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What exactly is the difference between them? I've seen people say that prepositions connect words and conjunctions connect syntagms and clauses. Is this definition accurate? Is there any linguist who carefully explain this?

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Conjuctions, as you say, connect sentences and clauses, but also phrases and single words. Examples are and, or, but, because, neither ... nor, rather ... than, etc.
Single-word conjunctions are usually placed inbetween the two parts they combine, such as in [the man] *and* [the woman] or [Mary is not at home] or [she is already asleep], multi-word conjunctions with the first part in front of the first conjunct and the second part in front of the second one (such as in neither [do I want to talk] nor [do I have the time]).
Conjunctions coordinate elements of the same type and of more or less equal imporatance, such as two sentences, two noun phrases, etc, where the conjoined phrase is of the same type as before ([the man] and [the woman] -> two noun phrases combine to a new noun phrase), [Either we get some food] or [we go home] -> two sentences combine to a new sentence).

Prepositions express relations, mostly w.r.t. time (before, after, in, ...) and place (over, behind, into etc.), but also other semantic roles (such as of, to, for).
Prepositions always combine with noun phrases (i.e. simple nouns, complex nouns and pronouns, such as a house, the first half of the year, him), which are called their complements.
Pre-positions occur by definition in front of their complement; a more general term is adposition (including both prepositions and postpositions, an example of the latter would be ago, however the vast majority of adpositions in English are prepositions). A prepositional phrase will therefore always have the form Prep + noun phrase.
Prepositional phrases add additional, usually optional information to a noun phrase or verb phrase, such as the candles [on the table], a gift [for him] or she left [before noon].

Some words may be able to function both as conjunctions and as prepositions, such as in Alex B.'s example He left just before [sunrise] (preposition) vs. [He had left the house] before [I arrived] (conjunction).

To summarise:

  • Conjunctions connect sentences, clauses, phrase, single words of the same type and equal importance, where the conjoined phrase is of the same type as the individual parts
  • Prepositions express relations, mostly w.r.t time and place, and always occur in front of a noun phrase. Prepositional phrases usually add optional information to an action or object.
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    Well, another issue you didn't address is that the same word can be used as a preposition (He left just before sunrise.) and a conjunction (He had left the house before I arrived). – Alex B. Oct 6 '16 at 18:43
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    @AlexB., In TSPE, McCawley subscribes to Jespersen's theory that prepositions and subordinate conjunctions are the same POS. – Greg Lee Oct 6 '16 at 18:53
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    @Alex B. in both your cases it is preposition. – Anixx Oct 6 '16 at 20:33
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    @AlexB., No, I refer you to McCawley for arguments. But obviously there is sometimes a coincidence of form and meaning: "after his departure" = "after he departs/departed".(as you pointed out above). – Greg Lee Oct 6 '16 at 20:47
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    Preposition: 'He appeared before the judge.' Subordinate conjunction: 'He arrived before the judge [arrived].' Conjunction phrases that look like prepositional phrases have elided verbs. They are not the same POS. – amI Oct 6 '16 at 21:43

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