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PODCAST

Learning Bayesian Statistics

Alexandre Andorra

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,

technology

All Episodes

01:52:18

#145 Career Advice in the Age of AI, with Jordan...

Learning Bayesian Statistics ·

2025/11/12

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)Ourtheme music is « Good Bayesian », by Baba Brinkman (feat MC Lars andMega 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,

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19:00

BITESIZE | Why is Bayesian Deep Learning so Powerful?

Learning Bayesian Statistics ·

2025/11/05

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

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01:28:22

#144 Why is Bayesian Deep Learning so Powerful, with...

Learning Bayesian Statistics ·

2025/10/30

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!Ourtheme music is « Good Bayesian », by Baba Brinkman (feat MC Lars andMega 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,

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23:14

BITESIZE | Are Bayesian Models the Missing Ingredient...

Learning Bayesian Statistics ·

2025/10/23

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 and cognitive performance, exploring the implications of framing in psychological research and the

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01:10:28

#142 Bayesian Trees & Deep Learning for Optimization...

Learning Bayesian Statistics ·

2025/10/02

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)Ourtheme music is « Good Bayesian », by Baba Brinkman (feat MC Lars andMega 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

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22:03

BITESIZE | How Probability Becomes Causality?

Learning Bayesian Statistics ·

2025/09/24

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

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01:33:01

#140 NFL Analytics & Teaching Bayesian Stats, with...

Learning Bayesian Statistics ·

2025/09/03

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)Ourtheme music is « Good Bayesian », by Baba Brinkman (feat MC Lars andMega 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

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25:13

BITESIZE | Is Bayesian Optimization the Answer?

Learning Bayesian Statistics ·

2025/08/27

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

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01:25:23

#139 Efficient Bayesian Optimization in PyTorch, with...

Learning Bayesian Statistics ·

2025/08/20

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)Ourtheme music is « Good Bayesian », by Baba Brinkman (feat MC Lars andMega 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

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01:23:10

#138 Quantifying Uncertainty in Bayesian Deep...

Learning Bayesian Statistics ·

2025/08/06

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)Ourtheme music is « Good Bayesian », by Baba Brinkman (feat MC Lars andMega 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

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17:53

BITESIZE | How to Make Your Models Faster, with...

Learning Bayesian Statistics ·

2025/07/16

Today’s clip is from episode 136 of the podcast, with Haavard Rue & Janet van Niekerk.Alex, Haavard and Janet explore the world of Bayesian inference with INLA, a fast and deterministic method that revolutionizes how we handle large datasets and complex models. Discover the power of INLA, and why it can make your models go much faster! Get the full conversation here.Intro to Bayes Course (first 2 lessons free)Advanced Regression Course (first 2 lessons free)Ourtheme music is « Good Bayesian »,

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21:14

BITESIZE | Understanding Simulation-Based...

Learning Bayesian Statistics ·

2025/07/04

Get 10% off Hugo's "Building LLM Applications for Data Scientists and Software Engineers" online course!Today’s clip is from episode 135 of the podcast, with Teemu Säilynoja.Alex and Teemu discuss the importance of simulation-based calibration (SBC). They explore the practical implementation of SBC in probabilistic programming languages, the challenges faced in developing SBC methods, and the significance of both prior and posterior SBC in ensuring model reliability. The discussion emphasizes the

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03:04

Live Show Announcement | Come Meet Me in London!

Learning Bayesian Statistics ·

2025/06/19

ICYMI, I'll be in London next week, for a live episode of the Learning Bayesian Statistics podcast 🍾 Come say hi on June 24 at Imperial College London! We'll be talking about uncertainty quantification — not just in theory, but in the messy, practical reality of building models that are supposed to work in the real world.🎟️ Get your tickets!Some of the questions we’ll unpack:🔍 Why is it so hard to model uncertainty reliably?⚠️ How do overconfident models break things in production?🧠 What tools

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14:34

BITESIZE | Exploring Dynamic Regression Models, with...

Learning Bayesian Statistics ·

2025/06/18

Today’s clip is from episode 134 of the podcast, with David Kohns.Alex and David discuss the future of probabilistic programming, focusing on advancements in time series modeling, model selection, and the integration of AI in prior elicitation. The discussion highlights the importance of setting appropriate priors, the challenges of computational workflows, and the potential of normalizing flows to enhance Bayesian inference.Get the full discussion here.Intro to Bayes Course (first 2 lessons

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17:04

BITESIZE | Why Your Models Might Be Wrong & How to...

Learning Bayesian Statistics ·

2025/06/04

Today’s clip is from episode 133 of the podcast, with Sean Pinkney & Adrian Seyboldt.The conversation delves into the concept of Zero-Sum Normal and its application in statistical modeling, particularly in hierarchical models. Alex, Sean and Adrian discuss the implications of using zero-sum constraints, the challenges of incorporating new data points, and the importance of distinguishing between sample and population effects. They also explore practical solutions for making predictions based on

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01:12:12

#133 Making Models More Efficient & Flexible, with...

Learning Bayesian Statistics ·

2025/05/28

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)Ourtheme music is « Good Bayesian », by Baba Brinkman (feat MC Lars andMega Ran). Check out his awesome work!Visit our Patreon page to unlock exclusive Bayesian swag ;) Takeaways:Zero Sum constraints allow for better sampling and estimation in hierarchical models.Understanding the difference between population and sample

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22:06

BITESIZE | How AI is Redefining Human Interactions,...

Learning Bayesian Statistics ·

2025/05/21

Today’s clip is from episode 132 of the podcast, with Tom Griffiths.Tom and Alex Andorra discuss the fundamental differences between human intelligence and artificial intelligence, emphasizing the constraints that shape human cognition, such as limited data, computational resources, and communication bandwidth. They explore how AI systems currently learn and the potential for aligning AI with human cognitive processes. The discussion also delves into the implications of AI in enhancing human

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11:45

BITESIZE | The Why & How of Bayesian Deep Learning,...

Learning Bayesian Statistics ·

2025/04/09

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 Course (first 2 lessons free)Advanced Regression Course (first 2 lessons free)Ourtheme music is « Good

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01:00:28

#129 Bayesian Deep Learning & AI for Science with...

Learning Bayesian Statistics ·

2025/04/02

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)Ourtheme music is « Good Bayesian », by Baba Brinkman (feat MC Lars andMega Ran). Check out his awesome work!Visit our Patreon page to unlock exclusive Bayesian swag ;)Takeaways:The hype around AI in science often fails to deliver practical results.Bayesian deep learning combines the strengths of deep learning and Bayesian

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54:47

#126 MMM, CLV & Bayesian Marketing Analytics, with...

Learning Bayesian Statistics ·

2025/02/19

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)Ourtheme music is « Good Bayesian », by Baba Brinkman (feat MC Lars andMega Ran). Check out his awesome work!Visit our Patreon page to unlock exclusive Bayesian swag ;)Takeaways:Marketing analytics is crucial for understanding customer behavior.PyMC Marketing offers tools for customer lifetime value analysis.Media mix

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