Bayesian Techniques for Inference

I summarize the tools of Bayesian theory for inference that are recently being applied to extract information from spectro-polarimetric data obtained with the most advanced instruments. I present the machinery to carry out inference, model comparison and model averaging, together with some illustrative examples, with the hope that the power of these techniques help us solve some of the problems inherent to the inference of the physical properties of the solar plasma from noisy spectro-polarimetric observations.