As previously explained, incandescent lamps convert most of the power they use into infrared (IR) or radiated heat.
Less than 10% of the power they use is actually converted to visible light which makes them power ineffecient.
Fluorescent lamps convert a higher proportion of power into visible light, around 20%, still not very effecient.
HID lamps can emit significant ultraviolet radiation (UV), requiring special shielding and diffusing to avoid occupant exposure.

Because of the operational design, LEDs emit virtually no IR or UV, just trace amounts which is in no way harmful.
It is however possible to produce dedicated IR and UV LEDs for use in the appropriate application.

Excessive heat (IR) from lighting presents a burn hazard to people and materials.
UV is extremely damaging to artwork, artifacts, and fabrics, and can cause skin and eye burns in people exposed to unshielded sources.