Title: Markov Chain Monte Carlo Methods for Bayesian Data Analysis in Astronomy,
Abstract: Markov Chain Monte Carlo based Bayesian data analysis has now become the
method of choice for analyzing and interpreting data in almost all disciplines
of science. In astronomy, over the last decade, we have also seen a steady
increase in the number of papers that employ Monte Carlo based Bayesian
analysis. New, efficient Monte Carlo based methods are continuously being
developed and explored. In this review, we first explain the basics of Bayesian
theory and discuss how to set up data analysis problems within this framework.
Next, we provide an overview of various Monte Carlo based methods for
performing Bayesian data analysis. Finally, we discuss advanced ideas that
enable us to tackle complex problems and thus hold great promise for the
future. We also distribute downloadable computer software (available at
this https URL ) that implements some of the algorithms and
examples discussed here.