Stata 16 offers extensive additions to Stata's Bayesian suite of commands, which include
In addition, bayes: and bayesmh support new priors pareto(), dirichlet(), and geometric() for specifying, respectively, Pareto, multivariate beta (Dirichlet), and geometric prior distributions. Pareto is a power-law-based distribution. Dirichlet can be used for specifying priors for probability vector parameters. Geometric priors are suitable for modeling count parameters.
Last but not least is that bayes: with multilevel models such as bayes: mixed now runs faster!
Learn more about Stata's Bayesian analysis features.
Read more about Bayesian analysis in the Stata Bayesian Analysis Reference Manual.