- BDA is about what we should believe given:
- some observable data, and
- our model of how this data was generated.
- Our best friend will be Bayes rule: P(θ|D)⏟posterior∝P(θ)⏟prior×P(D|θ)⏟likelihood
- If P(θ|D) is hard to compute, we resort to
magicsome clever stuff.