Abstract
Penalized splines can be viewed as BLUPs in a mixed model framework, which allows
the use of mixed model software for smoothing. Thus, software originally developed for
Bayesian analysis of mixed models can be used for penalized spline regression. Bayesian
inference for nonparametric models enjoys the flexibility of nonparametric models and
the exact inference provided by the Bayesian inferential machinery. This paper provides
a simple, yet comprehensive, set of programs for the implementation of nonparametric
Bayesian analysis in WinBUGS. Good mixing properties of the MCMC chains are obtained
by using low-rank thin-plate splines, while simulation times per iteration are reduced
employing WinBUGS specific computational tricks.
Users
Please
log in to take part in the discussion (add own reviews or comments).