
Learning Bayesian Statistics
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
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
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
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
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
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
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
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"
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
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
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)
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
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

Can AI Learn What Experts Know? Automating Prior Elicitation with Generative Models
Today's clip is from episode 158 featuring Stefan Radev. In this conversation, Alex and Stefan explore a genuinely fascinating problem: how do you turn an expert's intuition into a mathematically valid prior distribution - and can AI help automate that process?Alex explains that prior elicitation is essentially a translation problem. Experts don't walk around thinking in probability distributions

#158 Bayesian Workflows & Foundation Models, with Stefan Radev
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: Why are prior predictive checks so underused in practice, and how do simulations help?A: They're underused because researchers don't always think to run them before seeing data

The Hidden Geometry of Hierarchical Models
Today's clip is from Episode 157 featuring Stefan Radev. In this conversation, Alex and Stefan dig into one of the hardest open problems in simulation-based inference — hierarchical models.The core idea: when you move from flat to hierarchical models, you're no longer estimating one set of parameters. You have local parameters that vary by location (or subject, or city) and global parameters that

#157 Amortized Inference & BayesFlow in Practice, with Stefan Radev
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 simulation-based inference and what does "sim-to-real" mean?A: Simulation-based inference (SBI) uses a mechanistic simulator as an epistemic tool: you train a neural ne

How to Design Better Experiments with Expected Information Gain
Today's clip is from Episode 156 featuring Adam Foster. In this conversation, Adam explains Expected Information Gain (EIG) -the scoring function at the heart of optimal Bayesian experimental design.The core idea: when designing an experiment, you need a way to compare possible designs and pick the best one. EIG is that score - it tells you how much information you expect to gain about your model

#156 Bayesian Experimental Design & Active Learning, with Adam Foster
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 workTakeawaysQ: What is Bayesian experimental design and what problem does it solve?A: It's the practice of using a Bayesian model to decide how to collect data before you collect it. Most stat

Pricing Under Uncertainty: A Bayesian Workflow
Today's clip is from Episode 152 of the podcast, featuring Daniel Saunders. In this conversation, Daniel explores how Bayesian decision theory handles real-world risk aversion beyond the textbook maximum expected utility framework.The key insight: classical Bayesian decision theory assumes risk neutrality, but in practice, people and businesses are risk-averse. Using a pricing optimization example

#155 Probabilistic Programming for the Real World, with Andreas Munk
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 work Takeaways:Q: Why is bridging deep learning and probabilistic programming so important?A: Deep learning is extraordinarily good at fitting complex functions, but it throws away uncertaint

Bitesize | "What Would Have Happened?" - Bayesian Synthetic Control Explained
Today's clip is from Episode 154 of the podcast, with Thomas Pinder.In this conversation, Thomas Pinder explains how Bayesian methods naturally lend themselves to causal modeling, and why that matters for real-world business decisions. The key insight is that causal questions in industry are rarely black and white: instead of a single treatment effect, you get a full posterior distribution, credib

#154 Bayesian Causal Inference at Scale, with Thomas Pinder
• Support & get perks!• 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 work! Takeaways:Q: Why was GPJax created and how does it benefit researchers?A: GPJax was developed to provide a high-performance, flexible framework for Gaussian processes (GPs) within the JAX ecosystem. It allows rese

#153 The Neuroscience of Philanthropy, with Cherian Koshy
• Support & get perks!• 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 work !Takeaways:Q: Is generosity a natural human trait?A: Yes, generosity is hardwired in our brains and is essential for social interaction.Q: Why do people say they care about causes but not act on it?A: There is ofte

Bitesize | How To Model Risk Aversion In Pricing?
Today's clip is from Episode 152 of the podcast, with Daniel Saunders. In this conversation, Daniel Saunders explains how to incorporate risk aversion into Bayesian price optimization. The key insight is that uncertainty around expected profit is asymmetric across price points, low prices yield more predictable (if modest) returns, while high prices introduce much wider uncertainty. Rather than si

#152 A Bayesian decision theory workflow, with Daniel Saunders
• Support & get perks!• Proudly sponsored by PyMC Labs!• Intro to Bayes and Advanced Regression courses (first 2 lessons free)Our theme music is « Good Bayesian », by Baba Brinkman (feat MC Lars and Mega Ran). Check out his awesome work !Chapters:00:00 The Importance of Decision-Making in Data Science06:41 From Philosophy to Bayesian Statistics14:57 The Role of Soft Skills in Data Science18:19

BITESIZE | How Do Diffusion Models Work?
Today's clip is from Episode 151 of the podcast, with Jonas ArrudaIn this conversation, Jonas Arruda explains how diffusion models generate data by learning to reverse a noise process. The idea is to start from a simple distribution like Gaussian noise and gradually remove noise until the target distribution emerges. This is done through a forward process that adds noise to clean parameters and a

#151 Diffusion Models in Python, a Live Demo with Jonas Arruda
• Support & get perks!• Proudly sponsored by PyMC Labs!• Intro to Bayes and Advanced Regression courses (first 2 lessons free)Our theme music is « Good Bayesian », by Baba Brinkman (feat MC Lars and Mega Ran). Check out his awesome work !Chapters:00:00 Exploring Generative AI and Scientific Modeling10:27 Understanding Simulation-Based Inference (SBI) and Its Applications15:59 Diffusion Models

#150 Fast Bayesian Deep Learning, with David Rügamer, Emanuel Sommer & Jakob Robnik
• Support & get perks!• Proudly sponsored by PyMC Labs!• Intro to Bayes and Advanced Regression courses (first 2 lessons free)Our theme music is « Good Bayesian », by Baba Brinkman (feat MC Lars and Mega Ran). Check out his awesome work !Chapters:00:00 Scaling Bayesian Neural Networks04:26 Origin Stories of the Researchers09:46 Research Themes in Bayesian Neural Networks12:05 Making Bayesian N

BITESIZE | Building Resilience in Modern Tech Careers
Today’s clip is from episode 149 of the podcast, with Alana Karen.This conversation explores the evolving landscape of technology, particularly in Silicon Valley, focusing on the cultural shifts due to mass layoffs, the debate over remote work, and the impact of AI on job roles and priorities. The discussion highlights the importance of adapting to these changes and preparing for the future by dev

#149 The Future of Work in Tech, with Alana Karen
• Support & get perks!• Proudly sponsored by PyMC Labs!• Intro to Bayes and Advanced Regression courses (first 2 lessons free)Our theme music is « Good Bayesian », by Baba Brinkman (feat MC Lars and Mega Ran). Check out his awesome work !Chapters:11:37 The Hard Tech Era21:08 The Shift in Tech Work Culture28:49 AI's Impact on Job Security and Work Dynamics34:33 Adapting to AI: Skills for the Fu

BITESIZE | The Trial Design That Learns in Real Time
Today’s clip is from episode 148 of the podcast, with Scott Berry. In this conversation, Alex and Scott discuss emphasizing the shift from frequentist to Bayesian approaches in clinical trials. They highlight the limitations of traditional trial designs and the advantages of adaptive and platform trials, particularly in the context of COVID-19 treatment. The discussion provides insights into the c

#148 Adaptive Trials, Bayesian Thinking, and Learning from Data, with Scott Berry
• Support & get perks!• Proudly sponsored by PyMC Labs. Get in touch and tell them you come from LBS!• Intro to Bayes and Advanced Regression courses (first 2 lessons free)Our theme music is « Good Bayesian », by Baba Brinkman (feat MC Lars and Mega Ran). Check out his awesome work !Chapters:13:16 Understanding Adaptive and Platform Trials25:25 Real-World Applications and Innovations in Trials

#45 Biostats & Clinical Trial Design, with Frank Harrell
As a podcaster, I discovered that there are guests for which the hardest is to know when to stop the conversation. They could talk for hours and that would make for at least 10 fantastic episodes. Frank Harrell is one of those guests. To me, our conversation was both fascinating — thanks to Frank’s expertise and the width and depth of topics we touched on — and frustrating — I still had a gazillio

#42 How to Teach and Learn Bayesian Stats, with Mine Dogucu
Episode sponsored by Paperpile: paperpile.comGet 20% off until December 31st with promo code GOODBAYESIAN21We often talk about applying Bayesian statistics on this podcast. But how do we teach them? What’s the best way to introduce them from a young age and make sure the skills students learn in the stats class are transferable?Well, lucky us, Mine Dogucu’s research tackles precisely those topics!

#26 What you’ll learn & who you’ll meet at the PyMC Conference, with Ravin Kumar & Quan Nguyen
I don’t know about you, but I’m starting to really miss traveling and just talking to people without having to think about masks, social distance and activating the covid tracking app on my phone. In the coming days, there is one event that, granted, won’t make all of that disappear, but will remind me how enriching it is to meet new people — this event is PyMCon, the first-ever conference about t

#23 Bayesian Stats in Business and Marketing Analytics, with Elea McDonnel Feit
If you’ve studied at a business school, you probably didn’t attend any Bayesian stats course there. Well this isn’t like that in every business schools! Elea McDonnel Feit does integrate Bayesian methods into her teaching at the business school of Drexel University, in Philadelphia, US. Elea is an Assistant Professor of Marketing at Drexel, and in this episode she’ll tell us which methods are the

#21 Gaussian Processes, Bayesian Neural Nets & SIR Models, with Elizaveta Semenova
I bet you heard a lot about epidemiological compartmental models such as SIR in the last few months? But what are they exactly? And why are they so useful for epidemiological modeling? Elizaveta Semenova will tell you why in this episode, by walking us through the case study she recently wrote with the Stan team. She’ll also tell us how she used Gaussian Processes on spatio-temporal data, to study

#131 Decision-Making Under High Uncertainty, with Luke Bornn
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 po

#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 Courses1:1 Mentorship with meOur 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 maxim

#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 Courses1:1 Mentorship with meIn 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

#78 Exploring MCMC Sampler Algorithms, with Matt D. Hoffman
Proudly sponsored by PyMC Labs, the Bayesian Consultancy. Book a call, or get in touch!Matt Hoffman has already worked on many topics in his life – music information retrieval, speech enhancement, user behavior modeling, social network analysis, astronomy, you name it.Obviously, picking questions for him was hard, so we ended up talking more or less freely — which is one of my favorite types of ep

#128 Building a Winning Data Team in Football, with Matt Penn
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:Matt emphasizes the importance of Bayesi

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 Courses1:1 Mentorship with meListen 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

#46 Silly & Empowering Statistics, with Chelsea Parlett-Pelleriti
You wanna know something funny? A sentence from this episode became a meme. And people even made stickers out of it! Ok, that’s not true. But if someone could pull off something like that, it would surely be Chelsea Parlett-Pelleriti.Indeed, Chelsea’s research focuses on using statistics and machine learning on behavioral data, but her more general goal is to empower people to be able to do their

#25 Bayesian Stats in Football Analytics, with Kevin Minkus
Have you watched the series « The English Game », on Netflix? Well, I think you should — it’s a fascinating dive into how football went from an aristocratic to a popular sport in the late 19th century England. Today it is so popular that it became a valuable business to do statistics on the game and its players!To talk about that, I invited Kevin Minkus on the show — he’s a data scientist and socc

#32 Getting involved into Bayesian Stats & Open-Source Development, with Peadar Coyle
When explaining Bayesian statistics to people who don’t know anything about stats, I often say that MCMC is about walking many different paths in lots of parallel universes, and then counting what happened in all these universes.And in a sense, this whole podcast is dedicated to sampling the whole distribution of Bayesian practitioners. So, for this episode, I thought we’d take a break of pure, ha

#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 Courses1:1 Mentorship with meOur 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

#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 Courses1:1 Mentorship with meIn 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 pred

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 Courses1:1 Mentorship with meListen 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=ZaZwCcrJlikOur theme music is « Good Bayesian », b

#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 Courses1:1 Mentorship with meIn 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

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 Courses1:1 Mentorship with meListen 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=ZG3H0xxCXTQOur theme music is « Good Bayesian », by Baba Brinkman (fe

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 Courses1:1 Mentorship with meListen 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

How do sampling algorithms scale?
Proudly sponsored by PyMC Labs, the Bayesian Consultancy. Book a call, or get in touch!My Intuitive Bayes Online Courses1:1 Mentorship with meListen 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 Brinkma

#15 The role of Python in Science and Education, with Michael Kennedy
This is it folks! This is the first of the special episodes I want to do from time to time, to expand our perspective and get inspired by what’s going on elsewhere. The guests will not come directly from the Bayesian world, but will still be related to science or programming.For the first episode of the kind, I had the chance to chat with Michael Kennedy! Michael is not only a very knowledgeable a

#14 Hidden Markov Models & Statistical Ecology, with Vianey Leos-Barajas
I bet you love penguins, right? The same goes for koalas, or puppies! But what about sharks? Well, my next guest loves sharks — she loves them so much that she works a lot with marine biologists, even though she’s a statistician! Vianey Leos Barajas is indeed a statistician primarily working in the areas of statistical ecology, time series modeling, Bayesian inference and spatial modeling of envir

#142 Bayesian Trees & Deep Learning for Optimization & Big Data, with Gabriel Stechschulte
Proudly sponsored by PyMC Labs, the Bayesian Consultancy. Book a call, or get in touch!Get early access to Alex's next live-cohort courses!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

#147 Fast Approximate Inference without Convergence Worries, with Martin Ingram
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:DADVI is a new approach to variational i

BITESIZE | Making Variational Inference Reliable: From ADVI to DADVI
Today’s clip is from episode 147 of the podcast, with Martin Ingram.Alex and Martin discuss the intricacies of variational inference, particularly focusing on the ADVI method and its challenges. They explore the evolution of approximate inference methods, the significance of mean field variational inference, and the innovative linear response technique for covariance estimation. The discussion als

BITESIZE | Why Bayesian Stats Matter When the Physics Gets Extreme
Today’s clip is from episode 146 of the podcast, with Ethan Smith.Alex and Ethan discuss the application of Bayesian inference in high energy density physics, particularly in analyzing complex data sets. They highlight the advantages of Bayesian techniques, such as incorporating prior knowledge and managing uncertainties. They also shares insights from an ongoing experimental project focused on me

#134 Bayesian Econometrics, State Space Models & Dynamic Regression, with David Kohns
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:Setting appropriate priors is crucial to

BITESIZE | Are Bayesian Models the Missing Ingredient in Nutrition Research?
Sign up for Alex's first live cohort, about Hierarchical Model buildingSoccer Factor Model DashboardToday’s clip is from episode 143 of the podcast, with Christoph Bamberg.Christoph shares his journey into Bayesian statistics and computational modeling, the challenges faced in academia, and the technical tools used in research. Alex and Christoph delve into a specific study on appetite regulation

#139 Efficient Bayesian Optimization in PyTorch, with Max Balandat
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:BoTorch is designed for researchers who

#140 NFL Analytics & Teaching Bayesian Stats, with Ron Yurko
Get early access to Alex's next live-cohort courses!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

#133 Making Models More Efficient & Flexible, with Sean Pinkney & Adrian Seyboldt
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:Zero Sum constraints allow for better s

#135 Bayesian Calibration and Model Checking, with Teemu Säilynoja
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:Teemu focuses on calibration assessments

#132 Bayesian Cognition and the Future of Human-AI Interaction, with Tom Griffiths
Proudly sponsored by PyMC Labs, the Bayesian Consultancy. Book a call, or get in touch!Check out Hugo’s latest episode with Fei-Fei Li, on How Human-Centered AI Actually Gets BuiltIntro 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 Patreo

#72 Why the Universe is so Deliciously Crazy, with Daniel Whiteson
Proudly sponsored by PyMC Labs, the Bayesian Consultancy. Book a call, or get in touch!What happens inside a black hole? Can we travel back in time? Why is the Universe even here? This is the type of chill questions that we’re all asking ourselves from time to time — you know, when we’re sitting on the beach.This is also the kind of questions Daniel Whiteson loves to talk about in his podcast, “Da

#13 Building a Probabilistic Programming Framework in Julia, with Chad Scherrer
How is Julia doing? I’m talking about the programming language, of course! What does the probabilistic programming landscape in Julia look like? What are Julia’s distinctive features, and when would it be interesting to use it?To talk about that, I invited Chad Scherrer. Chad is a Senior Research Scientist at RelationalAI, a company that uses Artificial Intelligence technologies to solve business

#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 Courses1:1 Mentorship with meChanging 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 Artifi

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 Courses1:1 Mentorship with meListen 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=ZG3H0xxCXTQOur theme music is « Good Bayesian », by Baba Brinkman (fe

BITESIZE | The Why & How of Bayesian Deep Learning, with Vincent Fortuin
Today’s clip is from episode 129 of the podcast, with AI expert and researcher Vincent Fortuin.This conversation delves into the intricacies of Bayesian deep learning, contrasting it with traditional deep learning and exploring its applications and challenges.Get the full discussion at https://learnbayesstats.com/episode/129-bayesian-deep-learning-ai-for-science-vincent-fortuinIntro to Bayes Cours

BITESIZE | Real-World Applications of Models in Public Health, with Adam Kucharski
Today’s clip is from episode 130 of the podcast, with epidemiological modeler Adam Kucharski.This conversation explores the critical role of patient modeling during the COVID-19 pandemic, highlighting how these models informed public health decisions and the relationship between modeling and policy. The discussion emphasizes the need for improved communication and understanding of data among the p

#16 Bayesian Statistics the Fun Way, with Will Kurt
A librarian, a philosopher and a statistician walk into a bar — and they can’t find anybody to talk to; nobody seems to understand what they are talking about. Nobody? No! There is someone, and this someone is Will Kurt! Will Kurt is the author of ‘Bayesian Statistics the Fun Way’ and ‘Get Programming With Haskell’. Currently the lead Data Scientist for the pricing and recommendations team at Hopp

#3.2 How to use Bayes in industry, with Colin Carroll
How can you use Bayesian tools and optimize your models in industry? What are the best ways to communicate and visualize your models with non-technical and executive people? And what are the most common pitfalls?In this episode, Colin Carroll will tell us how he did all that in finance and the airline industry. He’ll also share with us what the future of probabilistic programming looks like to him

#30 Symbolic Computation & Dynamic Linear Models, with Brandon Willard
It’s funny how powerful symbols are, right? The Eiffel Tower makes you think of Paris, the Statue of Liberty is New-York, and the Trevi Fountain… is Rome of course! Just with one symbol, you can invoke multiple concepts and ideas.You probably know that symbols are omnipresent in mathematics — but did you know that they are also very important in statistics, especially probabilistic programming?Res

#40 Bayesian Stats for the Speech & Language Sciences, with Allison Hilger and Timo Roettger
We all know about these accidental discoveries — penicillin, the heating power of microwaves, or the famous (and delicious) tarte tatin. I don’t know why, but I just love serendipity. And, as you’ll hear, this episode is deliciously full of it…Thanks to Allison Hilger and Timo Roettger, we’ll discover the world of linguistics, how Bayesian stats are helpful there, and how Paul Bürkner’s BRMS packa

#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 po

#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 Courses1:1 Mentorship with meOur 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 corruptio

#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 Courses1:1 Mentorship with meIf 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

#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 Courses1:1 Mentorship with meStructural 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











