As the title, I am learning Bayesian method now. Previously, I preferred to use prediction regarding to a concrete machine learning problem, but I found out that people usually use 'inference' in some conference speeches or books. As a student majoring in engineering, I can not tell the difference between these two terms based on my daily work. Can anyone give an explanation based on self understanding to clarify the difference between them? It will be more appreciated if some examples can be given.