《Software for Flexible Bayesian Modeling and Markov Chain Sampling》是机器学习领域专家Neal编写的用于Bayesian和马尔可夫链Linux下的C语言工具包。很有名，也很权威。

-This software supports Bayesian regression and classification models based on neural networks and Gaussian processes, and Bayesian density estimation and clustering using mixture models and Dirichlet diffusion trees. It also supports a variety of Markov chain sampling methods, which may be applied to distributions specified by simple formulas, including simple Bayesian models defined by formulas for the prior and likelihood.