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Learning Bayesian Statistics

Learning Bayesian Statistics

Alexandre Andorra 208 Episodes Aug 21, 2026

A podcast for researchers and data scientists who want to learn Bayesian inference. Host Alexandre Andorra interviews practitioners from various fields about how they use Bayesian statistics in their work. The show covers topics from detecting dark matter to forecasting elections and understanding disease spread. It also focuses on failures and challenges, emphasizing learning from mistakes. The goal is to help listeners apply Bayesian methods in their own modeling workflows.

Episodes

The Future of Faster MCMC
The Future of Faster MCMC Aug 21, 2026 00:04:25 Today's clip is from Episode 163, featuring Eliot Carlson and Adrian Seyboldt. In this conversation, Eliot and Adrian look beyond current approaches to HMC adaptation and preconditioning and share the ideas they're most excited to explore next.Eliot discusses new ways of parallelizing MCMC by solving for an entire trajectory at once rather than computing every step sequentially, a potentially powe
#163 How to make your models sample faster, with Adrian Seyboldt & Eliot Carlson
#163 How to make your models sample faster, with Adrian Seyboldt & Eliot Carlson Aug 13, 2026 01:24:08 Support & Resources→ Support the show on Patreon→ Bayesian Modeling Course (first 2 lessons free)Our theme music is « Good Bayesian », by Baba Brinkman (feat MC Lars and Mega Ran). Check out his awesome workTakeaways:Q: What is mass matrix adaptation, in plain terms?A: Mass matrix adaptation is best understood as an automatic, fairly dumb, but very effective reparameterization of your model. T
Bayesian Statistics vs. Epistemology
Bayesian Statistics vs. Epistemology Aug 13, 2026 00:05:09 Today's clip is from episode 160, featuring Vaden Masrani. In this conversation, Vaden explores the tension between Bayesian statistics and Bayesian epistemology, and why he sees them as fundamentally different.He explains why Bayesian epistemology can run into problems when trying to explain where hypotheses themselves come from, and argues that an emphasis on finding supporting evidence can enco
Why Bayesians Have an Edge in AI
Why Bayesians Have an Edge in AI Aug 3, 2026 00:04:26 Today's clip is from episode 162, featuring Chris Krapu. In this conversation, Chris explains why Bayesian thinking remains surprisingly valuable in today's AI landscape - even when the models themselves aren't explicitly Bayesian.Rather than uncertainty estimation, Chris highlights a different advantage: Bayesian training provides a deep intuition for concepts like priors, sampling, rejection sam
#162 Bayesian Hydrology & GPU AI, with Christopher Krapu
#162 Bayesian Hydrology & GPU AI, with Christopher Krapu Jul 28, 2026 01:04:50 Support & Resources→ Support the show on Patreon→ Bayesian Modeling Course (first 2 lessons free)Our theme music is « Good Bayesian », by Baba Brinkman (feat MC Lars and Mega Ran). Check out his awesome workTakeaways:Q: How does putting a Gaussian process on unknown coordinates fix noisy location data in mineral prospecting?A: In mining and geostatistics, the classic Gaussian process model, kn
The Next Step Beyond LLMs: Foundation Models for Inference
The Next Step Beyond LLMs: Foundation Models for Inference Jul 22, 2026 00:05:35 Today's clip is from episode 161, featuring Luigi Acerbi. In this conversation, Luigi explains one of the biggest engineering bottlenecks facing transformer-based probabilistic models—and how his group found a way around it.The core challenge is that many inference models treat data as an unordered set, making them naturally permutation invariant. That's statistically elegant, but computationally
#161 Amortized Inference & Neural Processes, with Luigi Acerbi
#161 Amortized Inference & Neural Processes, with Luigi Acerbi Jul 16, 2026 01:32:14 Support & Resources→ Support the show on Patreon→ Bayesian Modeling Course (first 2 lessons free)Our theme music is « Good Bayesian », by Baba Brinkman (feat MC Lars and Mega Ran). Check out his awesome workTakeaways:Q: What is Variational Bayesian Monte Carlo (VBMC) and how is it different from Bayesian optimization?A: VBMC borrows the machinery of Bayesian optimization but aims at a differen
Bayesian Epistemology Is "Bayes' Theorem Without the Data"
Bayesian Epistemology Is "Bayes' Theorem Without the Data" Aug 7, 2026 00:04:16 Today's clip is from episode 160, featuring Vaden Masrani. In this conversation, Vaden lays out a sharp critique of Bayesian epistemology - the roughly hundred-year-old philosophical tradition, popular in some Oxford-adjacent circles, that treats subjective probability estimates as legitimate even when there's no data behind them.Vaden's core objection: doing Bayes' theorem on numbers you made up
Bayesian Statistics vs Epistemology, with Vaden Masrani
Bayesian Statistics vs Epistemology, with Vaden Masrani Jun 29, 2026 01:40:31 Support & Resources→ Support the show on Patreon→ Bayesian Modeling Course (first 2 lessons free)Our theme music is « Good Bayesian », by Baba Brinkman (feat MC Lars and Mega Ran). Check out his awesome workTakeaways:Q: What's the difference between Bayesian statistics and Bayesian epistemology?A: Bayesian statistics uses Bayes' theorem on actual data: you put a prior over parameters, combine
Why Bayesian Statistics Is More Computational Than Ever
Why Bayesian Statistics Is More Computational Than Ever Jun 19, 2026 00:04:46 Today's clip is from Episode 158 featuring Stefan Radev. In this conversation, Alex Andorra and Stefan break down a core argument from their paper: Bayesian statistics has never been more computational than it is now, and simulation is the thread that ties the whole workflow together.Stefan parcellates the Bayesian workflow into four stages, and this clip covers the first two. Stage one is model s
Exact GPs vs Approximations: When to Use Each (and Why It Matters)
Exact GPs vs Approximations: When to Use Each (and Why It Matters) Jun 10, 2026 00:04:25 Today's clip is from episode 159 featuring Matthijs Hollanders. In this conversation, Alex and Matthijs dig into a deceptively practical question: when you're modeling wildlife across space and time with Gaussian Processes, how do you keep the math from becoming computationally unbearable - and what does good engineering actually look like in the field?Matthijs explains that for most real camera t
#159 Bayesian Occupancy Models, with Matthijs Hollanders
#159 Bayesian Occupancy Models, with Matthijs Hollanders Jun 8, 2026 01:26:06 Support & Resources→ Support the show on Patreon→ Bayesian Modeling Course (first 2 lessons free)Our theme music is « Good Bayesian », by Baba Brinkman (feat MC Lars and Mega Ran). Check out his awesome workTakeaways:Q: What is a Bayesian occupancy model and what problem does it solve?A: An occupancy model accounts for the fact that you don't always detect a species when surveying for it, espe

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