There are a lot of packages out there that will do bayesian analysis for you, if you have a fairly standard type of problem (ie you'll be doing EM with exact inference via junction tree or some approximate algorithm). A good list is here. Many of these packages have source available.
In general, as has been noted by everyone else, Mathematica is great for symbolic analysis, and Matlab is great for numeric analysis. Most people I've talked to in the field use Matlab.
I've been doing some Bayesian analysis recently and I've been writing everything from scratch in R, since it's free so I can use it at home. If you will be doing the whole shebang yourself, and you have the funds, I'd advise going with Matlab, since it tends to be more stable and well supported than R.
If you are interested in R, here is a page about the project to integrate graphical models into R.
My favorite part of the article is the closing paragraph: giant ionizing lasers in space! Sounds like a good excuse for a hack-a-thon. I've always wanted to write my name in hundred-mile high letters...
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There are a lot of packages out there that will do bayesian analysis for you, if you have a fairly standard type of problem (ie you'll be doing EM with exact inference via junction tree or some approximate algorithm). A good list is here. Many of these packages have source available.
In general, as has been noted by everyone else, Mathematica is great for symbolic analysis, and Matlab is great for numeric analysis. Most people I've talked to in the field use Matlab.
I've been doing some Bayesian analysis recently and I've been writing everything from scratch in R, since it's free so I can use it at home. If you will be doing the whole shebang yourself, and you have the funds, I'd advise going with Matlab, since it tends to be more stable and well supported than R.
If you are interested in R, here is a page about the project to integrate graphical models into R.
My favorite part of the article is the closing paragraph: giant ionizing lasers in space! Sounds like a good excuse for a hack-a-thon. I've always wanted to write my name in hundred-mile high letters...