ABSTRACT
In this chapter we provide a brief review of hierarchical Bayesian modeling and computing for readers not already familiar with these topics. Of course, in one chapter we can only scratch the surface of this rapidly expanding field, and readers may well wish to consult one of the many recent textbooks on the subject, either as preliminary work or on an as-needed basis. It should come as little surprise that the book we most highly recommend for this purpose is the one by Carlin and Louis (2008); the Bayesian methodology and computing material below roughly follows Chapters 2 and 3, respectively, in that text.
