Abstract
Purpose: Bayesian inference has become very popular science. It offers
some pragmatic approaches to account for uncertainty in
inference-decision making. Various estimation methods have been
introduced to implement Bayesian methods but although these algorithms
are powerful they are not always easy to grasp. This paper aims to
provide an intuitive framework of four key Bayesian computational
methods for researchers in clinical studies. We will not cover daunting
mathematical discussion of these approaches, but rather offer a
non-quantitative description of these algorithms and provide some
illuminating examples. Materials and methods: Bayesian computational
methods namely, i) Importance sampling, ii) Rejection sampling, iii)
Markov-chain Monte Carlo, iv) Data augmentation were introduced. Results
and conclusions: A load of literature published on Bayesian inference
has proved its popularity among researches while its concept is not
straightforward for amateur learners. We showed that alternative
approaches which are intuitively appealing and easy-to-understand work
well in case of low-dimensional problems and appropriate Prior
information such as weighted prior, otherwise MCMC is a Trouble-free
tool.