An Interactive session can be started on a compute node by using one of the following commands/aliases - Interactive or Xinteractive.
For jobs which do not require a graphical display set back to your PC (i.e command line things)
For jobs which need a graphical user interface (i.e. Matlab, Stata) - You need to have x forwarding configured for this to work
The aliases above mean that you don't have to worry about the more complicated command which is actually running.
bsub -L /bin/bash -q interactive -cwd "$HOME" -Is /bin/bash
bsub -XF -L /bin/bash -q interactive -cwd "$HOME" -Is /bin/bash