This introduction to Bayesian inference places special emphasis on
applications. All basic concepts are presented: Bayes' theorem, prior
density functions, point estimation, confidence region, hypothesis
testing and predictive analysis. In addition, Monte Carlo methods are
discussed since the applications mostly rely on the numerical
integration of the posterior distribution. Furthermore, Bayesian
inference in the linear model, nonlinear model, mixed model and in the
model with unknown variance and covariance components is considered.
Solutions are supplied for the classification, for the posterior
analysis based on distributions of robust maximum likelihood type
estimates, and for the reconstruction of digital images.