Bayesian inference vs prediction

Bayesian inference is updating your belief about unknown quantities. You start with a prior p(θ)p(\theta), and then you get data D\mathcal{D} and you use it to compute the posterior p(θD)p(\theta | \mathcal{D}).

Bayesian prediction is making a prediction on a test data point xx. You compute the posterior predictive distribution by integrating the posterior over your parameters and sample from it.