Bayesian Inference
Overview
Bayesian inference combines prior beliefs with observed data to form a posterior distribution over unknown quantities, supporting predictions and decisions that account for uncertainty. Common approaches include Markov chain Monte Carlo, variational inference, Laplace approximations, and simulation-based inference; neural networks and normalizing flows increasingly help approximate or amortize these computations. Applications range from scientific inverse problems and time-series models to causal analysis, machine learning, and robotics. A central challenge is making inference scalable without losing posterior accuracy or calibrated uncertainty, especially when priors or likelihood models are misspecified.
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