Bayesian approaches are widely used in signal processing applications. In order to derive plausible estimates of original parameters from their distorted observations, they rely on the posterior distribution that incorporates prior knowledge about the unknown parameters as well as informations about the observations. The posterior mean estimator is one of the most commonly used inference rule. However, as the exact posterior distribution is very often intractable, one has to resort to some Bayesian approximation tools to approximate it. In this work, we are mainly interested in two particular Bayesian methods, namely Markov Chain Monte Carlo (MCMC) sampling algorithms and Variational Bayes approximations (VBA).This thesis is made of two parts. The first one is dedicated to sampling algorithms. First, a special attention is devoted to the improvement of MCMC methods based on the discretization of the Langevin diffusion. We propose a novel method for tuning the directional component of such algorithms using a Majorization-Minimization strategy with guaranteed convergence properties.Experimental results on the restoration of a sparse signal confirm the performance of this new approach compared with the standard Langevin sampler. Second, a new sampling algorithm based on a Data Augmentation strategy, is proposed to improve the convergence speed and the mixing properties of standard MCMC sampling algorithms. Our methodological contributions are validated on various applications in image processing showing the great potentiality of the proposed method to manage problems with heterogeneous correlations between the signal coefficients.In the second part, we propose to resort to VBA techniques to build a fast estimation algorithm for restoring signals corrupted with non-Gaussian noise. In order to circumvent the difficulties raised by the intricate form of the true posterior distribution, a majorization technique is employed to approximate either the data fidelity term or the prior density. Thanks to its flexibility, the proposed approach can be applied to a broad range of data fidelity terms allowing us to estimate the target signal jointly with the associated regularization parameter. Illustration of this approach through examples of image deconvolution in the presence of mixed Poisson-Gaussian noise, show the good performance of the proposed algorithm compared with state of the art supervised methods.