What is Bayesian methods?

Bayesian methods are a set of statistical techniques that use Bayes' theorem to update the probability for a hypothesis as more evidence or information becomes available. They are commonly used in a wide variety of fields, including machine learning, medical diagnosis, and risk assessment, for tasks such as classification, regression, and decision-making under uncertainty. The core idea is to start with a prior belief about a parameter and then update this belief based on observed data to obtain a posterior belief.