Bayesian networks are the graphical models that are used to show the probabilistic relationship between a set of variables. It is a directed cycle graph that contains multiple edges, and each edge represents a conditional dependency.

Bayesian networks are probabilistic, because these networks are built from a probability distribution, and also use probability theory for prediction and anomaly detection. It is important in AI as it is based on Bayes theorem and can be used to answer the probabilistic questions.