- the recovery of the intuitive idea of probability as a valid concept for treating scientific problems;
- the simplicity and naturalness of the basic tool;
- the capability of combining prior knowledge and experimental information;
- the property permitting automatic updating as soon as new information becomes available;
- the transparency of the methods, which allow the different assumptions upon which an inference may depend to be checked and changed;
- the high degree of awareness the methods give to the user.

Providing an exact solution for inferential problems can easily lead to computational difficulties. We have seen several ways to overcome such difficulties, either by using suitable approximations, or by using modern computational methods. In particular, it has been shown that the approximate solution often coincides with a `conventional' method, but only under well defined conditions. Thus, for example, minimum formulae can be used, with a Bayesian spirit and with a natural interpretation of the results, in all those routine cases in which the analyst considers as reasonable the conditions of their validity.

A variety of examples of applications have been shown, or
mentioned, in this paper. Nevertheless, the aim of the author
was not to provide a complete review of
Bayesian methods and applications, but rather to introduce
those Bayesian ideas that could be of help in understanding
more specialized literature.
Compendia of the Bayesian theory are
given in (Bernardo and Smith 1994, O'Hagan A 1994 and
Robert 2001). Classic, influential books are
(Jeffreys 1961, de Finetti 1974, Jaynes 1998).
Among the many books introducing Bayesian methods,
(Sivia 1996) is particularly suitable for physicists.
Other recommended texts which treat general aspects of data analysis are
(Box and Tiao 1973, Bretthorst 1988,
Lee 1989, Gelman *et al *1995,
Cowell *et al *1999, Denison *et al *2002,
Press 2002).
More specific applications can be found in the
proceedings of the conference series and several web sites.
Some useful starting points for web navigation are given:

ISBA book list | http://www.bayesian.org/books/books.html |

UAI proceedings | http://www2.sis.pitt.edu/ dsl/UAI/uai.html |

BIPS | http://astrosun.tn.cornell.edu/staff/loredo/bayes/ |

BLIP | http://www.ar-tiste.com/blip.html |

IPP Bayesian analysis group | http://www.ipp.mpg.de/OP/Datenanalyse/ |

Valencia meetings | http://www.uv.es/~bernardo/valenciam.html |

Maximum Entropy resources | http://omega.albany.edu:8008/maxent.html |

MCMC preprint service | http://www.statslab.cam.ac.uk/~mcmc/ |

I am indebted to Volker Dose and Ken Hanson for extensive discussions concerning the contents of this paper, as well as for substantial editorial help. The manuscript has also benefited from comments by Tom Loredo.

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