Learning Bayesian Statistics

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: 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, co...

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...

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...

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: 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 i...

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...

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 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 seei...

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...

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: 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 ne...

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...

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: 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. Mos...

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 exampl...

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 uncert...

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, credi...

• 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 allo...

• 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: Ther...

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...

• 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 Science 06:41 From Philosophy to Bayesian Statistics 14:57 The Role of Soft Skills in Data Sci...

Today's clip is from Episode 151 of the podcast, with Jonas Arruda In 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...

• 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 Modeling 10:27 Understanding Simulation-Based Inference (SBI) and Its Applications 15:59 Diffusio...

• 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 Networks 04:26 Origin Stories of the Researchers 09:46 Research Themes in Bayesian Neural Networks 12:05 Making...

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 de...

• 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 Era 21:08 The Shift in Tech Work Culture 28:49 AI's Impact on Job Security and Work Dynamics 34:33 Adapting to AI: Skills...

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...

• 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 Trials 25:25 Real-World Applications and Innovations i...

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 al...