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"Bayesian inference on the other hand is a specific type of statistical model where the aim is to model distributions, not just the output variable (which is wh
by borroka 6y ago
"Bayesian inference on the other hand is a specific type of statistical model where the aim is to model distributions, not just the output variable (which is what ML is traditionally focused on)." - What distribution are you referring to? One of the advantages of the Bayesian approach (in the context of models and not of probability, it is not a model, it is a way of estimating the values of the parameters of a model) is that it provides a proper statistical distribution—and not a distribution based on theoretical formulas that require certain assumption to be true to have certain properties—of parameters and model predictions.
You can read more at https://www.fharrell.com/post/stat-ml/ https://www.fharrell.com/post/stat-ml/ (Frank Harrell is a top statistician who was once a frequentist and now is a bayesian. He writes also on the differences between ML and SM and how to choose between the two)