Part I THEORY AND METHODS.- 1 Sequential Monte Carlo methods in random intercept models for longitudinal data.- 2 On the truncation error of a superposed gamma process.- 3 On the study of two models for integer valued high-frequency data.- 4 Identification and Estimation of Principal Causal Effects in Randomized Experiments with Treatment Switching.- 5 A Bayesian Joint Dispersion Model with Flexible Links.- 6 Local posterior concentration rate for multilevel sparse sequences.- 7 Likelihood Tempering in Dynamic Model Averaging.- 8 Localization in High-Dimensional Monte Carlo Filtering.- 9 Linear inverse problem with range prior on correlations and its Variational Bayes. Part II APPLICATIONS AND CASE STUDIES.- 10 Bayesian hierarchical model for assessment of climate model biases.- 11 An application of Bayesian seemingly unrelated regression models with flexible tails.- 12 Bayesian Inference of Stochastic Pursuit Models from Basketball Tracking Data.- 13 Identification of patient-specific parameters in a kinetic model of fluid and mass transfer during dialysis.- 14 A Bayesian nonparametric approach to ecological risk assessment.- 15 Approximate Bayesian Computation Methods in the identification of atmospheric contamination sources for DAPPLE experiment.- 16 Bayesian survival analysis to model plant resistance and tolerance to virus diseases.- 17 Randomization Inference and Bayesian Inference in Regression Discontinuity Design: An application to Italian University grants.- 18 Bayesian methods for microsimulation models.- 19 A Bayesian Model for Describing and Predicting the Stochastic Demand of Emergency Calls.- 20 Flexible Parallel Split-Merge MCMC for the HDP.- 21 Bayesian Inference for Continuous Time Animal Movement Based on Steps and Turns.- 22 Explaining the Lethality of Boko Haram's Terrorist Attacks in Nigeria, 2009-2014: A Hierarchical Bayesian Approach.- 23 Optimizing movement of cooperating pedestrians by exploiting floor-field model and Markov decision process