In a field often criticized for its 'black box' nature, Bayesian Neural Networks (BNNs) offer a paradigm shift by quantifying uncertainty and providing probabilistic guarantees. A seminal 2018 paper by Vikram Mullachery, Aniruddh Khera, and Amir Husain explores the architecture and applications of BNNs, revealing their potential to make machine learning models more transparent and reliable.