<The structure for this section needs to be designed - and then probably frozen. For the moment, please add content in the format that seems most logical to you, and we will if necessary tidy it up later.>
Introductory materials
This section aims at providing links (or references) to review papers, slides, book chapters, and other materials that are good starting points for people interested in learning about specific aspects of Bayesian Computation.
Monte Carlo methods - MCMC, Adaptive MCMC, Sequential MC, ABC
Non-Monte Carlo methods - Laplace approximation, INLA, Variational Bayes, EP
Advice on methods for specific problems
Some specific problem areas
Some possible solutions
Across-model MCMC
Within-model MCMC
ABC
Sequential Monte Carlo
INLA
Suggestion box
<List here topics that deserve a tutorial introduction - all members should feel free to add to the list, or to replace items on the list by links to content they have written. By all means make links to Wikipedia articles - but please first read them and check that you can vouch for their contents!>
Gaussian process, Dirichlet process, retrospective simulation, diffusions, perfect simulation, wavelets, splines, a critical review of R packages for MCMC,…