Carlin and Louis - Bayes and Empirical Bayes Methods for Data Analysis Gelman, Carlin, Stern and Rubin - Bayesian Data Analysis Bernardo and Smith - Bayesian Theory Gilks, Richardson and Spiegelhalter ...
In nonparametric and high-dimensional statistical models, the classical Gauss-Fisher-Le Cam theory of the optimality of maximum likelihood estimators and Bayesian posterior inference does not apply, ...