Bayesians are concerned above all with uncertainty. All learned knowledge is uncertain, and learning itself is a form of uncertain inference. The problem then becomes how to deal with noisy, incomplete, and even contradictory information without falling apart. The solution is probabilistic inference, and the master algorithm is Bayes’ theorem and its derivates. Bayes’ theorem tells us how to incorporate new evidence into our beliefs, and probabilistic inference algorithms do that as efficiently as possible.
