The goal of perception is to infer the hidden states in the hierarchical process by which sensory data are generated. Human behavior is consistent with the optimal statistical solution to this problem in many tasks, including cue combination and orientation detection. Understanding the neural mechanisms underlying this behavior is of particular importance, since probabilistic computations are notoriously challenging. Here we propose a simple mechanism for Bayesian inference which involves averaging over a few feature detection neurons which fire at a rate determined by their similarity to a sensory stimulus. This mechanism is based on a Monte Carlo method known as importance sampling, commonly used in computer science and statistics. Moreover, a simple extension to recursive importance sampling can be used to perform hierarchical Bayesian inference. We identify a scheme for implementing importance sampling with spiking neurons, and show that this scheme can account for human behavior in cue combination and the oblique effect.