23/09/2022
This is the simplest way I can think of illustrating the probabilistic machine learning concept. Priors x Likelihoods give you posteriors over unknowns, i.e., parameters in our model. Given the posterior, now you can make a prediction via marginalisation. This, in turn, gives you uncertainty estimates which are like the big deal; telling us how sure we are about our predictions!
Notation based on those awesome slides:https://www.cs.toronto.edu/~radford/ftp/bayes-tut.pdf