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Learning Bayesian Statistics

By: Alexandre Andorra
  • Summary

  • Are you a researcher or data scientist / analyst / ninja? Do you want to learn Bayesian inference, stay up to date or simply want to understand what Bayesian inference is? Then this podcast is for you! You'll hear from researchers and practitioners of all fields about how they use Bayesian statistics, and how in turn YOU can apply these methods in your modeling workflow. When I started learning Bayesian methods, I really wished there were a podcast out there that could introduce me to the methods, the projects and the people who make all that possible. So I created "Learning Bayesian Statistics", where you'll get to hear how Bayesian statistics are used to detect black matter in outer space, forecast elections or understand how diseases spread and can ultimately be stopped. But this show is not only about successes -- it's also about failures, because that's how we learn best. So you'll often hear the guests talking about what *didn't* work in their projects, why, and how they overcame these challenges. Because, in the end, we're all lifelong learners! My name is Alex Andorra by the way, and I live in Estonia. By day, I'm a data scientist and modeler at the https://www.pymc-labs.io/ (PyMC Labs) consultancy. By night, I don't (yet) fight crime, but I'm an open-source enthusiast and core contributor to the python packages https://docs.pymc.io/ (PyMC) and https://arviz-devs.github.io/arviz/ (ArviZ). I also love https://www.pollsposition.com/ (election forecasting) and, most importantly, Nutella. But I don't like talking about it – I prefer eating it. So, whether you want to learn Bayesian statistics or hear about the latest libraries, books and applications, this podcast is for you -- just subscribe! You can also support the show and https://www.patreon.com/learnbayesstats (unlock exclusive Bayesian swag on Patreon)!
    Copyright Alexandre Andorra
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Episodes
  • #105 The Power of Bayesian Statistics in Glaciology, with Andy Aschwanden & Doug Brinkerhoff
    May 2 2024

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

    • My Intuitive Bayes Online Courses
    • 1:1 Mentorship with me

    In this episode, 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 predicting sea level rise, and a lot of other fascinating topics.

    Andy grew up in the Swiss Alps, and studied Earth Sciences, with a focus on atmospheric and climate science and glaciology. After his PhD, Andy moved to Fairbanks, Alaska, and became involved with the Parallel Ice Sheet Model, the first open-source and openly-developed ice sheet model.

    His first PhD student was no other than… Doug Brinkerhoff! Doug did an MS in computer science at the University of Montana, focusing on numerical methods for ice sheet modeling, and then moved to Fairbanks to complete his PhD. While in Fairbanks, he became an ardent Bayesian after “seeing that uncertainty needs to be embraced rather than ignored”. Doug has since moved back to Montana, becoming faculty in the University of Montana’s computer science department.

    Our theme music is « Good Bayesian », by Baba Brinkman (feat MC Lars and Mega Ran). Check out his awesome work at https://bababrinkman.com/ !

    Thank you to my Patrons for making this episode possible!

    Yusuke Saito, Avi Bryant, Ero Carrera, Giuliano Cruz, Tim Gasser, 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, Steven Rowland, Aubrey Clayton, Jeannine Sue, 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, Gergely Juhasz, Marcus Nölke, Maggi Mackintosh, Grant Pezzolesi, Avram Aelony, Joshua Meehl, Javier Sabio, Kristian Higgins, Alex Jones, Gregorio Aguilar, Matt Rosinski, Bart Trudeau, 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 and Will Geary.

    Visit https://www.patreon.com/learnbayesstats to unlock exclusive Bayesian swag ;)

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    1 hr and 15 mins
  • #104 Automated Gaussian Processes & Sequential Monte Carlo, with Feras Saad
    Apr 16 2024

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

    • My Intuitive Bayes Online Courses
    • 1:1 Mentorship with me

    GPs are extremely powerful…. but hard to handle. One of the bottlenecks is learning the appropriate kernel. What if you could learn the structure of GP kernels automatically? Sounds really cool, but also a bit futuristic, doesn’t it?

    Well, think again, because in this episode, Feras Saad will teach us how to do just that! Feras is an Assistant Professor in the Computer Science Department at Carnegie Mellon University. He received his PhD in Computer Science from MIT, and, most importantly for our conversation, he’s the creator of AutoGP.jl, a Julia package for automatic Gaussian process modeling.

    Feras discusses the implementation of AutoGP, how it scales, what you can do with it, and how you can integrate its outputs in your models.

    Finally, Feras provides an overview of Sequential Monte Carlo and its usefulness in AutoGP, highlighting the ability of SMC to incorporate new data in a streaming fashion and explore multiple modes efficiently.

    Our theme music is « Good Bayesian », by Baba Brinkman (feat MC Lars and Mega Ran). Check out his awesome work at https://bababrinkman.com/ !

    Thank you to my Patrons for making this episode possible!

    Yusuke Saito, Avi Bryant, Ero Carrera, Giuliano Cruz, Tim Gasser, 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, Steven Rowland, Aubrey Clayton, Jeannine Sue, 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, Gergely Juhasz, Marcus Nölke, Maggi Mackintosh, Grant Pezzolesi, Avram Aelony, Joshua Meehl, Javier Sabio, Kristian Higgins, Alex Jones, Gregorio Aguilar, Matt Rosinski, Bart Trudeau, Luis Fonseca, Dante Gates, Matt Niccolls, Maksim Kuznecov, Michael Thomas, Luke Gorrie, Cory Kiser, Julio, Edvin Saveljev, Frederick Ayala, Jeffrey Powell and Gal Kampel.

    Visit https://www.patreon.com/learnbayesstats to unlock exclusive Bayesian swag ;)

    Takeaways:

    - AutoGP is a Julia package for automatic Gaussian process modeling that learns the

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    1 hr and 31 mins
  • #103 Improving Sampling Algorithms & Prior Elicitation, with Arto Klami
    Apr 5 2024

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

    • My Intuitive Bayes Online Courses
    • 1:1 Mentorship with me

    Changing 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 Artificial Intelligence, will tell us in this episode.

    He explains the concept of Riemannian spaces, their application in inference algorithms, how they can help sampling Bayesian models, and their similarity with normalizing flows, that we discussed in episode 98.

    Arto also introduces PreliZ, a tool for prior elicitation, and highlights its benefits in simplifying the process of setting priors, thus improving the accuracy of our models.

    When Arto is not solving mathematical equations, you’ll find him cycling, or around a good board game.

    Our theme music is « Good Bayesian », by Baba Brinkman (feat MC Lars and Mega Ran). Check out his awesome work at https://bababrinkman.com/ !

    Thank you to my Patrons for making this episode possible!

    Yusuke Saito, Avi Bryant, Ero Carrera, Giuliano Cruz, Tim Gasser, 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, Steven Rowland, Aubrey Clayton, Jeannine Sue, 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, Gergely Juhasz, Marcus Nölke, Maggi Mackintosh, Grant Pezzolesi, Avram Aelony, Joshua Meehl, Javier Sabio, Kristian Higgins, Alex Jones, Gregorio Aguilar, Matt Rosinski, Bart Trudeau, Luis Fonseca, Dante Gates, Matt Niccolls, Maksim Kuznecov, Michael Thomas, Luke Gorrie, Cory Kiser and Julio.

    Visit https://www.patreon.com/learnbayesstats to unlock exclusive Bayesian swag ;)

    Takeaways:

    - Riemannian spaces offer a way to improve computational efficiency and accuracy in Bayesian inference by considering the curvature of the posterior distribution.

    - Riemannian spaces can be used in Laplace approximation and Markov chain Monte Carlo...

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    1 hr and 15 mins

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