Bayesian inference

Inference

Richard McElreath defines Bayesian data analysis as:

Count all the ways data can happen, according to assumptions. Assumptions with more ways that are consistent with data are more plausible. –Statistical Rethinking Winter 2019 Lecture 01

Efficient Bayesian inference with Hamiltonian Monte Carlo - First 15min: A good explanation about the difficulty of Bayesian inference and high dimensionality.