“Unlike deterministic Neural Networks (left) that have a fixed value of their parameters, Bayesian Neural Networks (right) has a distribution defined over them.” Source: https://sanjaykthakur.com/2018/12/05/the-very-basics-of-bayesian-neural-networks/ In our vast, interconnected, and (dare I say infinitely) complex universe, the only certainty is uncertainty. And yet, intriguingly, while we may never grasp the full picture, our minds come equipped with tools that help us navigate this world, weaving intricate (and hopefully informative) narratives from just snippets of the “grand tableau”. Bayesian inference is one mathematical formulation/representation of this innate skillset. Let’s briefly delve into the world of Bayesian inference, from the humble beginnings