In the past, astronomers like Ptolemy and Galileo were able to observe a few planets and stars with their naked eyes and a couple of primitive instruments. Nowadays, astronomy is experiencing an explosion of data and observations. Modern observatories produce petabytes of data, and the simulations to model these observations push computers to their limits. Processing and synthesizing this data is a major challenge in astrophysics. Thanks to statistical approaches, we can make astrophysical inferences from our data. This dissertation shows how a particular statistical technique, Bayesian Inference, can be utilised to reveal previously unknown insights about the cosmos.