Martyn Plummer, the creator of the open-source, C++, graphical-model compiler JAGS (aka “Just Another Gibbs Sampler”), runs a forum on the JAGS site that has a very similar feel to the mail-bag posts on this blog. Martyn answers general statistical computing questions (e.g., why slice sampling rather than Metropolis-Hastings?) and general modeling (e.g., why won’t my model converge with this prior?).
Here’s the link to the top-level JAGS site, and to the forum:
The forum’s pretty active, with the stats page showing hundreds of views per day and very regular posts and answers. Martyn’s last post was today.
Martyn also has a blog devoted to JAGS and other stats news: