Lecture on Bayesian linear regression. By adopting the Bayesian approach (instead of the frequentist approach of ordinary least squares linear regression) we can account for prior information and directly model the distributions of the model parameters by updating with training data. Follow along with the demonstration workflow: https://github.com/GeostatsGuy/PythonNumericalDemos/blob/master/SubsurfaceDataAnalytics_BayesianRegression.ipynb