Bayesian inference is a way to get sharper predictions from your data. It’s particularly useful when you don’t have as much data as you would like and want to juice every last bit of predictive strength from it.
Although it is sometimes described with reverence, Bayesian inference isn’t magic or mystical. And even though the math under the hood can get dense, the concepts behind it are completely accessible. In brief, Bayesian inference lets you draw stronger conclusions from your data by folding in what you already know about the answer.
An excellent, simple introduction to Bayesian inference. This uses practical examples and an abundance of visual guides: especially useful if you don’t have an extensive math background.∞