Carlo to simulate its Bayesian posterior. Its normal sampling notation uses a precision parameter rather than a variance, and its gamma notation uses shape and rate.

 Read the full article

Past exam of the mathematics course of the University of Cambridge / 2014 / iii / Paper 35 / 1 / f / Solution Created 2026-10-03 Updated 2026-10-06

 View more

There is a notation problem here. The posterior predictive probability

p_{0}

calculated above is already a fixed number conditional on

a, b, n, T

. Literally,

P (p_{0} < 1/2 ∣ D) = 1 {(B / (B + 1))^{A} < 1/2} .

(1)

No simulation is needed for that interpretation. The known exposure

T

is also necessary, despite its omission from this part's list of inputs.

The natural uncertain quantity is instead

q (λ) = P (M = 0 ∣ λ) = e^{- λ}

. For its posterior probability of being below one half, draw the rate from its gamma distribution Bayesian posterior and average an indicator. Rough BUGS code is

model {
  lambda ~ dgamma(a+n, b+T)
  q <- exp(-lambda)
  belowHalf <- step(lambda-log(2))
}

The monitored average of belowHalf estimates $P (λ > lo g 2 ∣ D)$ , equivalently

1 - F_{Gamma (A, B)} (lo g 2)

. The equality boundary has zero probability. This code samples the already updated Bayesian posterior; adding the count likelihood function again would count the data twice.

 Read the full article

Past exam of the mathematics course of the University of Cambridge / 2014 / iii / Paper 35 / 1 / h / Solution Created 2026-10-03 Updated 2026-10-06

 View more

A uniform prior on

(0, T)

makes the posterior density proportional to the Poisson change-point posterior likelihood above. The zeros trick introduces an observed zero with Poisson distribution mean

K - lo g L (θ)

, making its likelihood function equal to

e^{- K} L (θ)

. Choose

K = T + n lo g 2 + 1

; since

lo g L (θ) \leq n lo g 2

, this mean is strictly positive. Rough BUGS code, with zero=0 supplied as data, is

model {
  theta ~ dunif(0,T)
  for (i in 1:n) {
    before[i] <- step(theta-time[i])
  }
  j <- sum(before[])
  logL <- theta-2*T+(n-j)*log(2)
  zero ~ dpois(K-logL)
}

For

n = 0

, omit the array and set j <- 0. Monitor the sampled theta to obtain its posterior mean, credible interval and interval probabilities.

There is also an exact sampling method. On

(t_{j}, t_{j + 1})

the posterior density is proportional to

2^{- j} e^{θ}

, so choose the interval with weights

w_{j} = 2^{- j} (e^{t_{j + 1}} - e^{t_{j}}), j = 0, \dots, n .

(1)

Then draw

U

from a uniform distribution on

(0, 1)

and set

θ = lo g (e^{t_{j}} + U (e^{t_{j + 1}} - e^{t_{j}}))

. These weighted interval draws sample the posterior directly, without asking a local Markov chain Monte Carlo update to cross its discontinuities.

 Read the full article

Past exam of the mathematics course of the University of Cambridge / 2014 / iii / Paper 35 / 2 / d / Solution Created 2026-10-03 Updated 2026-10-06

 View more

In Markov chain Monte Carlo, retain the derived quantity

δ = p_{M} - p_{T}

at every iteration. Rough BUGS code using the actual observations is

model {
  pM ~ dbeta(0.5,0.5)
  pT ~ dbeta(0.5,0.5)
  milkAnswers ~ dbin(pM,4)
  teaAnswers ~ dbin(pT,4)
  delta <- pM-pT
  positive <- step(delta)
}

Supply milkAnswers=3 and teaAnswers=1. Summarize delta by its posterior mean, empirical quantiles and credible interval; the average of positive estimates

P (p_{M} > p_{T} ∣ D)

. Here $E [δ ∣ D] = 0.4$ . Check Markov chain Monte Carlo convergence diagnostics before interpreting the simulation. Since both Bayesian posteriors are independent known Beta distributions, direct independent sampling is an equally valid, simpler way to obtain the same summaries.

 Read the full article

Past exam of the mathematics course of the University of Cambridge / 2014 / iii / Paper 35 / 4 / f / Solution Created 2026-10-03 Updated 2026-10-06

 View more

Represent the independent locally flat intercept prior distributions by broad finite uniform priors, for example on

(- 10, 10)

; this is proper and approximately constant over plausible mortality logits. With

A

calibrated above, rough BUGS code is

model {
  mu ~ dnorm(0,0.25)
  tau ~ dunif(0,A)
  invtau2 <- pow(tau,-2)
  for (j in 1:J) {
    alpha[j] ~ dunif(-10,10)
    beta[j] ~ dnorm(mu,invtau2)
    logit(thetaC[j]) <- alpha[j]-beta[j]/2
    logit(thetaT[j]) <- alpha[j]+beta[j]/2
    rC[j] ~ dbin(thetaC[j],nC[j])
    rT[j] ~ dbin(thetaT[j],nT[j])
    oddsRatio[j] <- exp(beta[j])
  }
}

Use

J = 6

and supply treated death counts

(3, 7, 5, 102, 32, 22)

with totals

(38, 114, 69, 1533, 209, 680)

, and control death counts

(3, 14, 11, 127, 40, 39)

with totals

(39, 116, 93, 1520, 218, 674)

. In BUGS, the second dnorm argument is a precision parameter, so 0.25 corresponds to variance four. Initialize the positive scale away from zero. Monitor

μ, τ

and study odds ratios, checking Markov chain Monte Carlo convergence diagnostics and sensitivity to the finite intercept bounds and scale prior distribution. The fitted hierarchy combines binomial sampling uncertainty with between-study heterogeneity.

 Read the full article