In many association studies (e.g., GWAS), a large number of Linear Regression models are fitted. Then, a strategy to account for the Multiple Testing issue is adopted (e.g., Bonferroni). That being said, it is clear now that it's not that easy, and a large number of false positive results are retained.
I am now trying to understand whether the use of Bayesian Regression can help solve this problem. I am just now reading some material on Bayesian Statistics, so maybe I am totally wrong. I read that if you use Bayesian models, you don't have to worry about this issue. First: is this actually true? Second: what does it mean to perform an association study using Bayesian models? Does it mean fitting multiple Bayesian regression models?