The possibilities are endless. Replace the phrase, "Bayesian reasoning" in your sentence with a subject that you know well. Say, Calculus for example. Do you

The possibilities are endless. Replace the phrase, "Bayesian reasoning" in your sentence with a subject that you know well. Say, Calculus for example. Do you see why your question is hard to answer? Don't feel bad, we all get excited when we hear about a new cool tool that promises to solve XYZ. Java (back when it was new), wavelets, Bayesian analysis, RoR, etc.. Consider two extreme options: 1) Find a problem you want to solve, and then figure out what tools will help you solve the problem. 2) Learn a tool really well, and then start applying it to problems. (grad school is really good for this.) If you really want to do (2) with Bayesian analysis, look at this post: http://news.ycombinator.com/comments?id=14540 http://news.ycombinator.com/comments?id=14540 . Either path requires lots of effort, but both can be rewarding.