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.
MultiBUGS currently works only on Windows. (We hope to port it to Linux in the near future.)
The steps for running an analysis in MultiBUGS are identical to OpenBUGS, except that we must specify how many cores to distribute computation across and initialise the parallelisation. This is specified using the 'distribute' button in the Specification Tool.
See the existing OpenBUGS documentation for general information about BUGS.
Details of the algorithms used by MultiBUGS can be found in:
Goudie, R. J. B., Turner, R. M., De Angelis, D., Thomas, A. (2017) Massively parallel MCMC for Bayesian hierarchical models. arXiv:1704.03216
The source code is available on GitHub.