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
  • #119 Causal Inference, Fiction Writing and Career Changes, with Robert Kubinec
    Nov 13 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

    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:

    • Bob's research focuses on corruption and political economy.
    • Measuring corruption is challenging due to the unobservable nature of the behavior.
    • The challenge of studying corruption lies in obtaining honest data.
    • Innovative survey techniques, like randomized response, can help gather sensitive data.
    • Non-traditional backgrounds can enhance statistical research perspectives.
    • Bayesian methods are particularly useful for estimating latent variables.
    • Bayesian methods shine in situations with prior information.
    • Expert surveys can help estimate uncertain outcomes effectively.
    • Bob's novel, 'The Bayesian Hitman,' explores academia through a fictional lens.
    • Writing fiction can enhance academic writing skills and creativity.
    • The importance of community in statistics is emphasized, especially in the Stan community.
    • Real-time online surveys could revolutionize data collection in social science.

    Chapters:

    00:00 Introduction to Bayesian Statistics and Bob Kubinec

    06:01 Bob's Academic Journey and Research Focus

    12:40 Measuring Corruption: Challenges and Methods

    18:54 Transition from Government to Academia

    26:41 The Influence of Non-Traditional Backgrounds in Statistics

    34:51 Bayesian Methods in Political Science Research

    42:08 Bayesian Methods in COVID Measurement

    51:12 The Journey of Writing a Novel

    01:00:24 The Intersection of Fiction and Academia

    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,...

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    1 hr and 25 mins
  • #118 Exploring the Future of Stan, with Charles Margossian & Brian Ward
    Oct 30 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

    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:

    • User experience is crucial for the adoption of Stan.
    • Recent innovations include adding tuples to the Stan language, new features and improved error messages.
    • Tuples allow for more efficient data handling in Stan.
    • Beginners often struggle with the compiled nature of Stan.
    • Improving error messages is crucial for user experience.
    • BridgeStan allows for integration with other programming languages and makes it very easy for people to use Stan models.
    • Community engagement is vital for the development of Stan.
    • New samplers are being developed to enhance performance.
    • The future of Stan includes more user-friendly features.

    Chapters:

    00:00 Introduction to the Live Episode

    02:55 Meet the Stan Core Developers

    05:47 Brian Ward's Journey into Bayesian Statistics

    09:10 Charles Margossian's Contributions to Stan

    11:49 Recent Projects and Innovations in Stan

    15:07 User-Friendly Features and Enhancements

    18:11 Understanding Tuples and Their Importance

    21:06 Challenges for Beginners in Stan

    24:08 Pedagogical Approaches to Bayesian Statistics

    30:54 Optimizing Monte Carlo Estimators

    32:24 Reimagining Stan's Structure

    34:21 The Promise of Automatic Reparameterization

    35:49 Exploring BridgeStan

    40:29 The Future of Samplers in Stan

    43:45 Evaluating New Algorithms

    47:01 Specific Algorithms for Unique Problems

    50:00 Understanding Model Performance

    54:21 The Impact of Stan on Bayesian Research

    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...

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    59 mins
  • #117 Unveiling the Power of Bayesian Experimental Design, with Desi Ivanova
    Oct 15 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

    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:

    • Designing experiments is about optimal data gathering.
    • The optimal design maximizes the amount of information.
    • The best experiment reduces uncertainty the most.
    • Computational challenges limit the feasibility of BED in practice.
    • Amortized Bayesian inference can speed up computations.
    • A good underlying model is crucial for effective BED.
    • Adaptive experiments are more complex than static ones.
    • The future of BED is promising with advancements in AI.

    Chapters:

    00:00 Introduction to Bayesian Experimental Design

    07:51 Understanding Bayesian Experimental Design

    19:58 Computational Challenges in Bayesian Experimental Design

    28:47 Innovations in Bayesian Experimental Design

    40:43 Practical Applications of Bayesian Experimental Design

    52:12 Future of Bayesian Experimental Design

    01:01:17 Real-World Applications and Impact

    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,...

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    1 hr and 13 mins

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