Introduction to Bayesian Data Analysis using WinBUGS

Course dates

29 - 31 January 2018.

Course duration

3 days (approximately 18 hours teaching).
Registration will start at 9am on the first day, the course will finish by 4.30pm on the final day.

Course tutors

Professor Tony Ades, Dr Sofia DiasProfessor Nicky Welton (course organisers) Dr Hayley Jones, David Phillippo and others.

Course aims

This course aims to provide an introduction to Bayesian data analysis applied to healthcare decision-making through examples that showcase the potential of the methods and their implementation in WinBUGS.

Course objectives

By the end of the course participants should:

  • understand the basic principles of Bayesian data analysis;
  • be able to carry out elementary data analysis in WinBUGS;
  • have some insight into the circumstances in which there are advantages in a Bayesian approach.

Who the course is intended for

This course is designed for statisticians and those interested in quantitative methods for decision making, including health economists.


This course is at an intermediate or higher level. Participants should have a sound knowledge of statistical methods, including multiple regression, generalised linear models and hierarchical models.  

The course will be built around analyses carried out with WinBUGS software. Participants will be expected to have downloaded WinBUGS 1.4.3, read through the Tutorial in the User Manual, and tried out some of the examples before coming on the course.  

WinBUGS version 1.4.3 will be available on the machines in the teaching room. Participants who are familiar with OpenBUGS will not experience any difficulties with WinBUGS 1.4.3.      

Essential pre-course preparation: 

  • Participants who have not used WinBUGS 1.4.3 before should download the software, including the patch and key (see instructions below), take the Tutorial in the User Manual (under Help -> User manual), and try out at least the BLOCKER example (under Help -> Examples Vol I).     
  • WinBUGS 1.4.3 including the patch and key can be downloaded from The best way to install it on your machine is to download a zipped version of the whole file structure and unzip it into Program Files or wherever you want it. This includes the key for unrestricted use. Then, download and install the patch for version 1.4.3. To check that you have the patched version, open WinBUGS, go to the “Help” menu and click “About WinBUGS”. This should show the current version as 1.4.3. The software, patch and key are free.  

For those using a Mac: To run WinBUGS on a Mac you will first need to install a Windows emulator (e.g. WINE). You can then install WinBUGS on that and it should work. For more precise instructions please check for advice online.  

Course outline

  • Introduction to Bayesian methods.
  • Basic principles of Markov chain Monte Carlo.
  • Running WinBUGS: initial values, burn-in, posterior simulation, use of the menus and graphics.
  • Series of worked examples covering various topics, including:
    - hierarchical models;
    - analysis of sensitivity, specificity and prevalence;
    - predictive cross-validation;
    - interactions in a factorial design trial;
    - error in covariates regression;
    - multiple-parameter evidence synthesis;
    - diagnostics tests with no gold standard;
    - missing data / bias in meta-analysis;
    - Bayesian decision analysis;
    - Expected Value of information.
  • Round-up and Summary: advantages of a Bayesian approach.
  • Open discussion and feedback.

The course will comprise about 18 hours of teaching time over 3 days in an informal atmosphere. Teaching will consist of lectures and WinBUGS practicals.

Course tutors will be available throughout to help participants with the practical exercises. Participants are welcome to bring along their own data analysis problems and discuss with tutors whether a Bayesian approach would be appropriate.  

Recommended reading

David Lunn, Christopher Jackson, Nicky Best, Andrew Thomas, David Spiegelhalter. The BUGS book: A practical introduction to Bayesian data analysis. CRC Press & Chapman Hall, 2012.

David J Spiegelhalter, Keith R Abrams, Jonathan P Myles: Bayesian Approaches to Clinical Trials and Health-Care Evaluation. Wiley, Chichester 2004. Chapters 1, 2, 3.

Nicky J Welton, Alexander J Sutton, Nicola J Cooper, Keith Abrams, AE Ades. Evidence synthesis for decision making in healthcare. Wiley, 2012.


Bookings for this course have now closed.

Course was very helpful and informative, especially on the application of bayesian methods.

Course feedback, March 2017

Course fee


More information on course fees, fee waivers and reduced prices.

Course venue

Bristol Medical School
Canynge Hall
39 Whatley Road
United Kingdom

Map and directions

Course refreshments

We provide morning and afternoon refreshment breaks, including tea and coffee, biscuits and fresh fruit.

If you have specific dietary needs we ask that you let us know in advance.

Lunch is not included. There are a range of local cafes and supermarkets nearby for students to purchase lunch. 


Information about accommodation in the area.


For further information please email

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