Bayesian inference is one of two dominant approaches to statistical inference. The word Bayesian refers to the influence of Reverend Thomas Bayes. Bayesian inference is a modern revival of the classical definition of probability.
J. Geweke, and M. Keane. Volume 5, chapter Chapter 56 Computationally intensive methods for integration in econometrics, page 3463--3568. Elsevier, (2001)