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While we have questions about Bayesian textbooks (1 and several other) and the philosophy behind the Bayesian thinking (2), I am interested papers (or sources of similar length, e.g. blog posts or book chapters) that overview the Bayesian approach (philosophy, methodology) and its different branches.

  • They would highlight the fundamental idea(s) and intuition behind the Bayesian approach.
  • They would cover the interpretations of probability, uncertainty and model parameters as random variables.
  • They would perferably be on a somewhat advanced level.

This is quite similar to question 2 but focuses on papers rather than books.

I suggest one paper (blog post, book chapter, ...) per answer.

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    $\begingroup$ For those who have voted to close the question as opinion based, I wonder what aspect of the question seems to be opinion based? In which way could answers to this question <...> tend to be almost entirely based on opinions, rather than facts, references, or specific expertise? Honestly, I cannot see it. It is a reference request just like the cited threads and like many other. (Actually, the first cited thread seems at least somewhat opinion based to me as it asks for "the best" textbook, but nevertheless it has not been closed...) $\endgroup$
    – Richard Hardy
    Commented Aug 29, 2018 at 6:21

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