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

Reactive Message Passing in 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/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/ ...

Feb 28, 20249 min

#100 Reactive Message Passing & Automated Inference in Julia, with Dmitry Bagaev

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, Dmitry Bagaev discusses his work in Bayesian statistics and the development of RxInfer.jl, a reactive message passing toolbox for Bayesian inference.  Dmitry explains the concept of reactive message passing and its applications in real-time signal processing and autonomous systems. He discusses the challenges and benefits of usi...

Feb 21, 202455 minSeason 1Ep. 100

The biggest misconceptions about Bayes & Quantum Physics

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/99-exploring-quantum-physics-bayesian-stats-chris-ferrie/ Watch the interview: https://www.youtube.com/watch?v=pRaT6FLF7A8 Our theme music is « Good Bayesian », by Baba Brinkman (feat MC Lars and Mega Ran). Check out his awesome work at https://bababrinkman.com/ ! Thank you to ...

Feb 16, 202410 min

Why would you use Bayesian Statistics?

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/99-exploring-quantum-physics-bayesian-stats-chris-ferrie/ Watch the interview: https://www.youtube.com/watch?v=pRaT6FLF7A8 Our theme music is « Good Bayesian », by Baba Brinkman (feat MC Lars and Mega Ran). Check out his awesome work at https://bababrinkman.com/ ! Thank you to ...

Feb 14, 202411 min

#99 Exploring Quantum Physics with Bayesian Stats, with Chris Ferrie

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 You know I’m a big fan of everything physics. So when I heard that Bayesian stats was especially useful in quantum physics, I had to make an episode about it! You’ll hear from Chris Ferrie, an Associate Professor at the Centre for Quantum Software and Information of the University of Technology Sydney. Chris also has a foot in industry, as a co-found...

Feb 09, 20241 hr 8 minSeason 1Ep. 99

How do sampling algorithms scale?

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/98-fusing-statistical-physics-machine-learning-adaptive-mcmc-marylou-gabrie/ Watch the interview: https://www.youtube.com/watch?v=vVqZ0WWXX7g Our theme music is « Good Bayesian », by Baba Brinkman (feat MC Lars and Mega Ran). Check out his awesome work at https://bababrinkman.c...

Feb 05, 20249 min

Why choose new algorithms instead of HMC?

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/98-fusing-statistical-physics-machine-learning-adaptive-mcmc-marylou-gabrie/ Watch the interview: https://www.youtube.com/watch?v=vVqZ0WWXX7g Our theme music is « Good Bayesian », by Baba Brinkman (feat MC Lars and Mega Ran). Check out his awesome work at https://bababrinkman.c...

Feb 04, 20249 min

#98 Fusing Statistical Physics, Machine Learning & Adaptive MCMC, with Marylou Gabrié

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 How does the world of statistical physics intertwine with machine learning, and what groundbreaking insights can this fusion bring to the field of artificial intelligence? In this episode, we delve into these intriguing questions with Marylou Gabrié. an assistant professor at CMAP, Ecole Polytechnique in Paris. Having completed her PhD in physics at ...

Jan 24, 20241 hr 5 minSeason 1Ep. 98

Why Even Care About Science & Rationality

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/97-probably-overthinking-statistical-paradoxes-allen-downey/ Watch the interview: https://www.youtube.com/watch?v=KgesIe3hTe0 Our theme music is « Good Bayesian », by Baba Brinkman (feat MC Lars and Mega Ran). Check out his awesome work at https://bababrinkman.com/ ! Thank you ...

Jan 20, 202410 min

How To Get Into Causal 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/97-probably-overthinking-statistical-paradoxes-allen-downey/ Watch the interview: https://www.youtube.com/watch?v=KgesIe3hTe0 Our theme music is « Good Bayesian », by Baba Brinkman (feat MC Lars and Mega Ran). Check out his awesome work at https://bababrinkman.com/ ! Thank you ...

Jan 17, 202410 min

#97 Probably Overthinking Statistical Paradoxes, with Allen Downey

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, I had the pleasure of speaking with Allen Downey, a professor emeritus at Olin College and a curriculum designer at Brilliant.org. Allen is a renowned author in the fields of programming and data science, with books such as "Think Python" and "Think Bayes" to his credit. He also authors the blog "Probably Overthinking It" and has a n...

Jan 09, 20241 hr 13 minSeason 1Ep. 97

How to Choose & Use Priors, with Daniel Lee

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/96-pharma-models-sports-analytics-stan-news-daniel-lee/ Watch the interview: https://www.youtube.com/watch?v=lnq5ZPlup0E Visit https://www.patreon.com/learnbayesstats to unlock exclusive Bayesian swag ;) Our theme music is « Good Bayesian », by Baba Brinkman (feat MC Lars and M...

Dec 20, 20239 min

Becoming a Good Bayesian & Choosing Mentors, with Daniel Lee

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/96-pharma-models-sports-analytics-stan-news-daniel-lee/ Watch the interview: https://www.youtube.com/watch?v=lnq5ZPlup0E Visit https://www.patreon.com/learnbayesstats to unlock exclusive Bayesian swag ;) Our theme music is « Good Bayesian », by Baba Brinkman (feat MC Lars and M...

Dec 13, 202310 min

#96 Pharma Models, Sports Analytics & Stan News, with Daniel Lee

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 Getting Daniel Lee on the show is a real treat — with 20 years of experience in numeric computation; 10 years creating and working with Stan; 5 years working on pharma-related models, you can ask him virtually anything. And that I did… From joint models for estimating oncology treatment efficacy to PK/PD models; from data fusion for U.S. Navy applica...

Nov 28, 202356 minSeason 1Ep. 96

#95 Unraveling Cosmic Mysteries, with Valerie Domcke

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 Welcome to another installment of our LBS physics deep dive! After exploring the world of experimental physics at CERN in our first video documentary in episode 93, we’ll stay in Geneva for this one, but this time we’ll dive into theoretical physics. We’ll explore mysterious components of the universe, like dark matter and dark energy. We’ll also see...

Nov 15, 20231 hrSeason 1Ep. 95

#94 Psychometrics Models & Choosing Priors, with Jonathan Templin

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, Jonathan Templin, Professor of Psychological and Quantitative Foundations at the University of Iowa, shares insights into his journey in the world of psychometrics. Jonathan’s research focuses on diagnostic classification models — psychometric models that seek to provide multiple reliable scores from educational and psychological ass...

Oct 24, 20231 hr 6 minSeason 1Ep. 94

#93 A CERN Odyssey, with Kevin Greif

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 This is a very special episode. It is the first-ever LBS video episode, and it takes place in the heart of particle physics research -- the CERN 🍾 I went onsite in Geneva, to visit Kevin Greif, a doctoral candidate in particle physics at UC Irvine, and we walked around the CERN campus, talking about particle physics, dark matter, dark energy, machin...

Oct 18, 20232 hr 49 minSeason 1Ep. 93

#92 How to Make Decision Under Uncertainty, with Gerd Gigerenzer

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 I love Bayesian modeling. Not only because it allows me to model interesting phenomena and learn about the world I live in. But because it’s part of a broader epistemological framework that confronts me with deep questions — how do you make decisions under uncertainty? How do you communicate risk and uncertainty? What does being rational even mean? T...

Oct 04, 20231 hr 5 minSeason 1Ep. 92

#91, Exploring European Football Analytics, with Max Göbel

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 As you may know, I’m kind of a nerd. And I also love football — I've been a PSG fan since I’m 5 years old, so I’ve lived it all with this club.. And yet, I’ve never done a European-centered football analytics episode because, well, the US are much more advanced when it comes to sports analytics. But today, I’m happy to say this day has come: a sports...

Sep 20, 20231 hr 4 minSeason 1Ep. 91

#90, Demystifying MCMC & Variational Inference, with Charles Margossian

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 What’s the difference between MCMC and Variational Inference (VI)? Why is MCMC called an approximate method? When should we use VI instead of MCMC? These are some of the captivating (and practical) questions we’ll tackle in this episode. I had the chance to interview Charles Margossian, a research fellow in computational mathematics at the Flatiron I...

Sep 06, 20232 hr 38 minSeason 1Ep. 90

#89 Unlocking the Science of Exercise, Nutrition & Weight Management, with Eric Trexler

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 you’ve ever tried to lose fat or gain muscle, you may have noticed… it’s not easy. But it’s precisely its complexity that makes the science of exercise and nutrition fascinating. This is the longest LBS episode so far, and you’ll understand why pretty quickly: we covered a very wide range of topics, starting with the concept of metabolic adaptatio...

Aug 23, 20232 hrSeason 1Ep. 89

#88 Bridging Computation & Inference in Artificial Intelligent Systems, with Philipp Hennig

Proudly sponsored by PyMC Labs , the Bayesian Consultancy. Book a call , or get in touch ! Listen on Podurama My Intuitive Bayes Online Courses 1:1 Mentorship with me Today, we’re gonna learn about probabilistic numerics — what they are, what they are good for, and how they relate computation and inference in artificial intelligent systems. To do this, I have the honor of hosting Philipp Hennig, a distinguished expert in this field, and the Chair for the Methods of Machine Learning at the Univer...

Aug 10, 20231 hr 12 minSeason 1Ep. 88

#87 Unlocking the Power of Bayesian Causal Inference, with Ben Vincent

Proudly sponsored by PyMC Labs , the Bayesian Consultancy. Book a call , or get in touch ! Listen on Podurama My Intuitive Bayes Online Courses 1:1 Mentorship with me I’ll be honest — this episode is long overdue. Not only because Ben Vincent is a friend, fellow PyMC Labs developer, and outstanding Bayesian modeler. But because he works on so many fascinating topics — so I’m all the happier to finally have him on the show! In this episode, we’re gonna focus on causal inference, how it naturally ...

Jul 30, 20231 hr 9 minSeason 1Ep. 87

#86 Exploring Research Synchronous Languages & Hybrid Systems, with Guillaume Baudart

Proudly sponsored by PyMC Labs , the Bayesian Consultancy. Book a call , or get in touch ! Listen on Podurama My Intuitive Bayes Online Courses 1:1 Mentorship with me This episode is unlike anything I’ve covered so far on the show. Let me ask you: Do you know what a research synchronous language is? What about hybrid systems? Last try: have you heard of Zelus, or ProbZelus? If you answered “no” to one of the above, then you’re just like me! And that’s why I invited Guillaume Baudart for this epi...

Jul 14, 202359 minSeason 1Ep. 86

#85 A Brief History of Sports Analytics, with Jim Albert

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, I am honored to talk with a legend of sports analytics in general, and baseball analytics in particular. I am of course talking about Jim Albert. Jim grew up in the Philadelphia area and studied statistics at Purdue University. He then spent his entire 41-year academic career at Bowling Green State University, which gave him a wide d...

Jun 27, 20231 hr 6 minSeason 1Ep. 85

#84 Causality in Neuroscience & Psychology, with Konrad Kording

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 This is another installment in our neuroscience modeling series! This time, I talked with Konrad Kording, about the role of Bayesian stats in neuroscience and psychology, electrophysiological data to study what neurons do, and how this helps explain human behavior. Konrad studied at ETH Zurich, then went to UC London and MIT for his postdocs. After a...

Jun 13, 20231 hr 6 minSeason 1Ep. 84

#83 Multilevel Regression, Post-Stratification & Electoral Dynamics, with Tarmo Jüristo

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 One of the greatest features of this podcast, and my work in general, is that I keep getting surprised. Along the way, I keep learning, and I meet fascinating people, like Tarmo Jüristo. Tarmo is hard to describe. These days, he’s heading an NGO called Salk, in the Baltic state called Estonia. Among other things, they are studying and forecasting ele...

May 25, 20231 hr 17 minSeason 1Ep. 83

#82 Sequential Monte Carlo & Bayesian Computation Algorithms, with Nicolas Chopin

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 ------------------------------------------------------------------------------ Max Kochurov’s State of Bayes Lecture Series: https://www.youtube.com/playlist?list=PL1iMFW7frOOsh5KOcfvKWM12bjh8zs9BQ Sign up here for upcoming lessons: https://www.meetup.com/pymc-labs-online-meetup/events/293101751/ ------------------------------------------------------...

May 05, 20231 hr 7 minSeason 1Ep. 82

#81 Neuroscience of Perception: Exploring the Brain, with Alan Stocker

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 Did you know that the way your brain perceives speed depends on your priors? And it’s not the same at night? And it’s not the same for everybody? This is another of these episodes I love where we dive into neuroscience, how the brain works, and how it relates to Bayesian stats. It’s actually a follow-up to episode 77, where Pascal Wallisch told us ho...

Apr 24, 20231 hr 15 minSeason 1Ep. 81

#80 Bayesian Additive Regression Trees (BARTs), with Sameer Deshpande

Proudly sponsored by PyMC Labs , the Bayesian Consultancy. Book a call , or get in touch ! I’m sure you know at least one Bart. Maybe you’ve even used one — but you’re not proud of it, because you didn’t know what you were doing. Thankfully, in this episode, we’ll go to the roots of regression trees — oh yeah, that’s what BART stands for. What were you thinking about? Our tree expert will be no one else than Sameer Deshpande. Sameer is an assistant professor of Statistics at the University of Wi...

Apr 11, 20231 hr 9 minSeason 1Ep. 80