Software for Flexible Bayesian Modelling by Radford Neal - Supports Bayesian regression and classification based on neural networks, Gaussian processes and mixture models using a variety of Markov chain sampling methods.Bayesian Time Series Analysis by Mike West - Fortran/S-plus software for nonstationary time series analysis and autoregression component models and the BATS software for the book "Applied Bayesian Forecasting and Time Series Analysis".
Bayesian Inference Using Gibbs Sampling (BUGS) - Software for the Bayesian analysis of complex statistical models using Markov chain Monte Carlo (MCMC) methods. Software for several platforms is available for downloading, and all the manuals are also available online or in downloadable formats.
German BUGS User Group - Aims to provide forum for exchange of experience and information related to BUGS, and user feedback for further development of BUGS. Non-bayesians welcomed.
XML Belief Network File Format - A proposed standard for describing Bayesian belief networks using XML.
