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Sir, i am not clear about Bayesian Neural Network. Is it a training algorith or itself a Neural Network like MLP or Radial Basis Function Network?
If its a Network then how its architecture will be.

Thank you in advance for your help.

Sangeeta
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See THIS[^] Cached copy of wikipedia may help you.
 
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Bayesian Networks and Bayesian Neural Networks are two different things.

Usually, "Bayesian Neural Networks" refers to the use of Bayesian methods within the Neural Network framework in the learning process and for regularization.

It provides a different way to interpret the training process, instead of minimizing an error function, you're finding the most probably set of weights describing the data.

Error bars can be found and different models can be compared based on an evidence framework.

Bayesian Networks on the other hand bear no relationship to Neural Networks, they are Graphical Models describing inference rules.
 
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