Learning Bayesian Statistics - podcast cover

Learning Bayesian Statistics

Alexandre Andorrawww.learnbayesstats.com
Are you a researcher or data scientist / analyst / ninja? Do you want to learn Bayesian inference, stay up to date or simply want to understand what Bayesian inference is? Then this podcast is for you! You'll hear from researchers and practitioners of all fields about how they use Bayesian statistics, and how in turn YOU can apply these methods in your modeling workflow. When I started learning Bayesian methods, I really wished there were a podcast out there that could introduce me to the methods, the projects and the people who make all that possible. So I created "Learning Bayesian Statistics", where you'll get to hear how Bayesian statistics are used to detect black matter in outer space, forecast elections or understand how diseases spread and can ultimately be stopped. But this show is not only about successes -- it's also about failures, because that's how we learn best. So you'll often hear the guests talking about what *didn't* work in their projects, why, and how they overcame these challenges. Because, in the end, we're all lifelong learners! My name is Alex Andorra by the way, and I live in Estonia. By day, I'm a data scientist and modeler at the https://www.pymc-labs.io/ (PyMC Labs) consultancy. By night, I don't (yet) fight crime, but I'm an open-source enthusiast and core contributor to the python packages https://docs.pymc.io/ (PyMC) and https://arviz-devs.github.io/arviz/ (ArviZ). I also love https://www.pollsposition.com/ (election forecasting) and, most importantly, Nutella. But I don't like talking about it – I prefer eating it. So, whether you want to learn Bayesian statistics or hear about the latest libraries, books and applications, this podcast is for you -- just subscribe! You can also support the show and https://www.patreon.com/learnbayesstats (unlock exclusive Bayesian swag on Patreon)!

Episodes

#127 Saving Sharks... with Python, Causal Inference and Aaron MacNeil

Proudly sponsored by PyMC Labs , the Bayesian Consultancy. Book a call , or get in touch ! Intro to Bayes Course (first 2 lessons free) Advanced Regression Course (first 2 lessons free) Our theme music is « Good Bayesian », by Baba Brinkman (feat MC Lars and Mega Ran). Check out his awesome work ! Visit our Patreon page to unlock exclusive Bayesian swag ;) Thank you to my Patrons for making this episode possible! Yusuke Saito, Avi Bryant, Ero Carrera, Giuliano Cruz, Tim Gasser, James W...

Mar 05, 20251 hr 4 minSeason 1Ep. 127

#126 MMM, CLV & Bayesian Marketing Analytics, with Will Dean

Proudly sponsored by PyMC Labs , the Bayesian Consultancy. Book a call , or get in touch ! Intro to Bayes Course (first 2 lessons free) Advanced Regression Course (first 2 lessons free) Our theme music is « Good Bayesian », by Baba Brinkman (feat MC Lars and Mega Ran). Check out his awesome work ! Visit our Patreon page to unlock exclusive Bayesian swag ;) Takeaways: Marketing analytics is crucial for understanding customer behavior. PyMC Marketing offers tools for customer lifetime va...

Feb 19, 202555 minSeason 1Ep. 126

#125 Bayesian Sports Analytics & The Future of PyMC, with Chris Fonnesbeck

Proudly sponsored by PyMC Labs , the Bayesian Consultancy. Book a call , or get in touch ! Intro to Bayes Course (first 2 lessons free) Advanced Regression Course (first 2 lessons free) Our theme music is « Good Bayesian », by Baba Brinkman (feat MC Lars and Mega Ran). Check out his awesome work ! Visit our Patreon page to unlock exclusive Bayesian swag ;) Thank you to my Patrons for making this episode possible! Yusuke Saito, Avi Bryant, Ero Carrera, Giuliano Cruz, Tim Gasser, James W...

Feb 05, 202558 minSeason 1Ep. 125

#124 State Space Models & Structural Time Series, with Jesse Grabowski

Proudly sponsored by PyMC Labs , the Bayesian Consultancy. Book a call , or get in touch ! My Intuitive Bayes Online Courses 1:1 Mentorship with me Our theme music is « Good Bayesian », by Baba Brinkman (feat MC Lars and Mega Ran). Check out his awesome work ! Visit our Patreon page to unlock exclusive Bayesian swag ;) Takeaways: Bayesian statistics offers a robust framework for econometric modeling. State space models provide a comprehensive way to understand time series data. Gaussia...

Jan 22, 20252 hr 36 minSeason 1Ep. 124

#123 BART & The Future of Bayesian Tools, with Osvaldo Martin

Proudly sponsored by PyMC Labs , the Bayesian Consultancy. Book a call , or get in touch ! My Intuitive Bayes Online Courses 1:1 Mentorship with me Our theme music is « Good Bayesian », by Baba Brinkman (feat MC Lars and Mega Ran). Check out his awesome work ! Visit our Patreon page to unlock exclusive Bayesian swag ;) Takeaways: BART models are non-parametric Bayesian models that approximate functions by summing trees. BART is recommended for quick modeling without extensive domain kn...

Jan 10, 20252 hr 32 minSeason 1Ep. 123

#122 Learning and Teaching in the Age of AI, with Hugo Bowne-Anderson

Proudly sponsored by PyMC Labs , the Bayesian Consultancy. Book a call , or get in touch ! My Intuitive Bayes Online Courses 1:1 Mentorship with me Our theme music is « Good Bayesian », by Baba Brinkman (feat MC Lars and Mega Ran). Check out his awesome work ! Visit our Patreon page to unlock exclusive Bayesian swag ;) Takeaways : Effective data science education requires feedback and rapid iteration. Building LLM applications presents unique challenges and opportunities. The software ...

Dec 26, 20241 hr 23 minSeason 1Ep. 122

#121 Exploring Bayesian Structural Equation Modeling, with Nathaniel Forde

Proudly sponsored by PyMC Labs , the Bayesian Consultancy. Book a call , or get in touch ! My Intuitive Bayes Online Courses 1:1 Mentorship with me Our theme music is « Good Bayesian », by Baba Brinkman (feat MC Lars and Mega Ran). Check out his awesome work ! Visit our Patreon page to unlock exclusive Bayesian swag ;) Takeaways : CFA is commonly used in psychometrics to validate theoretical constructs. Theoretical structure is crucial in confirmatory factor analysis. Bayesian approach...

Dec 11, 20241 hr 8 minSeason 1Ep. 121

#120 Innovations in Infectious Disease Modeling, with Liza Semenova & Chris Wymant

Proudly sponsored by PyMC Labs , the Bayesian Consultancy. Book a call , or get in touch ! My Intuitive Bayes Online Courses 1:1 Mentorship with me Our theme music is « Good Bayesian », by Baba Brinkman (feat MC Lars and Mega Ran). Check out his awesome work ! Visit our Patreon page to unlock exclusive Bayesian swag ;) ------------------------- Love the insights from this episode? Make sure you never miss a beat with Chatpods ! Whether you're commuting, working out, or just on the go, ...

Nov 27, 20241 hr 2 minSeason 1Ep. 120

#119 Causal Inference, Fiction Writing and Career Changes, with Robert Kubinec

Proudly sponsored by PyMC Labs , the Bayesian Consultancy. Book a call , or get in touch ! My Intuitive Bayes Online Courses 1:1 Mentorship with me Our theme music is « Good Bayesian », by Baba Brinkman (feat MC Lars and Mega Ran). Check out his awesome work ! Visit our Patreon page to unlock exclusive Bayesian swag ;) Takeaways : Bob's research focuses on corruption and political economy. Measuring corruption is challenging due to the unobservable nature of the behavior. The challenge...

Nov 13, 20241 hr 25 minSeason 1Ep. 119

#118 Exploring the Future of Stan, with Charles Margossian & Brian Ward

Proudly sponsored by PyMC Labs , the Bayesian Consultancy. Book a call , or get in touch ! My Intuitive Bayes Online Courses 1:1 Mentorship with me Our theme music is « Good Bayesian », by Baba Brinkman (feat MC Lars and Mega Ran). Check out his awesome work ! Visit our Patreon page to unlock exclusive Bayesian swag ;) Takeaways : User experience is crucial for the adoption of Stan. Recent innovations include adding tuples to the Stan language, new features and improved error messages....

Oct 30, 202459 minSeason 1Ep. 118

#117 Unveiling the Power of Bayesian Experimental Design, with Desi Ivanova

Proudly sponsored by PyMC Labs , the Bayesian Consultancy. Book a call , or get in touch ! My Intuitive Bayes Online Courses 1:1 Mentorship with me Our theme music is « Good Bayesian », by Baba Brinkman (feat MC Lars and Mega Ran). Check out his awesome work ! Visit our Patreon page to unlock exclusive Bayesian swag ;) Takeaways : Designing experiments is about optimal data gathering. The optimal design maximizes the amount of information. The best experiment reduces uncertainty the mo...

Oct 15, 20241 hr 13 minSeason 1Ep. 117

#116 Mastering Soccer Analytics, with Ravi Ramineni

Proudly sponsored by PyMC Labs , the Bayesian Consultancy. Book a call , or get in touch ! My Intuitive Bayes Online Courses 1:1 Mentorship with me Our theme music is « Good Bayesian », by Baba Brinkman (feat MC Lars and Mega Ran). Check out his awesome work ! Visit our Patreon page to unlock exclusive Bayesian swag ;) Takeaways : Building an athlete management system and a scouting and recruitment platform are key goals in football analytics. The focus is on informing training decisio...

Oct 02, 20242 hr 33 minSeason 1Ep. 116

#115 Using Time Series to Estimate Uncertainty, with Nate Haines

Proudly sponsored by PyMC Labs , the Bayesian Consultancy. Book a call , or get in touch ! My Intuitive Bayes Online Courses 1:1 Mentorship with me Our theme music is « Good Bayesian », by Baba Brinkman (feat MC Lars and Mega Ran). Check out his awesome work ! Visit our Patreon page to unlock exclusive Bayesian swag ;) Takeaways : State space models and traditional time series models are well-suited to forecast loss ratios in the insurance industry, although actuaries have been slow to...

Sep 17, 20242 hr 40 minSeason 1Ep. 115

#114 From the Field to the Lab – A Journey in Baseball Science, with Jacob Buffa

Proudly sponsored by PyMC Labs , the Bayesian Consultancy. Book a call , or get in touch ! My Intuitive Bayes Online Courses 1:1 Mentorship with me Our theme music is « Good Bayesian », by Baba Brinkman (feat MC Lars and Mega Ran). Check out his awesome work ! Visit our Patreon page to unlock exclusive Bayesian swag ;) Takeaways : Education and visual communication are key in helping athletes understand the impact of nutrition on performance. Bayesian statistics are used to analyze pla...

Sep 05, 20241 hr 2 minSeason 1Ep. 114

#113 A Deep Dive into Bayesian Stats, with Alex Andorra, ft. the Super Data Science Podcast

Proudly sponsored by PyMC Labs , the Bayesian Consultancy. Book a call , or get in touch ! My Intuitive Bayes Online Courses 1:1 Mentorship with me Our theme music is « Good Bayesian », by Baba Brinkman (feat MC Lars and Mega Ran). Check out his awesome work ! Visit our Patreon page to unlock exclusive Bayesian swag ;) Takeaways : Bayesian statistics is a powerful framework for handling complex problems, making use of prior knowledge, and excelling with limited data. Bayesian statistic...

Aug 22, 20242 hr 31 minSeason 1Ep. 113

#112 Advanced Bayesian Regression, with Tomi Capretto

Proudly sponsored by PyMC Labs , the Bayesian Consultancy. Book a call , or get in touch ! My Intuitive Bayes Online Courses 1:1 Mentorship with me Our theme music is « Good Bayesian », by Baba Brinkman (feat MC Lars and Mega Ran). Check out his awesome work ! Visit our Patreon page to unlock exclusive Bayesian swag ;) Takeaways : Teaching Bayesian Concepts Using M&Ms: Tomi Capretto uses an engaging classroom exercise involving M&Ms to teach Bayesian statistics, making abstract...

Aug 07, 20241 hr 27 minSeason 1Ep. 112

#111 Nerdinsights from the Football Field, with Patrick Ward

Proudly sponsored by PyMC Labs , the Bayesian Consultancy. Book a call , or get in touch ! My Intuitive Bayes Online Courses 1:1 Mentorship with me Our theme music is « Good Bayesian », by Baba Brinkman (feat MC Lars and Mega Ran). Check out his awesome work ! Visit our Patreon page to unlock exclusive Bayesian swag ;) Takeaways : Communicating Bayesian concepts to non-technical audiences in sports analytics can be challenging, but it is important to provide clear explanations and addr...

Jul 24, 20241 hr 26 minSeason 1Ep. 111

#110 Unpacking Bayesian Methods in AI with Sam Duffield

Proudly sponsored by PyMC Labs , the Bayesian Consultancy. Book a call , or get in touch ! My Intuitive Bayes Online Courses 1:1 Mentorship with me Our theme music is « Good Bayesian », by Baba Brinkman (feat MC Lars and Mega Ran). Check out his awesome work ! Visit our Patreon page to unlock exclusive Bayesian swag ;) Takeaways : Use mini-batch methods to efficiently process large datasets within Bayesian frameworks in enterprise AI applications. Apply approximate inference techniques...

Jul 10, 20241 hr 12 minSeason 1Ep. 110

#109 Prior Sensitivity Analysis, Overfitting & Model Selection, with Sonja Winter

Proudly sponsored by PyMC Labs , the Bayesian Consultancy. Book a call , or get in touch ! My Intuitive Bayes Online Courses 1:1 Mentorship with me Our theme music is « Good Bayesian », by Baba Brinkman (feat MC Lars and Mega Ran). Check out his awesome work ! Visit our Patreon page to unlock exclusive Bayesian swag ;) Takeaways Bayesian methods align better with researchers' intuitive understanding of research questions and provide more tools to evaluate and understand models. Prior s...

Jun 25, 20241 hr 11 minSeason 1Ep. 109

#108 Modeling Sports & Extracting Player Values, with Paul Sabin

Proudly sponsored by PyMC Labs , the Bayesian Consultancy. Book a call , or get in touch ! My Intuitive Bayes Online Courses 1:1 Mentorship with me Our theme music is « Good Bayesian », by Baba Brinkman (feat MC Lars and Mega Ran). Check out his awesome work ! Visit our Patreon page to unlock exclusive Bayesian swag ;) Takeaways Convincing non-stats stakeholders in sports analytics can be challenging, but building trust and confirming their prior beliefs can help in gaining acceptance....

Jun 14, 20241 hr 18 minSeason 1Ep. 108

#107 Amortized Bayesian Inference with Deep Neural Networks, with Marvin Schmitt

Proudly sponsored by PyMC Labs , the Bayesian Consultancy. Book a call , or get in touch ! My Intuitive Bayes Online Courses 1:1 Mentorship with me In this episode, Marvin Schmitt introduces the concept of amortized Bayesian inference, where the upfront training phase of a neural network is followed by fast posterior inference. Marvin will guide us through this new concept, discussing his work in probabilistic machine learning and uncertainty quantification, using Bayesian inference with deep ne...

May 29, 20241 hr 22 minSeason 1Ep. 107

#106 Active Statistics, Two Truths & a Lie, with Andrew Gelman

Proudly sponsored by PyMC Labs , the Bayesian Consultancy. Book a call , or get in touch ! My Intuitive Bayes Online Courses 1:1 Mentorship with me If there is one guest I don’t need to introduce, it’s mister Andrew Gelman. So… I won’t! I will refer you back to his two previous appearances on the show though, because learning from Andrew is always a pleasure. So go ahead and listen to episodes 20 and 27. In this episode, Andrew and I discuss his new book, Active Statistics, which focuses on teac...

May 16, 20241 hr 17 minSeason 1Ep. 106

#105 The Power of Bayesian Statistics in Glaciology, with Andy Aschwanden & Doug Brinkerhoff

Proudly sponsored by PyMC Labs , the Bayesian Consultancy. Book a call , or get in touch ! My Intuitive Bayes Online Courses 1:1 Mentorship with me In this episode, Andy Aschwanden and Doug Brinkerhoff tell us about their work in glaciology and the application of Bayesian statistics in studying glaciers. They discuss the use of computer models and data analysis in understanding glacier behavior and predicting sea level rise, and a lot of other fascinating topics. Andy grew up in the Swiss Alps, ...

May 02, 20241 hr 15 minSeason 1Ep. 105

#104 Automated Gaussian Processes & Sequential Monte Carlo, with Feras Saad

Proudly sponsored by PyMC Labs , the Bayesian Consultancy. Book a call , or get in touch ! My Intuitive Bayes Online Courses 1:1 Mentorship with me GPs are extremely powerful…. but hard to handle. One of the bottlenecks is learning the appropriate kernel. What if you could learn the structure of GP kernels automatically? Sounds really cool, but also a bit futuristic, doesn’t it? Well, think again, because in this episode, Feras Saad will teach us how to do just that! Feras is an Assistant Profes...

Apr 16, 20242 hr 31 minSeason 1Ep. 104

#103 Improving Sampling Algorithms & Prior Elicitation, with Arto Klami

Proudly sponsored by PyMC Labs , the Bayesian Consultancy. Book a call , or get in touch ! My Intuitive Bayes Online Courses 1:1 Mentorship with me Changing perspective is often a great way to solve burning research problems. Riemannian spaces are such a perspective change, as Arto Klami, an Associate Professor of computer science at the University of Helsinki and member of the Finnish Center for Artificial Intelligence, will tell us in this episode. He explains the concept of Riemannian spaces,...

Apr 05, 20241 hr 15 minSeason 1Ep. 103

#102 Bayesian Structural Equation Modeling & Causal Inference in Psychometrics, with Ed Merkle

Proudly sponsored by PyMC Labs , the Bayesian Consultancy. Book a call , or get in touch ! My Intuitive Bayes Online Courses 1:1 Mentorship with me Structural Equation Modeling (SEM) is a key framework in causal inference. As I’m diving deeper and deeper into these topics to teach them and, well, finally understand them, I was delighted to host Ed Merkle on the show. A professor of psychological sciences at the University of Missouri, Ed discusses his work on Bayesian applications to psychometri...

Mar 20, 20241 hr 9 minSeason 1Ep. 102

How to find black holes with Bayesian inference

Proudly sponsored by PyMC Labs , the Bayesian Consultancy. Book a call , or get in touch ! My Intuitive Bayes Online Courses 1:1 Mentorship with me Listen to the full episode: https://learnbayesstats.com/episode/101-black-holes-collisions-gravitational-waves-ligo-experts-christopher-berry-john-veitch/ Watch the interview: https://www.youtube.com/watch?v=ZaZwCcrJlik Our theme music is « Good Bayesian », by Baba Brinkman (feat MC Lars and Mega Ran). Check out his awesome work at https://...

Mar 16, 202412 min

How can we even hear gravitational waves?

Proudly sponsored by PyMC Labs , the Bayesian Consultancy. Book a call , or get in touch ! My Intuitive Bayes Online Courses 1:1 Mentorship with me Listen to the full episode: https://learnbayesstats.com/episode/101-black-holes-collisions-gravitational-waves-ligo-experts-christopher-berry-john-veitch/ Watch the interview: https://www.youtube.com/watch?v=ZaZwCcrJlik Our theme music is « Good Bayesian », by Baba Brinkman (feat MC Lars and Mega Ran). Check out his awesome work at https://...

Mar 14, 20249 min

#101 Black Holes Collisions & Gravitational Waves, with LIGO Experts Christopher Berry & John Veitch

Proudly sponsored by PyMC Labs , the Bayesian Consultancy. Book a call , or get in touch ! My Intuitive Bayes Online Courses 1:1 Mentorship with me In this episode, we dive deep into gravitational wave astronomy, with Christopher Berry and John Veitch, two senior lecturers at the University of Glasgow and experts from the LIGO-VIRGO collaboration. They explain the significance of detecting gravitational waves, which are essential for understanding black holes and neutron stars collisions. This r...

Mar 07, 20241 hr 10 minSeason 1Ep. 101

The Role of Variational Inference in Reactive Message Passing

Proudly sponsored by PyMC Labs , the Bayesian Consultancy. Book a call , or get in touch ! My Intuitive Bayes Online Courses 1:1 Mentorship with me Listen to the full episode: https://learnbayesstats.com/episode/100-reactive-message-passing-automated-inference-in-julia-dmitry-bagaev/ Watch the interview: https://www.youtube.com/watch?v=ZG3H0xxCXTQ Our theme music is « Good Bayesian », by Baba Brinkman (feat MC Lars and Mega Ran). Check out his awesome work at https://bababrinkman.com/ ...

Mar 01, 202411 min