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Learning Bayesian Statistics
Alexandre Andorra
182 episodes
6 days ago

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. By day, I'm a Senior data scientist. By night, I don't (yet) fight crime, but I'm an open-source enthusiast and core contributor to the python packages PyMC and ArviZ. I also love 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 unlock exclusive Bayesian swag on Patreon!

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All content for Learning Bayesian Statistics is the property of Alexandre Andorra and is served directly from their servers with no modification, redirects, or rehosting. The podcast is not affiliated with or endorsed by Podjoint in any way.

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. By day, I'm a Senior data scientist. By night, I don't (yet) fight crime, but I'm an open-source enthusiast and core contributor to the python packages PyMC and ArviZ. I also love 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 unlock exclusive Bayesian swag on Patreon!

Show more...
Technology
Science
Episodes (20/182)
Learning Bayesian Statistics
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 also delves into the trade-offs between stochastic and deterministic optimization techniques, providing insights into their implications for Bayesian statistics.

Get the full discussion here.

  • 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 ;)

Transcript

This is an automatic transcript and may therefore contain errors. Please get in touch if you're willing to correct them.

Show more...
1 week ago
21 minutes 59 seconds

Learning Bayesian Statistics
#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 inference that aims to improve speed and accuracy.
  • DADVI allows for faster Bayesian inference without sacrificing model flexibility.
  • Linear response can help recover covariance estimates from mean estimates.
  • DADVI performs well in mixed models and hierarchical structures.
  • Normalizing flows present an interesting avenue for enhancing variational inference.
  • DADVI can handle large datasets effectively, improving predictive performance.
  • Future enhancements for DADVI may include GPU support and linear response integration.

Chapters:

13:17 Understanding DADVI: A New Approach

21:54 Mean Field Variational Inference Explained

26:38 Linear Response and Covariance Estimation

31:21 Deterministic vs Stochastic Optimization in DADVI

35:00 Understanding DADVI and Its Optimization Landscape

37:59 Theoretical Insights and Practical Applications of DADVI

42:12 Comparative Performance of DADVI in Real Applications

45:03 Challenges and Effectiveness of DADVI in Various Models

48:51 Exploring Future Directions for Variational Inference

53:04 Final Thoughts and Advice for Practitioners

Thank you to my Patrons for making this episode possible!

Yusuke Saito, Avi Bryant, Giuliano Cruz, James Wade, Tradd Salvo, William Benton, James Ahloy, Robin Taylor, Chad Scherrer, Zwelithini Tunyiswa, Bertrand Wilden, James Thompson, Stephen Oates, Gian Luca Di Tanna, Jack Wells, Matthew Maldonado, Ian Costley, Ally Salim, Larry Gill, Ian Moran, Paul Oreto, Colin Caprani, Colin Carroll, Nathaniel Burbank, Michael Osthege, Rémi Louf, Clive Edelsten, Henri Wallen, Hugo Botha, Vinh Nguyen, Marcin Elantkowski, Adam C. Smith, Will Kurt, Andrew Moskowitz, Hector Munoz, Marco Gorelli, Simon Kessell, Bradley Rode, Patrick Kelley, Rick Anderson, Casper de Bruin, Michael Hankin, Cameron Smith, Tomáš Frýda, Ryan Wesslen, Andreas Netti, Riley King, Yoshiyuki Hamajima, Sven De Maeyer, Michael DeCrescenzo, Fergal M, Mason Yahr, Naoya Kanai, Aubrey Clayton, Omri Har Shemesh, Scott Anthony Robson, Robert Yolken, Or Duek, Pavel Dusek, Paul Cox, Andreas Kröpelin, Raphaël...

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1 week ago
1 hour 9 minutes 55 seconds

Learning Bayesian Statistics
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 measuring the equation of state of plasma at extreme pressures. Finally, Alex and Ethan advocate for best practices in managing large codebases and ensuring model reliability.

Get the full discussion here.

  • 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 ;)

Transcript

This is an automatic transcript and may therefore contain errors. Please get in touch if you're willing to correct them.

Show more...
2 weeks ago
19 minutes 12 seconds

Learning Bayesian Statistics
#146 Lasers, Planets, and Bayesian Inference, with Ethan Smith

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:

  • Ethan's research involves using lasers to compress matter to extreme conditions to study astrophysical phenomena.
  • Bayesian inference is a key tool in analyzing complex data from high energy density experiments.
  • The future of high energy density physics lies in developing new diagnostic technologies and increasing experimental scale.
  • High energy density physics can provide insights into planetary science and astrophysics.
  • Emerging technologies in diagnostics are set to revolutionize the field.
  • Ethan's dream project involves exploring picno nuclear fusion.

Chapters:

14:31 Understanding High Energy Density Physics and Plasma Spectroscopy

21:24 Challenges in Data Analysis and Experimentation

36:11 The Role of Bayesian Inference in High Energy Density Physics

47:17 Transitioning to Advanced Sampling Techniques

51:35 Best Practices in Model Development

55:30 Evaluating Model Performance

01:02:10 The Role of High Energy Density Physics

01:11:15 Innovations in Diagnostic Technologies

01:22:51 Future Directions in Experimental Physics

01:26:08 Advice for Aspiring Scientists

Thank you to my Patrons for making this episode possible!

Yusuke Saito, Avi Bryant, Giuliano Cruz, James Wade, Tradd Salvo, William Benton, James Ahloy, Robin Taylor, Chad Scherrer, Zwelithini Tunyiswa, Bertrand Wilden, James Thompson, Stephen Oates, Gian Luca Di Tanna, Jack Wells, Matthew Maldonado, Ian Costley, Ally Salim, Larry Gill, Ian Moran, Paul Oreto, Colin Caprani, Colin Carroll, Nathaniel Burbank, Michael Osthege, Rémi Louf, Clive Edelsten, Henri Wallen, Hugo Botha, Vinh Nguyen, Marcin Elantkowski, Adam C. Smith, Will Kurt, Andrew Moskowitz, Hector Munoz, Marco Gorelli, Simon Kessell, Bradley Rode, Patrick Kelley, Rick Anderson, Casper de Bruin, Michael Hankin, Cameron Smith, Tomáš Frýda, Ryan Wesslen, Andreas Netti, Riley King, Yoshiyuki Hamajima, Sven De Maeyer, Michael DeCrescenzo, Fergal M, Mason Yahr, Naoya Kanai, Aubrey Clayton, Omri Har Shemesh, Scott Anthony Robson, Robert Yolken, Or Duek, Pavel Dusek, Paul Cox, Andreas Kröpelin, Raphaël R, Nicolas Rode, Gabriel Stechschulte, Arkady,

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4 weeks ago
1 hour 35 minutes 19 seconds

Learning Bayesian Statistics
BITESIZE | How to Thrive in an AI-Driven Workplace?

Today’s clip is from episode 145 of the podcast, with Jordan Thibodeau.

Alexandre Andorra and Jordan Thibodeau discuss the transformative impact of AI on productivity, career opportunities in the tech industry, and the intricacies of the job interview process.

They emphasize the importance of expertise, networking, and the evolving landscape of tech companies, while also providing actionable advice for individuals looking to enhance their careers in AI and related fields.

Get the full discussion here.

  • 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 ;)

Transcript

This is an automatic transcript and may therefore contain errors. Please get in touch if you're willing to correct them.

Show more...
1 month ago
19 minutes 34 seconds

Learning Bayesian Statistics
#145 Career Advice in the Age of AI, with Jordan Thibodeau

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, Giuliano Cruz, James Wade, Tradd Salvo, William Benton, James Ahloy, Robin Taylor, Chad Scherrer, Zwelithini Tunyiswa, Bertrand Wilden, James Thompson, Stephen Oates, Gian Luca Di Tanna, Jack Wells, Matthew Maldonado, Ian Costley, Ally Salim, Larry Gill, Ian Moran, Paul Oreto, Colin Caprani, Colin Carroll, Nathaniel Burbank, Michael Osthege, Rémi Louf, Clive Edelsten, Henri Wallen, Hugo Botha, Vinh Nguyen, Marcin Elantkowski, Adam C. Smith, Will Kurt, Andrew Moskowitz, Hector Munoz, Marco Gorelli, Simon Kessell, Bradley Rode, Patrick Kelley, Rick Anderson, Casper de Bruin, Michael Hankin, Cameron Smith, Tomáš Frýda, Ryan Wesslen, Andreas Netti, Riley King, Yoshiyuki Hamajima, Sven De Maeyer, Michael DeCrescenzo, Fergal M, Mason Yahr, Naoya Kanai, Aubrey Clayton, Omri Har Shemesh, Scott Anthony Robson, Robert Yolken, Or Duek, Pavel Dusek, Paul Cox, Andreas Kröpelin, Raphaël R, Nicolas Rode, Gabriel Stechschulte, Arkady, Kurt TeKolste, Marcus Nölke, Maggi Mackintosh, Grant Pezzolesi, Joshua Meehl, Javier Sabio, Kristian Higgins, Matt Rosinski, Luis Fonseca, Dante Gates, Matt Niccolls, Maksim Kuznecov, Michael Thomas, Luke Gorrie, Cory Kiser, Julio, Edvin Saveljev, Frederick Ayala, Jeffrey Powell, Gal Kampel, Adan Romero, Will Geary, Blake Walters, Jonathan Morgan, Francesco Madrisotti, Ivy Huang, Gary Clarke, Robert Flannery, Rasmus Hindström, Stefan, Corey Abshire, Mike Loncaric, David McCormick, Ronald Legere, Sergio Dolia, Michael Cao, Yiğit Aşık, Suyog Chandramouli and Guillaume Berthon.

Takeaways:

  • AI is reshaping the workplace, but we're still in early stages.
  • Networking is crucial for job applications in top firms.
  • AI tools can augment work but are not replacements for skilled labor.
  • Understanding the tech landscape requires continuous learning.
  • Timing and cultural readiness are key for tech innovations.
  • Expertise can be gained without formal education.
  • Bayesian statistics is a valuable skill for tech professionals.
  • The importance of personal branding in the job market. You just need to know 1% more than the person you're talking to.
  • Sharing knowledge can elevate your status within a company.
  • Embracing chaos in tech can create new opportunities.
  • Investing in people leads...
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1 month ago
1 hour 52 minutes 18 seconds

Learning Bayesian Statistics
BITESIZE | Why is Bayesian Deep Learning so Powerful?

Today’s clip is from episode 144 of the podcast, with Maurizio Filippone.

In this conversation, Alex and Maurizio delve into the intricacies of Gaussian processes and their deep learning counterparts. They explain the foundational concepts of Gaussian processes, the transition to deep Gaussian processes, and the advantages they offer in modeling complex data.

The discussion also touches on practical applications, model selection, and the evolving landscape of machine learning, particularly in relation to transfer learning and the integration of deep learning techniques with Gaussian processes.

Get the full discussion here.

  • 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 ;)

Transcript

This is an automatic transcript and may therefore contain errors. Please get in touch if you're willing to correct them.

Show more...
1 month ago
19 minutes

Learning Bayesian Statistics
#144 Why is Bayesian Deep Learning so Powerful, with Maurizio Filippone
  • Sign up for Alex's first live cohort, about Hierarchical Model building!
  • Get 25% off "Building AI Applications for Data Scientists and Software Engineers"

Proudly sponsored by PyMC Labs, the Bayesian Consultancy. Book a call, or get in touch!

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:

  • Why GPs still matter: Gaussian Processes remain a go-to for function estimation, active learning, and experimental design – especially when calibrated uncertainty is non-negotiable.
  • Scaling GP inference: Variational methods with inducing points (as in GPflow) make GPs practical on larger datasets without throwing away principled Bayes.
  • MCMC in practice: Clever parameterizations and gradient-based samplers tighten mixing and efficiency; use MCMC when you need gold-standard posteriors.
  • Bayesian deep learning, pragmatically: Stochastic-gradient training and approximate posteriors bring Bayesian ideas to neural networks at scale.
  • Uncertainty that ships: Monte Carlo dropout and related tricks provide fast, usable uncertainty – even if they’re approximations.
  • Model complexity ≠ model quality: Understanding capacity, priors, and inductive bias is key to getting trustworthy predictions.
  • Deep Gaussian Processes: Layered GPs offer flexibility for complex functions, with clear trade-offs in interpretability and compute.
  • Generative models through a Bayesian lens: GANs and friends benefit from explicit priors and uncertainty – useful for safety and downstream decisions.
  • Tooling that matters: Frameworks like GPflow lower the friction from idea to implementation, encouraging reproducible, well-tested modeling.
  • Where we’re headed: The future of ML is uncertainty-aware by default – integrating UQ tightly into optimization, design, and deployment.

Chapters:

08:44 Function Estimation and Bayesian Deep Learning

10:41 Understanding Deep Gaussian Processes

25:17 Choosing Between Deep GPs and Neural Networks

32:01 Interpretability and Practical Tools for GPs

43:52 Variational Methods in Gaussian Processes

54:44 Deep Neural Networks and Bayesian Inference

01:06:13 The Future of Bayesian Deep Learning

01:12:28 Advice for Aspiring Researchers

Show more...
1 month ago
1 hour 28 minutes 22 seconds

Learning Bayesian Statistics
BITESIZE | Are Bayesian Models the Missing Ingredient in Nutrition Research?
  • Sign up for Alex's first live cohort, about Hierarchical Model building
  • Soccer Factor Model Dashboard

Today’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 and cognitive performance, exploring the implications of framing in psychological research and the importance of careful communication in health-related contexts.

Get the full discussion here.

  • 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 ;)

Transcript

This is an automatic transcript and may therefore contain errors. Please get in touch if you're willing to correct them.

Show more...
2 months ago
23 minutes 14 seconds

Learning Bayesian Statistics
#143 Transforming Nutrition Science with Bayesian Methods, with Christoph Bamberg
  • Sign up for Alex's first live cohort, about Hierarchical Model building!

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:

  • Bayesian mindset in psychology: Why priors, model checking, and full uncertainty reporting make findings more honest and useful.
  • Intermittent fasting & cognition: A Bayesian meta-analysis suggests effects are context- and age-dependent – and often small but meaningful.
  • Framing matters: The way we frame dietary advice (focus, flexibility, timing) can shape adherence and perceived cognitive benefits.
  • From cravings to choices: Appetite, craving, stress, and mood interact to influence eating and cognitive performance throughout the day.
  • Define before you measure: Clear definitions (and DAGs to encode assumptions) reduce ambiguity and guide better study design.
  • DAGs for causal thinking: Directed acyclic graphs help separate hypotheses from data pipelines and make causal claims auditable.
  • Small effects, big implications: Well-estimated “small” effects can scale to public-health relevance when decisions repeat daily.
  • Teaching by modeling: Helping students write models (not just run them) builds statistical thinking and scientific literacy.
  • Bridging lab and life: Balancing careful experiments with real-world measurement is key to actionable health-psychology insights.
  • Trust through transparency: Openly communicating assumptions, uncertainty, and limitations strengthens scientific credibility.

Chapters:

10:35 The Struggles of Bayesian Statistics in Psychology

22:30 Exploring Appetite and Cognitive Performance

29:45 Research Methodology and Causal Inference

36:36 Understanding Cravings and Definitions

39:02 Intermittent Fasting and Cognitive Performance

42:57 Practical Recommendations for Intermittent Fasting

49:40 Balancing Experimental Psychology and Statistical Modeling

55:00 Pressing Questions in Health Psychology

01:04:50 Future Directions in Research

Thank you to my Patrons for...

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2 months ago
1 hour 12 minutes 56 seconds

Learning Bayesian Statistics
BITESIZE | How Bayesian Additive Regression Trees Work in Practice
  • Soccer Factor Model Dashboard
  • Unveiling True Talent: The Soccer Factor Model for Skill Evaluation
  • LBS #91, Exploring European Football Analytics, with Max Göbel

Get early access to Alex's next live-cohort courses!

Today’s clip is from episode 142 of the podcast, with Gabriel Stechschulte.

Alex and Garbriel explore the re-implementation of BART (Bayesian Additive Regression Trees) in Rust, detailing the technical challenges and performance improvements achieved.

They also share insights into the benefits of BART, such as uncertainty quantification, and its application in various data-intensive fields.

Get the full discussion here.

  • 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 ;)

Transcript

This is an automatic transcript and may therefore contain errors. Please get in touch if you're willing to correct them.

Show more...
2 months ago
22 minutes 49 seconds

Learning Bayesian Statistics
#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 ;)

Takeaways:

  • BART as a core tool: Gabriel explains how Bayesian Additive Regression Trees provide robust uncertainty quantification and serve as a reliable baseline model in many domains.
  • Rust for performance: His Rust re-implementation of BART dramatically improves speed and scalability, making it feasible for larger datasets and real-world IoT applications.
  • Strengths and trade-offs: BART avoids overfitting and handles missing data gracefully, though it is slower than other tree-based approaches.
  • Big data meets Bayes: Gabriel shares strategies for applying Bayesian methods with big data, including when variational inference helps balance scale with rigor.
  • Optimization and decision-making: He highlights how BART models can be embedded into optimization frameworks, opening doors for sequential decision-making.
  • Open source matters: Gabriel emphasizes the importance of communities like PyMC and Bambi, encouraging newcomers to start with small contributions.

Chapters:

05:10 – From economics to IoT and Bayesian statistics

18:55 – Introduction to BART (Bayesian Additive Regression Trees)

24:40 – Re-implementing BART in Rust for speed and scalability

32:05 – Comparing BART with Gaussian Processes and other tree methods

39:50 – Strengths and limitations of BART

47:15 – Handling missing data and different likelihoods

54:30 – Variational inference and big data challenges

01:01:10 – Embedding BART into optimization and decision-making frameworks

01:08:45 – Open source, PyMC, and community support

01:15:20 – Advice for newcomers

01:20:55 – Future of BART, Rust, and probabilistic programming

Thank you to my Patrons for making this episode possible!

Yusuke Saito, Avi Bryant, Ero Carrera, Giuliano Cruz, James Wade, Tradd Salvo, William Benton, James Ahloy, Robin Taylor,, Chad Scherrer, Zwelithini Tunyiswa, Bertrand Wilden, James Thompson, Stephen Oates, Gian Luca Di Tanna, Jack Wells, Matthew Maldonado, Ian...

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2 months ago
1 hour 10 minutes 28 seconds

Learning Bayesian Statistics
BITESIZE | How Probability Becomes Causality?

Get early access to Alex's next live-cohort courses!

Today’s clip is from episode 141 of the podcast, with Sam Witty.

Alex and Sam discuss the ChiRho project, delving into the intricacies of causal inference, particularly focusing on Do-Calculus, regression discontinuity designs, and Bayesian structural causal inference.

They explain ChiRho's design philosophy, emphasizing its modular and extensible nature, and highlights the importance of efficient estimation in causal inference, making complex statistical methods accessible to users without extensive expertise.

Get the full discussion here.

  • 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 ;)

Transcript

This is an automatic transcript and may therefore contain errors. Please get in touch if you're willing to correct them.

Show more...
3 months ago
22 minutes 3 seconds

Learning Bayesian Statistics
#141 AI Assisted Causal Inference, with Sam Witty

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!
  • Enroll in the Causal AI workshop, to learn live with Alex (15% off if you're a Patron of the show)

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:

  • Causal inference is crucial for understanding the impact of interventions in various fields.
  • ChiRho is a causal probabilistic programming language that bridges mechanistic and data-driven models.
  • ChiRho allows for easy manipulation of causal models and counterfactual reasoning.
  • The design of ChiRho emphasizes modularity and extensibility for diverse applications.
  • Causal inference requires careful consideration of assumptions and model structures.
  • Real-world applications of causal inference can lead to significant insights in science and engineering.
  • Collaboration and communication are key in translating causal questions into actionable models.
  • The future of causal inference lies in integrating probabilistic programming with scientific discovery.

Chapters:

05:53 Bridging Mechanistic and Data-Driven Models

09:13 Understanding Causal Probabilistic Programming

12:10 ChiRho and Its Design Principles

15:03 ChiRho’s Functionality and Use Cases

17:55 Counterfactual Worlds and Mediation Analysis

20:47 Efficient Estimation in ChiRho

24:08 Future Directions for Causal AI

50:21 Understanding the Do-Operator in Causal Inference

56:45 ChiRho’s Role in Causal Inference and Bayesian Modeling

01:01:36 Roadmap and Future Developments for ChiRho

01:05:29 Real-World Applications of Causal Probabilistic Programming

01:10:51 Challenges in Causal Inference Adoption

01:11:50 The Importance of Causal Claims in Research

01:18:11 Bayesian Approaches to Causal Inference

01:22:08 Combining Gaussian Processes with Causal Inference

01:28:27 Future Directions in Probabilistic Programming and Causal Inference

Thank you to my Patrons for making this episode possible!

Yusuke Saito, Avi Bryant, Ero Carrera, Giuliano Cruz, James Wade, Tradd Salvo, William Benton, James Ahloy, Robin Taylor,, Chad...

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3 months ago
1 hour 37 minutes 47 seconds

Learning Bayesian Statistics
BITESIZE | How to Think Causally About Your Models?

Get early access to Alex's next live-cohort courses!

Today’s clip is from episode 140 of the podcast, with Ron Yurko.

Alex and Ron discuss the challenges of model deployment, and the complexities of modeling player contributions in team sports like soccer and football.

They emphasize the importance of understanding replacement levels, the Going Deep framework in football analytics, and the need for proper modeling of expected points.

Additionally, they share insights on teaching Bayesian modeling to students and the difficulties they face in grasping the concepts of model writing and application.

Get the full discussion here.

  • 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 ;)

Transcript

This is an automatic transcript and may therefore contain errors. Please get in touch if you're willing to correct them.

Show more...
3 months ago
24 minutes 1 second

Learning Bayesian Statistics
#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 ;)

Takeaways:

  • Teaching students to write out their own models is crucial.
  • Developing a sports analytics portfolio is essential for aspiring analysts.
  • Modeling expectations in sports analytics can be misleading.
  • Tracking data can significantly improve player performance models.
  • Ron encourages students to engage in active learning through projects.
  • The importance of understanding the dependency structure in data is vital.
  • Ron aims to integrate more diverse sports analytics topics into his teaching.

Chapters:

03:51 The Journey into Sports Analytics

15:20 The Evolution of Bayesian Statistics in Sports

26:01 Innovations in NFL WAR Modeling

39:23 Causal Modeling in Sports Analytics

46:29 Defining Replacement Levels in Sports

48:26 The Going Deep Framework and Big Data in Football

52:47 Modeling Expectations in Football Data

55:40 Teaching Statistical Concepts in Sports Analytics

01:01:54 The Importance of Model Building in Education

01:04:46 Statistical Thinking in Sports Analytics

01:10:55 Innovative Research in Player Movement

01:15:47 Exploring Data Needs in American Football

01:18:43 Building a Sports Analytics Portfolio

Thank you to my Patrons for making this episode possible!

Yusuke Saito, Avi Bryant, Ero Carrera, Giuliano Cruz, James Wade, Tradd Salvo, William Benton, James Ahloy, Robin Taylor,, Chad Scherrer, Zwelithini Tunyiswa, Bertrand Wilden, James Thompson, Stephen Oates, Gian Luca Di Tanna, Jack Wells, Matthew Maldonado, Ian Costley, Ally Salim, Larry Gill, Ian Moran, Paul Oreto, Colin Caprani, Colin Carroll, Nathaniel Burbank, Michael Osthege, Rémi Louf, Clive Edelsten, Henri Wallen, Hugo Botha, Vinh Nguyen, Marcin Elantkowski, Adam C. Smith, Will Kurt, Andrew Moskowitz, Hector Munoz, Marco Gorelli, Simon Kessell,...

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3 months ago
1 hour 33 minutes 1 second

Learning Bayesian Statistics
BITESIZE | Is Bayesian Optimization the Answer?

Today’s clip is from episode 139 of the podcast, with with Max Balandat.

Alex and Max discuss the integration of BoTorch with PyTorch, exploring its applications in Bayesian optimization and Gaussian processes. They highlight the advantages of using GPyTorch for structured matrices and the flexibility it offers for research.

The discussion also covers the motivations behind building BoTorch, the importance of open-source culture at Meta, and the role of PyTorch in modern machine learning.

Get the full discussion here.

Attend Alex's tutorial at PyData Berlin: A Beginner's Guide to State Space Modeling 

  • 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 ;)

Transcript

This is an automatic transcript and may therefore contain errors. Please get in touch if you're willing to correct them.

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4 months ago
25 minutes 13 seconds

Learning Bayesian Statistics
#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 want flexibility in Bayesian optimization.
  • The integration of BoTorch with PyTorch allows for differentiable programming.
  • Scalability at Meta involves careful software engineering practices and testing.
  • Open-source contributions enhance the development and community engagement of BoTorch.
  • LLMs can help incorporate human knowledge into optimization processes.
  • Max emphasizes the importance of clear communication of uncertainty to stakeholders.
  • The role of a researcher in industry is often more application-focused than in academia.
  • Max's team at Meta works on adaptive experimentation and Bayesian optimization.

Chapters:

08:51 Understanding BoTorch

12:12 Use Cases and Flexibility of BoTorch

15:02 Integration with PyTorch and GPyTorch

17:57 Practical Applications of BoTorch

20:50 Open Source Culture at Meta and BoTorch's Development

43:10 The Power of Open Source Collaboration

47:49 Scalability Challenges at Meta

51:02 Balancing Depth and Breadth in Problem Solving

55:08 Communicating Uncertainty to Stakeholders

01:00:53 Learning from Missteps in Research

01:05:06 Integrating External Contributions into BoTorch

01:08:00 The Future of Optimization with LLMs

Thank you to my Patrons for making this episode possible!

Yusuke Saito, Avi Bryant, Ero Carrera, Giuliano Cruz, James Wade, Tradd Salvo, William Benton, James Ahloy, Robin Taylor,, Chad Scherrer, Zwelithini Tunyiswa, Bertrand Wilden, James Thompson, Stephen Oates, Gian Luca Di Tanna, Jack Wells, Matthew Maldonado, Ian Costley, Ally Salim, Larry Gill, Ian Moran, Paul Oreto, Colin Caprani, Colin Carroll, Nathaniel Burbank, Michael Osthege, Rémi Louf, Clive Edelsten, Henri Wallen, Hugo Botha, Vinh Nguyen, Marcin Elantkowski, Adam C. Smith, Will Kurt, Andrew Moskowitz, Hector Munoz, Marco Gorelli, Simon Kessell, Bradley Rode, Patrick Kelley, Rick Anderson, Casper de Bruin, Philippe Labonde, Michael Hankin, Cameron Smith, Tomáš Frýda, Ryan Wesslen, Andreas Netti, Riley King, Yoshiyuki Hamajima, Sven De Maeyer, Michael DeCrescenzo, Fergal M, Mason Yahr, Naoya Kanai, Aubrey Clayton, Jeannine Sue, Omri Har Shemesh, Scott Anthony Robson, Robert Yolken, Or Duek, Pavel Dusek, Paul Cox, Andreas Kröpelin, Raphaël R, Nicolas Rode,...

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4 months ago
1 hour 25 minutes 23 seconds

Learning Bayesian Statistics
BITESIZE | What's Missing in Bayesian Deep Learning?

Today’s clip is from episode 138 of the podcast, with Mélodie Monod, François-Xavier Briol and Yingzhen Li.

During this live show at Imperial College London, Alex and his guests delve into the complexities and advancements in Bayesian deep learning, focusing on uncertainty quantification, the integration of machine learning tools, and the challenges faced in simulation-based inference.

The speakers discuss their current projects, the evolution of Bayesian models, and the need for better computational tools in the field.

Get the full discussion here.

Attend Alex's tutorial at PyData Berlin: A Beginner's Guide to State Space Modeling 

  • 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 ;)

Transcript

This is an automatic transcript and may therefore contain errors. Please get in touch if you're willing to correct them.

Show more...
4 months ago
20 minutes 34 seconds

Learning Bayesian Statistics
#138 Quantifying Uncertainty in Bayesian Deep Learning, Live from Imperial College London

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:

  • Bayesian deep learning is a growing field with many challenges.
  • Current research focuses on applying Bayesian methods to neural networks.
  • Diffusion methods are emerging as a new approach for uncertainty quantification.
  • The integration of machine learning tools into Bayesian models is a key area of research.
  • The complexity of Bayesian neural networks poses significant computational challenges.
  • Future research will focus on improving methods for uncertainty quantification. Generalized Bayesian inference offers a more robust approach to uncertainty.
  • Uncertainty quantification is crucial in fields like medicine and epidemiology.
  • Detecting out-of-distribution examples is essential for model reliability.
  • Exploration-exploitation trade-off is vital in reinforcement learning.
  • Marginal likelihood can be misleading for model selection.
  • The integration of Bayesian methods in LLMs presents unique challenges.

Chapters:

00:00 Introduction to Bayesian Deep Learning

03:12 Panelist Introductions and Backgrounds

10:37 Current Research and Challenges in Bayesian Deep Learning

18:04 Contrasting Approaches: Bayesian vs. Machine Learning

26:09 Tools and Techniques for Bayesian Deep Learning

31:18 Innovative Methods in Uncertainty Quantification

36:23 Generalized Bayesian Inference and Its Implications

41:38 Robust Bayesian Inference and Gaussian Processes

44:24 Software Development in Bayesian Statistics

46:51 Understanding Uncertainty in Language Models

50:03 Hallucinations in Language Models

53:48 Bayesian Neural Networks vs Traditional Neural Networks

58:00 Challenges with Likelihood Assumptions

01:01:22 Practical Applications of Uncertainty Quantification

01:04:33 Meta Decision-Making with Uncertainty

01:06:50 Exploring Bayesian Priors in Neural Networks

01:09:17 Model Complexity and Data Signal

01:12:10 Marginal Likelihood and Model Selection

01:15:03 Implementing Bayesian Methods in LLMs

01:19:21 Out-of-Distribution Detection in LLMs

Thank you to my Patrons for making this episode possible!

Yusuke Saito, Avi Bryant, Ero Carrera, Giuliano Cruz, James Wade, Tradd Salvo, William Benton, James Ahloy, Robin Taylor,, Chad Scherrer,...

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4 months ago
1 hour 23 minutes 10 seconds

Learning Bayesian Statistics

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. By day, I'm a Senior data scientist. By night, I don't (yet) fight crime, but I'm an open-source enthusiast and core contributor to the python packages PyMC and ArviZ. I also love 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 unlock exclusive Bayesian swag on Patreon!