I've found a large amount of literature on Bayesian linear regression, but very little on Bayesian nonlinear regression. I was wondering if this was possible and if someone could point me to some literature? Currently, I'm using ML estimation for that purpose, but I wanted to widen my knowledge on that topic.
Martin Schmettow
Maybe it's a good idea to start by examples: Some nonlinear problems are to be found in the OpenBUGS tutorials II and III.
http://www.openbugs.info/Examples/Volumeii.html.
An introduction is given in chapter 20 of [1].
Gelman, A., Carlin, J. B., Stern, H. S., & Rubin, D. B. (2003). Bayesian Data Analysis (second.). Boca Raton, FL: Chapman & Hall/CRC.
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