Application of Bayesian Method in Linear Regression

This paper investigates the application of Bayesian methods in linear regression. Firstly, the basic principles of linear regression and Bayesian methods were introduced. Then, the construction and inference methods of Bayesian linear regression models were discussed in detail. Furthermore, the application of Bayesian methods in other regression problems was explored, and their limitations and improvement directions in practice were analyzed. Finally, the main research findings were summarized and suggestions for future research directions were proposed.