What’s the advantages of bayesian version of linear regression, logistic regression etc

For many regression/classification algorithms, we have the bayesian version of it. Like bayesian linear regression, bayesian logistic regression, bayesian neuron network. I do not fully understand the math in them, but what are its advantages compared with the original algorithm? Is is of great practical use?

Answer

Doing Bayesian regression is not an algorithm but a different approach to statistical inference. The major advantage is that, by this Bayesian processing, you recover the whole range of inferential solutions, rather than a point estimate and a confidence interval as in classical regression. (I can only recommend you to read a statistics manual to understand the difference between an algorithm and statistical inference.)

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Source : Link , Question Author : FindBoat , Answer Author : Xi’an

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