Statistical Inference

Inferring about something simply means knowing about that thing. Infer in generally used like this - a is inferred from b. So basically, inferring is concluding about something based on some other knowledge.

This process of computing the posterior distribution of variables given evidence is called probabilistic inference. Note there the difference between probabilistic inference vs frequentist inference.

For example,

Learning of parameters is also an type of inference, as you are inferring the parameters based on data.

Prediction is inference, based on current state and system dynamics, you can infer about the next state.

Estimation is also inference, when you are estimating some population parameter using sample data. You are making an inference. Learning of parameters might come under estimation may be.