A Brief History of Inference in Astronomy

In this short review, we trace the evolution of inference in astronomy, highlighting key milestones rather than providing an exhaustive survey. We focus on the shift from classical optimization to Bayesian inference, the rise of gradient-based methods fueled by advances in deep learning, and the emergence of adaptive models that shape the very design of scientific datasets. Understanding this shift is essential for appreciating the current landscape of astronomical research and the future it is helping to build.