Wednesday, 27 May 2015

Bayesian Workshop on MCMC Sampling and Parameter Estimation

The Schools of Psychology at UoN and UNSW are delighted to announce a FREE Bayesian Workshop on MCMC Sampling and Parameter Estimation

Organisation: Chris Donkin (UNSW) and Don van Ravenzwaaij (UoN)
Location: UoN, Callaghan Campus (precise location tbd)
Date: Friday 19 June 2015, 11AM-5PM
Cost: free (but bring your own laptop)

The application of Bayesian statistics is becoming more and more common in psychological research. Advantages include being able to quantify evidence in favour of the null hypothesis, monitoring evidence as data comes in (as opposed to having to specify your sample size a priori), and being able to quantify the relative support of one hypothesis over another.

In this workshop, we are going to focus on Bayesian parameter estimation. We will cover the basics of MCMC sampling and show how to implement such algorithms in practice for simple problems by means of the program WinBUGS. A working knowledge of Matlab or R is handy, but by no means necessary, as WinBUGS has its own graphical user interface.

We will be going through the first three chapters of Lee and Wagenmakers (2014). The first two parts of the book, associated code, and answers to questions can be downloaded freely at

To reduce the amount of troubleshooting required on the day, please ensure that when you arrive on the day you have

1) your own laptop, or someone with whom you can share.

2) already successfully installed WinBUGS (or JAGS) on that laptop. If you come across any issues, then the first couple of chapters of the book should help iron those out.

3) downloaded the materials available from the website, including the pdf of the book, and the associated code.

WinBUGS can be downloaded freely at:

Note that WinBUGS is, as the name suggests, a Windows-based application. People using a MacBook have two options:
1) Use a windows emulator - for advice on how to do this, see the end of Chapter 2 in the book.
2) use JAGS (downloaded freely at instead of WinBUGS.
Jags is essentially identical to WinBUGS, but does not have a graphical user interface and thus needs to be used in conjunction with either Matlab or R.

Participation is free, but capacity is limited, so please sign up beforehand by emailing one of the organisers:

Dr. Don van Ravenzwaaij

Dr. Chris Donkin