MultiBUGS is a software package for performing Bayesian inference. It builds on the existing algorithms and tools in OpenBUGS and WinBUGS, 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.
BUGS is a long running project that makes easy to use and flexible Bayesian modelling software available to the statistics community. The software is structured around the twin ideas of the declarative BUGS language (Thomas 2006), through which the user specifies the graphical model (Lauritzen et al. 1990) that defines the statistical model to be analysed; and Markov Chain Monte Carlo simulation (MCMC) (Geman and Geman 1984; Gelfand and Smith 1990), which is used to estimate the posterior distribution. The project began in 1989 at the MRC Biostatistics Unit, Cambridge, UK.