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:

• State space models and traditional time series models are well-suited to forecast loss ratios in the insurance industry, although actuaries have been slow to adopt modern statistical methods.
• Working with limited data is a challenge, but informed priors and hierarchical models can help improve the modeling process.
• Bayesian model stacking allows for blending together different model predictions and taking the best of both (or all if more than 2 models) worlds.
• Model comparison is done using out-of-sample performance metrics, such as the expected log point-wise predictive density (ELPD). Brute leave-future-out cross-validation is often used due to the time-series nature of the data.
• Stacking or averaging models are trained on out-of-sample performance metrics to determine the weights for blending the predictions. Model stacking can be a powerful approach for combining predictions from candidate models. Hierarchical stacking in particular is useful when weights are assumed to vary according to covariates.
• BayesBlend is a Python package developed by Ledger Investing that simplifies the implementation of stacking models, including pseudo Bayesian model averaging, stacking, and hierarchical stacking.
• Evaluating the performance of patient time series models requires considering multiple metrics, including log likelihood-based metrics like ELPD, as well as more absolute metrics like RMSE and mean absolute error.
• Using robust variants of metrics like ELPD can help address issues with extreme outliers. For example, t-distribution estimators of ELPD as opposed to sample sum/mean estimators.
• It is important to evaluate model performance from different perspectives and consider the trade-offs between different metrics. Evaluating models based solely on traditional metrics can limit understanding and trust in the model. Consider additional factors such as interpretability, maintainability, and productionization.
• Simulation-based calibration (SBC) is a valuable tool for assessing parameter estimation and model correctness. It allows for the interpretation of model parameters and the identification of coding errors.
• In industries like insurance, where regulations may restrict model choices, classical statistical approaches still play a significant role. However, there is potential for Bayesian methods and generative AI in certain areas.

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:

• Education and visual communication are key in helping athletes understand the impact of nutrition on performance.
• Bayesian statistics are used to analyze player performance and injury risk.
• Integrating diverse data sources is a challenge but can provide valuable insights.
• Understanding the specific needs and characteristics of athletes is crucial in conditioning and injury prevention. The application of Bayesian statistics in baseball science requires experts in Bayesian methods.
• Traditional statistical methods taught in sports science programs are limited.
• Communicating complex statistical concepts, such as Bayesian analysis, to coaches and players is crucial.
• Conveying uncertainties and limitations of the models is essential for effective utilization.
• Emerging trends in baseball science include the use of biomechanical information and computer vision algorithms.
• Improving player performance and injury prevention are key goals for the future of baseball science.

Chapters:

00:00 The Role of Nutrition and Conditioning

05:46 Analyzing Player Performance and Managing Injury Risks

12:13 Educating Athletes on Dietary Choices

18:02 Emerging Trends in Baseball Science

29:49 Hierarchical Models and Player Analysis

36:03 Challenges of Working with Limited Data

39:49 Effective Communication of Statistical Concepts

47:59 Future Trends: Biomechanical Data Analysis and Computer Vision Algorithms

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,...

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 ;)

In a few days, a consequential election will take place, as citizens of the United States will go to the polls and elect their president — in fact they already started voting. You probably know a few forecasting models that try to predict what will happen on Election Day — who will get elected, by how much and with which coalition of States?

But how do these statistical models work? How do you account for the different sources of uncertainty, be it polling errors, unexpected turnout or media events? How do you model covariation between States? How do you even communicate the model’s results and afterwards assess its performance? To talk about all this, I had the pleasure to talk to Andrew Gelman and Merlin Heidemanns.

Andrew was already on episode 20, to talk about his recent book with Jennifer Hill and Aki Vehtari, “Regression and Other Stories”. He’s a professor of statistics and political science at Columbia University and works on a lot of topics, including: why campaign polls are so variable while elections are so predictable, the statistical challenges of estimating small effects, and methods for surveys and experimental design.

Merlin is a PhD student in Political Science at Columbia University, and he specializes in political methodology. Prior to his PhD, he did a Bachelor's in Political Science at the Freie Universität Berlin.

I hope you’ll enjoy this episode where we dove into the Bayesian model they helped develop for The Economist, and talked more generally about how to forecast elections with statistical methods, and even about the incentives the forecasting industry has as a whole.

Thank you to my Patrons for making this episode possible! Visit https://www.patreon.com/learnbayesstats to unlock exclusive Bayesian swag ;)

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

Links from the show:

• Andrew's website: http://www.stat.columbia.edu/~gelman/
• Andrew's blog: https://statmodeling.stat.columbia.edu/
• Andrew on Twitter: https://twitter.com/statmodeling
• Merlin's website: https://merlinheidemanns.github.io/website/
• Merlin on Twitter: https://twitter.com/MHeidemanns
• The Economist POTUS forecast: https://projects.economist.com/us-2020-forecast/president
• How The Economist presidential forecast works: https://projects.economist.com/us-2020-forecast/president/how-this-works
• GitHub repo of the Economist model: https://github.com/TheEconomist/us-potus-model
• Information, incentives, and goals in election forecasts (Gelman, Hullman & Wlezien): http://www.stat.columbia.edu/~gelman/research/unpublished/forecast_incentives3.pdf
• How to think about extremely...

I don’t know about you, but I’m starting to really miss traveling and just talking to people without having to think about masks, social distance and activating the covid tracking app on my phone. In the coming days, there is one event that, granted, won’t make all of that disappear, but will remind me how enriching it is to meet new people — this event is PyMCon, the first-ever conference about the PyMC ecosystem! To talk about the conference format, goals and program, I had the pleasure to host Ravin Kumar and Quan Nguyen on the show.

Quan is a PhD student in computer science at Washington University in St Louis, USA, researching Bayesian machine learning and one of the PyMCon program committee chairs. He is also the author of several programming books on Python and scientific computing.

Ravin is a core contributor to Arviz and PyMC, and is leading the PyMCon conference. He holds a Bachelors in Mechanical Engineering and a Masters in Manufacturing Engineering. As a Principal Data Scientist he has used Bayesian Statistics to characterize and aid decision making at organizations like SpaceX and Sweetgreen. Ravin is also currently co-authoring a book with Ari Hartikainen, Osvaldo Martin, and Junpeng Lao on Bayesian Statistics due for release in February.

We talked about why they became involved in the conference, parsed through the numerous, amazing talks that are planned, and detailed who the keynote speakers will be… So, If you’re interested the link to register is in the show notes, and there are even two ways to get a free ticket: either by applying to a diversity scholarship, or by being a community partner, which is anyone or any organization working towards diversity and inclusion in tech — all links are in the show notes.

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

Links from the show:

• PyMCon speakers: https://pymc-devs.github.io/pymcon/speakers
• Register to PyMCon: https://www.eventbrite.com/e/pymcon-2020-tickets-121404065829
• PyMCon Diversity Scholarship: https://bit.ly/2J3Vb9d
• PyMCon Community Partner Form: https://bit.ly/35yq90L
• PyMC3 -- Probabilistic Programming in Python: https://docs.pymc.io
• Donate to PyMC3: https://numfocus.org/donate-to-pymc3
• PyMC3 for enterprise: https://bit.ly/3jo9jq9
• Ravin on Twitter: https://twitter.com/canyon289
• Quan on the web: https://krisnguyen135.github.io/
• Quan's author page: https://amzn.to/37JsB7r
• Alex talks about polls on the "Local Maximum" podcast: https://bit.ly/3e1Ro7O
• Support "Learning Bayesian Statistics" on Patreon: https://www.patreon.com/learnbayesstats

Thank you to my Patrons for making...

Have you watched the series « The English Game », on Netflix? Well, I think you should — it’s a fascinating dive into how football went from an aristocratic to a popular sport in the late 19th century England. Today it is so popular that it became a valuable business to do statistics on the game and its players!

To talk about that, I invited Kevin Minkus on the show — he’s a data scientist and soccer fan living in Philadelphia. Kevin’s currently working at Monetate on ecommerce problems, and prior to Monetate he worked on property and casualty insurance pricing.

He spends a lot of his spare time working on problems in football analytics and is a contributor at American Soccer Analysis, a website and podcast dedicated to… football made or played in the US (or “soccer”, as they say over there). Kevin is responsible for some of their data management and devops, and he recently wrote a guide to football analytics for the Major League Soccer’s website, entitled « Soccer Analytics 101 ».

To be honest, I had a great time talking for one hour about two of my passions — football and stats! Soooo, maybe 2020 isn’t that bad after all… Ow, and beyond football, Kevin is also into the digital humanities, web development, 3D animation, machine learning, and… the bassoon!

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

Links from the show:

• Kevin on Twitter: https://twitter.com/kevinminkus
• Kevin on GitHub: https://github.com/kcm30
• Soccer Analytics 101: https://www.mlssoccer.com/soccer-analytics-guide/2020/soccer-analytics-101
• American Soccer Analysis: https://www.americansocceranalysis.com/

Thank you to my Patrons for making this episode possible!

Yusuke Saito, Avi Bryant, Ero Carrera, Brian Huey, Giuliano Cruz, Tim Gasser, James Wade, Tradd Salvo, Adam Bartonicek, William Benton, Alan O'Donnell, Mark Ormsby, Demetri Pananos, James Ahloy, Jon Berezowski, Robin Taylor, Thomas Wiecki, Chad Scherrer, Vincent Arel-Bundock, Nathaniel Neitzke, Zwelithini Tunyiswa, Elea McDonnell Feit, Bertrand Wilden, James Thompson, Stephen Oates, Gian Luca Di Tanna, Jack Wells, Matthew Maldonado, Ian Costley, Ally Salim, Larry Gill, Joshua Duncan, Ian Moran and Paul Oreto.

Do you know what proteins are, what they do and why they are useful? Well, be prepared to be amazed! In this episode, Seth Axen will tell us about the fascinating world of protein structures and computational biology, and how his work of Bayesian modeler fits into that!

Passionate about mathematics and statistics, Seth is finishing a PhD in bioinformatics at the Sali Lab of the University of California, San Francisco (UCSF). His research interests span the broad field of computational biology: using computer science, mathematics, and statistics to understand biological systems. His current research focuses on inferring protein structural ensembles. 

Open source development is also very dear to his heart, and indeed he contributes to many open source packages, especially in the Julia ecosystem. In particular, he develops and maintains ArviZ.jl, the Julia port of ArviZ, a platform-agnostic python package to visualize and diagnose your Bayesian models. Seth will tell us how he became involved in ArviZ.jl, what its strengths and weaknesses are, and how it fits into the Julia probabilistic programming landscape.

Ow, and as a bonus, you’ll discover why Seth is such a fan of automatic differentiation, aka « autodiff » — I actually wanted to edit this part out but Seth strongly insisted I kept it. Just kidding of course — or, am I… ?

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

Links from the show:

• Seth website: http://sethaxen.com/
• Seth on Twitter: https://twitter.com/sethaxen
• Seth on GitHub: https://github.com/sethaxen
• ArviZ.jl -- Exploratory analysis of Bayesian models in Julia: https://arviz-devs.github.io/ArviZ.jl/dev/
• PyCon2020 -- Colin Carroll -- Getting started with automatic differentiation: https://www.youtube.com/watch?v=NG21KWZSiok

Thank you to my Patrons for making this episode possible!

Yusuke Saito, Avi Bryant, Ero Carrera, Brian Huey, Giuliano Cruz, Tim Gasser, James Wade, Tradd Salvo, Adam Bartonicek, William Benton, Alan O'Donnell, Mark Ormsby, Demetri Pananos, James Ahloy, Jon Berezowski, Robin Taylor, Thomas Wiecki, Chad Scherrer, Vincent Arel-Bundock, Nathaniel Neitzke, Zwelithini Tunyiswa, Elea McDonnell Feit, Bertrand Wilden, James Thompson, Stephen Oates, Gian Luca Di Tanna, Jack Wells, Matthew Maldonado, Ian Costley, Ally Salim, Larry Gill, Joshua Duncan, Ian Moran and Paul Oreto.

If you’ve studied at a business school, you probably didn’t attend any Bayesian stats course there. Well this isn’t like that in every business schools! Elea McDonnel Feit does integrate Bayesian methods into her teaching at the business school of Drexel University, in Philadelphia, US. 

Elea is an Assistant Professor of Marketing at Drexel, and in this episode she’ll tell us which methods are the most useful in marketing analytics, and why.

Indeed, Elea develops data analysis methods to inform marketing decisions, such as designing new products and planning advertising campaigns. Often faced with missing, unmatched or aggregated data, she uses MCMC sampling, hierarchical models and decision theory to decipher all this.

After an MS in Industrial Engineering at Lehigh University and a PhD in Marketing at the University of Michigan, Elea worked on product design at General Motors and was most recently the Executive Director of the Wharton Customer Analytics Initiative.

Thanks to all these experiences, Elea loves teaching marketing analytics and Bayesian and causal inference at all levels. She even wrote the book R for Marketing Research and Analytics with Chris Chapman, at Springer Press.

In summary, I think you’ll be pretty surprised by how Bayesian the world of marketing is…

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

Links from the show:

• Elea's website: http://eleafeit.com/
• R for Marketing Research and Analytics: http://r-marketing.r-forge.r-project.org/
• Elea's Tutorials & Online Courses: http://eleafeit.com/teaching/
• Elea on Twitter: https://twitter.com/eleafeit
• Elea on GitHub: https://github.com/eleafeit
• Tutorial on Conjoint Analysis in R: https://github.com/ksvanhorn/ART-Forum-2017-Stan-Tutorial
• Test & Roll app: https://testandroll.shinyapps.io/testandroll/
• Test & Roll Paper -- Profit-Maximizing A/B Tests: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3274875
• Principal Stratification for Advertising Experiments: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3140631
• CausalImpact R package: https://google.github.io/CausalImpact/CausalImpact.html
• Chapter on Data Fusion in marketing: https://link.springer.com/referenceworkentry/10.1007/978-3-319-05542-8_9-1
• Statistical Analysis with Missing Data (Little & Rubin): https://onlinelibrary.wiley.com/doi/book/10.1002/9781119013563
• R-Ladies Philly YouTube channel:

If, like me, you’ve been stuck in a 40 square-meter apartment for two months, you’re going to be pretty jealous of Avi Bryant. Indeed, Avi lives on Galiano Island, Canada, not very far from Vancouver, surrounded by forest, overlooking the Salish Sea. 

In this natural and beautiful — although slightly deer-infested — spot, Avi runs The Gradient Retreat Center, a place where writers, makers, and code writers can take a week away from their regular lives and focus on creative work. But it’s not only to envy him that I invited Avi on the show — it’s to talk about Bayesian inference in Scala, prior elicitation, how to deploy Bayesian methods at scale, and how to enable Bayesian inference for engineers. 

While working at Stripe, Avi wrote Rainier, a Bayesian inference framework for Scala. Inference is based on variants of the Hamiltonian Monte Carlo sampler, and the implementation is similar to, and targets the same types of models as both Stan and PyMC3. As Avi says, depending on your background, you might think of Rainier as aspiring to be either "Stan, but on the JVM", or "TensorFlow, but for small data".

In this episode, Avi will tell us how Rainier came into life, how it fits into the probabilistic programming landscape, and what its main strengths and weaknesses are.

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

Links from the show:

• Avi on Twitter: https://twitter.com/avibryant
• Avi on GitHub: https://github.com/avibryant
• Rainier -- Bayesian Inference in Scala: https://rainier.fit/
• The Gradient Retreat: https://gradientretreat.com/
• Facebook's Prophet: https://facebook.github.io/prophet/
• BAyesian Model-Building Interface (Bambi) in Python: https://bambinos.github.io/bambi/
• BRMS -- Bayesian regression models using Stan: https://paul-buerkner.github.io/brms/
• Using Bayesian Decision Making to Optimize Supply Chains -- Thomas Wiecki & Ravin Kumar: https://twiecki.io/blog/2019/01/14/supply_chain/

Thank you to my Patrons for making this episode possible!

Yusuke Saito, Avi Bryant, Ero Carrera, Brian Huey, Giuliano Cruz, Tim Gasser, James Wade, Tradd Salvo, Adam Bartonicek, William Benton, Alan O'Donnell, Mark Ormsby, Demetri Pananos, James Ahloy, Jon Berezowski, Robin Taylor, Thomas Wiecki, Chad Scherrer, Vincent Arel-Bundock, Nathaniel Neitzke, Zwelithini Tunyiswa, Elea McDonnell Feit, Bertrand Wilden, James Thompson, Stephen Oates, Gian Luca Di Tanna, Jack Wells, Matthew Maldonado, Ian Costley, Ally Salim, Larry Gill, Joshua Duncan, Ian Moran and Paul Oreto.

I bet you heard a lot about epidemiological compartmental models such as SIR in the last few months? But what are they exactly? And why are they so useful for epidemiological modeling? 

Elizaveta Semenova will tell you why in this episode, by walking us through the case study she recently wrote with the Stan team. She’ll also tell us how she used Gaussian Processes on spatio-temporal data, to study the spread of Malaria, or to fit dose-response curves in pharmaceutical tests. 

And finally, she’ll tell us how she used Bayesian neural networks for drug toxicity prediction in her latest paper, and how Bayesian neural nets behave compared to classical neural nets. Ow, and you’ll also learn an interesting link between BNNs and Gaussian Processes…

I know: Liza works on _a lot_ of projects! But who is she? Well, she’s a postdoctorate in Bayesian Machine Learning at the pharmaceutical company AstraZeneca, in Cambridge, UK. 

Elizaveta did her masters in theoretical mathematics in Moscow, Russia, and then worked in financial services as an actuary in various European countries. She then did a PhD in epidemiology at the University of Basel, Switzerland. This is where she got interested in health applications – be it epidemiology, global health or more small-scale biological questions. But she’ll tell you all that in the episode ;)

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

Links from the show:

• Liza on Twitter: https://twitter.com/liza_p_semenova
• Liza on GitHub: https://github.com/elizavetasemenova
• Liza's blog: https://elizavetasemenova.github.io/blog/
• A Bayesian neural network for toxicity prediction: https://www.biorxiv.org/content/10.1101/2020.04.28.065532v2
• Bayesian Neural Networks for toxicity prediction -- Video presentation: https://www.youtube.com/watch?v=BCQ2oVlu_tY&t=751s
• Bayesian workflow for disease transmission modeling in Stan: https://mc-stan.org/users/documentation/case-studies/boarding_school_case_study.html
• Andrew Gelman's comments on the SIR case-study: https://statmodeling.stat.columbia.edu/2020/06/02/this-ones-important-bayesian-workflow-for-disease-transmission-modeling-in-stan/
• Determining organ weight toxicity with Bayesian causal models: https://www.biorxiv.org/content/10.1101/754853v1
• Material for Applied Machine Learning Days ("Embracing uncertainty"): https://github.com/elizavetasemenova/EmbracingUncertainty
• Predicting Drug-Induced Liver Injury with Bayesian Machine Learning: https://pubs.acs.org/doi/abs/10.1021/acs.chemrestox.9b00264
• Ordered Logistic Regression in Stan, PyMC3 and Turing: https://medium.com/@liza_p_semenova/ordered-logistic-regression-and-probabilistic-programming-502d8235ad3f
• PyMCon website: https://pymc-devs.github.io/pymcon/
• PyMCon Call For Proposal: https://pymc-devs.github.io/pymcon/cfp
• PyMCon...

Once upon a time, there was an enchanted book filled with hundreds of little plots, applied examples and linear regressions — the prettiest creature that was ever seen. Its authors were excessively fond of it, and its readers loved it even more. This magical book had a nice blue cover made for it, and everybody aptly called it « Regression and other Stories »!

As every good fairy tale, this one had its share of villains — the traps where statistical methods fall and fail you; the terrible confounders, lurking in the dark; the ill-measured data that haunt your inferences! But once you defeat these monsters, you’ll be able to think about, build and interpret regression models.

This episode will be filled with stories — stories about linear regressions! Here to narrate these marvelous statistical adventures are Andrew Gelman, Jennifer Hill and Aki Vehtari — the authors of the brand new Regression and other Stories.

Andrew is a professor of statistics and political science at Columbia University. Jennifer is a professor of applied statistics at NYU. She develops methods to answer causal questions related to policy research and scientific development. Aki is an associate professor in computational probabilistic modeling at Aalto University, Finland.

In this episode, they tell us why they wrote this book, who it is for and they also give us their 10 tips to improve your regression modeling! We also talked about the limits of regression and about going to Mars…

Other good news: until October 31st 2020, you can go to http://www.cambridge.org/wm-ecommerce-web/academic/landingPage/GoodBayesian2020 and buy the book with a 20% discount by entering the promo code “GoodBayesian2020” upon checkout!

That way, you’ll make up your own stories before going to sleep and dream of a world where we can easily generalize from sample to population, and where multilevel regression with poststratification is a bliss…

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

Links from the show:

• Regression and Other Stories on Cambridge Press website: http://www.cambridge.org/wm-ecommerce-web/academic/landingPage/GoodBayesian2020
• Amazon page (because of VAT laws, in some regions ordering from Amazon can be cheaper than from the editor directly, even with the discount): https://www.amazon.com/Regression-Stories-Analytical-Methods-Research/dp/110702398X
• Code, data and examples for the book: https://avehtari.github.io/ROS-Examples/
• Port of the book in Python and Bambi: https://github.com/bambinos/Bambi_resources/tree/master/ROS
• Andrew's home page: http://www.stat.columbia.edu/~gelman/
• Andrew's blog: https://statmodeling.stat.columbia.edu/
• Andrew on Twitter: https://twitter.com/statmodeling
• Jennifer's home page:

Do you know Turing? Of course you do! With Soss and Gen, it’s one of the blockbusters to do probabilistic programming in Julia. And in this episode Cameron Pfiffer will tell us all about it — how it came to life, how it fits into the probabilistic programming landscape, and what its main strengths and weaknesses are.

Cameron did some Rust, some Python, but he especially loves coding in Julia. That’s also why he’s one of the core-developers of Turing.jl. He’s also a PhD student in finance at the University of Oregon and did his master’s in finance at the University of Reading. His interests are pretty broad, from cryptocurrencies, algorithmic and high-frequency trading, to AI in financial markets and anomaly detection – in a nutshell he’s a fan of topics where technology is involved.

As he’s the first economist to come to the show, I also asked him how Bayesian the field of economics is, why he thinks economics is quite unique among the social sciences, and how economists think about causality — I later learned that this topic is pretty controversial!

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

Links from the show:

• Bayesian Econometrics on Cameron's Blog: http://cameron.pfiffer.org/2020/03/24/bayesian-econometrics/
• Cameron on Twitter: https://twitter.com/cameron_pfiffer
• Cameron on GitHub: https://github.com/cpfiffer
• Turing.jl -- Bayesian inference in Julia: https://turing.ml/dev/
• Gen.jl -- Programmable inference embedded in Julia: https://www.gen.dev/
• Soss.jl -- Probabilistic programming via source rewriting: https://github.com/cscherrer/Soss.jl
• The Julia Language -- A fresh approach to technical computing: https://julialang.org/
• What is Probabilistic Programming -- Cornell University: http://adriansampson.net/doc/ppl.html
• Mostly Harmless Econometrics Book: http://www.mostlyharmlesseconometrics.com/

Thank you to my Patrons for making this episode possible!

Yusuke Saito, Avi Bryant, Ero Carrera, Brian Huey, Giuliano Cruz, Tim Gasser, James Wade, Tradd Salvo, Adam Bartonicek, William Benton, Alan O'Donnell, Mark Ormsby, Demetri Pananos, James Ahloy, Jon Berezowski, Robin Taylor, Thomas Wiecki, Chad Scherrer, Vincent Arel-Bundock, Nathaniel Neitzke, Zwelithini Tunyiswa, Elea McDonnell Feit, Bertrand Wilden, James Thompson, Stephen Oates, Gian Luca Di Tanna, Jack Wells, Matthew Maldonado, Ian Costley, Ally Salim, Larry Gill, Joshua Duncan, Ian Moran and Paul Oreto.

I hope you’re all safe! Some of you also asked me if I had set up a Patreon so that they could help support the show, and that’s why I’m sending this short special episode your way today. I had thought about that, but I wasn’t sure there was a demand for this. Apparently, there is one — at least a small one — so, first, I wanna thank you and say how grateful I am to be in a community that values this kind of work!

The Patreon page is now live at patreon.com/learnbayesstats. It starts as low as 3€ and you can pick from 4 different tiers:

1. "Maximum A Posteriori" (3€): Join the Slack, where you can ask questions about the show, discuss with like-minded Bayesians and meet them in-person when you travel the world.
2. "Full Posterior" (5€): Previous tier + Your name in all the show notes, and I'll express my gratitude to you in the first episode to go out after your contribution. You also get early access to the special episodes. -- that I'll make at an irregular pace and will include panel discussions, book releases, live shows, etc.
3. "Principled Bayesian" (20€): Previous tiers + Every 2 months, I'll ask my guest two questions voted-on by "Principled Bayesians". I'll probably do that with a poll in the Slack channel, which will be only answered by the "Principled Bayesians" and of these questions, I will ask the top 2 every two months on the show. 
4. "Good Bayesian" (200€, only 8 spots): Previous tiers + Every 2 months, you can come on the show and you ask one question to the guest without a vote. So that's why I can't have too many people in that tier.

Before telling you the best part: I already have a lot of ideas for exclusive content and options. I first need to see whether you're as excited as I am about it. If I see you are, I'll be able to add new perks to the tiers! So give me your feedback about the current tiers or any benefits you'd like to see there... but don't see yet! BTW, you have a new way to do that now: sending me voice messages at anchor.fm/learn-bayes-stats/message!

Now, the icing on the cake: until July 31st, if you choose the "Full Posterior" tier (5$) or higher, you get early access to the very special episode I'm planning with Andrew Gelman, Jennifer Hill and Aki Vehtari about their upcoming book, "Regression and other stories". To top it off, there will be a promo code in the episode to buy the book at a discount price — now, that is an offer you can't turn down!

Alright, that is it for today — I hope you’re as excited as I am for this new stage in the podcast’s life! Please keep the emails, the tweets, the voice messages, the carrier pigeons coming with your feedback, questions and suggestions.

In the meantime, take care and I’ll see you in the next episode — episode 19, with Cameron Pfiffer, who’s the first economist to come on the show and who’s a core-developer of Turing.jl. We’re gonna talk about the Julia probabilistic programming landscape, Bayes in economics and causality — it’s gonna be fun ;) 

Again, patreon.com/learnbayesstats if you want to support the show and unlock some nice perks. Thanks again, I am very grateful for any support you can bring me!

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

Links from the show:

• LBS Patreon page: patreon.com/learnbayesstats
• Send me voice messages:

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

How do you design a good experimental study? How do you even know that you’re asking a good research question? Moreover, how can you align funding and publishing incentives with the principles of an open source science?

Let’s do another “big picture” episode to try and answer these questions! You know, these episodes that I want to do from time to time, with people who are not from the Bayesian world, to see what good practices there are out there. The first one, episode 15, was focused on programming and python, thanks to Michael Kennedy. 

In this one, you’ll meet Daniel Lakens. Daniel is an experimental psychologist at the Human-Technology Interaction group at Eindhoven University of Technology, in the Netherlands. He’s worked there since 2010, when he received his PhD in social psychology. 

His research focuses on how to design and interpret studies, applied meta-statistics, and reward structures in science. Daniel loves teaching about research methods and about how to ask good research questions. He even crafted free Coursera courses about these topics. 

A fervent advocate of open science, he prioritizes scholar articles review requests based on how much the articles adhere to Open Science principles. On his blog, he describes himself as ‘the 20% Statistician’. Why? Well, he’ll tell you in the episode…

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

Links from the show:

• Daniel's website: https://sites.google.com/site/lakens2/Home
• The 20% Statistician: http://daniellakens.blogspot.com/
• Daniel on GitHub: https://github.com/Lakens
• Daniel on Twitter: https://twitter.com/lakens
• Daniel on Google Scholar: https://scholar.google.nl/citations?user=ZbqYyrsAAAAJ&hl=nl
• Coursera Course -- Improving your statistical inferences: https://www.coursera.org/learn/statistical-inferences
• Coursera Course -- Improving Your Statistical Questions: https://www.coursera.org/learn/improving-statistical-questions
• Peer Reviewers' Openness Initiative: https://opennessinitiative.org/
• The Scientific Paper Is Obsolete -- Here’s what’s next: https://www.theatlantic.com/science/archive/2018/04/the-scientific-paper-is-obsolete/556676/

Have you already encountered a model that you know is scientifically sound, but that MCMC just wouldn’t run? The model would take forever to run — if it ever ran — and you would be greeted with a lot of divergences in the end. Yeah, I know, my stress levels start raising too whenever I hear the word « divergences »…

Well, you’ll be glad to hear there are tricks to make these models run, and one of these tricks is called re-parametrization — I bet you already heard about the poorly-named non-centered parametrization?

Well fear no more! In this episode, Maria Gorinova will tell you all about these model re-parametrizations! Maria is a PhD student in Data Science & AI at the University of Edinburgh. Her broad interests range from programming languages and verification, to machine learning and human-computer interaction. 

More specifically, Maria is interested in probabilistic programming languages, and in exploring ways of applying program-analysis techniques to existing PPLs in order to improve usability of the language or efficiency of inference.

As you’ll hear in the episode, she thinks a lot about the language aspect of probabilistic programming, and works on the automation of various “tricks” in probabilistic programming: automatic re-parametrization, automatic marginalization, automatic and efficient model-specific inference.

As Maria also has experience with several PPLs like Stan, Edward2 and TensorFlow Probability, she’ll tell us what she thinks a good PPL design requires, and what the future of PPLs looks like to her.

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

Links from the show:

• Maria on the Web: http://homepages.inf.ed.ac.uk/s1207807/index.html
• Maria on Twitter: https://twitter.com/migorinova
• Maria on GitHub: https://github.com/mgorinova
• Automatic Reparameterisation of Probabilistic Programs (Maria's paper with Dave Moore and Matthew Hoffman): https://arxiv.org/abs/1906.03028
• Stan User's Guide on Reparameterization: https://mc-stan.org/docs/2_23/stan-users-guide/reparameterization-section.html
• HMC for hierarchical models -- Background on reparameterization: https://arxiv.org/abs/1312.0906
• NeuTra -- Automatic reparameterization: https://arxiv.org/abs/1903.03704
• Edward2 -- A library for probabilistic modeling, inference, and criticism: http://edwardlib.org/
• Pyro -- Automatic reparameterization and marginalization: https://pyro.ai/
• Gen -- Programmable inference: http://probcomp.csail.mit.edu/software/gen/
• TensorFlow Probability: https://www.tensorflow.org/probability/

A librarian, a philosopher and a statistician walk into a bar — and they can’t find anybody to talk to; nobody seems to understand what they are talking about. Nobody? No! There is someone, and this someone is Will Kurt! 

Will Kurt is the author of ‘Bayesian Statistics the Fun Way’ and ‘Get Programming With Haskell’. Currently the lead Data Scientist for the pricing and recommendations team at Hopper, he also blogs about stats and probability at countbayesie.com.

In this episode, he’ll tell us how a Boston librarian can become a Data Scientist and work with Bayesian models everyday. He’ll also explain the value of Bayesian inference from a philosophical standpoint, why it’s useful in the travel industry and how his latest book came into life.

Finally, Will is also a big fan of the “mind projection fallacy”, an informal fallacy first described by physicist and Bayesian philosopher Edwin Thompson Jaynes. Does that intrigue you? Well, stay tuned, he’ll tell us more in the episode…

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

Links from the show:

• Will's Blog: https://www.countbayesie.com
• Will on Twitter: https://twitter.com/willkurt
• Bayesian Statistics the Fun Way -- Understanding Statistics and Probability with Star Wars, LEGO, and Rubber Ducks: https://nostarch.com/learnbayes
• Get Programming with Haskell: https://www.amazon.com/Get-Programming-Haskell-Will-Kurt/dp/1617293768
• The Mind Projection Fallacy: https://en.wikipedia.org/wiki/Mind_projection_fallacy
• Probability Theory -- The Logic of Science by E.T. Jaynes: https://www.cambridge.org/core/books/probability-theory/9CA08E224FF30123304E6D8935CF1A99
• Wittgenstein's Lectures on the Foundations of Mathematics: https://www.amazon.com/Wittgensteins-Lectures-Foundations-Mathematics-Cambridge/dp/0226904261

This is it folks! This is the first of the special episodes I want to do from time to time, to expand our perspective and get inspired by what’s going on elsewhere. The guests will not come directly from the Bayesian world, but will still be related to science or programming.

For the first episode of the kind, I had the chance to chat with Michael Kennedy! Michael is not only a very knowledgeable and respected member of the Python community, he’s also the founder and host of Talk Python To Me, the most popular Python podcast. He’s the founder and chief author at Talk Python Training, where he develops many Python developer online courses. 

And before that, Michael was a professional software trainer for over 10 years – he has taught numerous developers throughout the world! But Michael is not only an entrepreneur and teacher – he’s also a father, a husband, and a proud inhabitant of Portland, OR! 

As you’ll hear, our conversation spanned a large array of topics — the role of Python in science and research; how it came to be so important in data science, and why; what are Python’s threats and weaknesses and how it should evolve to not become obsolete. Michael also has interesting thoughts on the role of programming in education and how it relates to geometry — but I’ll let you discover that one by yourself…

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

Links from the show:

• Michael on Twitter: https://twitter.com/mkennedy
• The Talk Python Podcast: https://talkpython.fm/
• The Python Bytes Podcast: https://pythonbytes.fm/
• Michael's blog: https://blog.michaelckennedy.net/
• Michael on Crowdcast: https://www.crowdcast.io/mkennedy
• Jupytext -- Turn Jupyter Notebooks to scripts and (R) Markdown files: https://jupytext.readthedocs.io/en/latest/introduction.html

I bet you love penguins, right? The same goes for koalas, or puppies! But what about sharks? Well, my next guest loves sharks — she loves them so much that she works a lot with marine biologists, even though she’s a statistician! 

Vianey Leos Barajas is indeed a statistician primarily working in the areas of statistical ecology, time series modeling, Bayesian inference and spatial modeling of environmental data. Vianey did her PhD in statistics at Iowa State University and is now a postdoctoral researcher at North Carolina State University.

In this episode, she’ll tell us what she’s working on that involves sharks, sheep and other animals! Trying to model animal movements, Vianey often encounters the dreaded multimodal posteriors. She’ll explain why these can be very tricky to estimate, and why ecological data are particularly suited for hidden Markov models and spatio-temporal models — don’t worry, Vianey will explain what these models are in the episode!

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

Links from the show:

• Vianey on Twitter: https://twitter.com/vianey_lb
• Hidden Markov Models in the Stan User's Guide: https://mc-stan.org/docs/2_18/stan-users-guide/hmms-section.html
• Tagging Basketball Events with HMM in Stan: https://mc-stan.org/users/documentation/case-studies/bball-hmm.html
• HMMs with Python and PyMC3: https://ericmjl.github.io/bayesian-analysis-recipes/notebooks/markov-models/
• The Discrete Adjoint Method -- Efficient Derivatives for Functions of Discrete Sequences (Betancourt, Margossian, Leos-Barajas): https://arxiv.org/abs/2002.00326
• Vianey will be doing an HMM 90-minute introduction at the International Statistical Ecology Conference in June 2020: http://www.isec2020.org/
• Stan for Ecology -- a website for the ecology community in Stan: https://stanecology.github.io/
• LatinR 2020 -- 7th to 9th October 2020: https://latin-r.com/
• Migramar -- Science for the Conservation of Marine Migratory Species in the Eastern Pacific: http://migramar.org/hi/en/
• Pelagios Kakunja -- Know, educate and conserve for a sustainable sea: https://www.pelagioskakunja.org/

Book recommendations:

• Hidden Markov Models for Time Series: https://www.routledge.com/Hidden-Markov-Models-for-Time-Series-An-Introduction-Using-R-Second-Edition/Zucchini-MacDonald-Langrock/p/book/9781482253832
• Handbook of Mixture Analysis:

How is Julia doing? I’m talking about the programming language, of course! What does the probabilistic programming landscape in Julia look like? What are Julia’s distinctive features, and when would it be interesting to use it?

To talk about that, I invited Chad Scherrer. Chad is a Senior Research Scientist at RelationalAI, a company that uses Artificial Intelligence technologies to solve business problems.

Coming from a mathematics background, Chad did his PhD at Indiana University of Bloomington and has been working in statistics and data science for a decade now. Through this experience, he’s been using and developing probabilistic programming languages – so he’s familiar with python, R, PyMC, Stan and all the blockbusters of the field. 

But since 2018, he’s particularly interested in Julia and developed Soss, an open-source lightweight probabilistic programming package for Julia. In this episode, he’ll tell us why he decided to create this package, and which choices he made that made Soss what it is today. But we’ll also talk about other projects in Julia, like Turing or Gen for instance.

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

Links from the show:

• Chad's Website: https://cscherrer.github.io/
• Chad on Twitter: https://twitter.com/ChadScherrer
• Soss Package: https://github.com/cscherrer/Soss.jl
• Soss Presentation at 2019 Strata NYC: https://slides.com/cscherrer/2019-09-26-strata#/
• Passage -- A Parallel Sampler Generator for Hierarchical Bayesian Modeling: https://bit.ly/2UTmaYB
• Dynamic HMC in Julia: https://github.com/tpapp/DynamicHMC.jl
• Advanced HMC in Julia: https://github.com/TuringLang/AdvancedHMC.jl
• Monte Carlo Measurements in Julia: https://github.com/baggepinnen/MonteCarloMeasurements.jl
• Turing.jl -- Bayesian inference with probabilistic programming: https://turing.ml/dev/
• Gen.jl -- Probabilistic modeling and inference in Julia: https://www.gen.dev/
• Etalumis -- Bringing Probabilistic Programming to Scientific Simulators at Scale: https://arxiv.org/abs/1907.03382
• Omega.jl -- A programming language for causal and probabilistic reasoning: http://www.zenna.org/Omega.jl/latest/
• JuliaLang -- The Ingredients for a Composable Programming Language: https://white.ucc.asn.au/2020/02/09/whycompositionaljulia.html
• Simpy -- Discrete event simulation for Python:

Do you know Google Summer of Code? It’s a time of year when students can contribute to open-source software by developing and adding much needed functionalities to the open-source package of their choice. And Demetri Pananos did just that.

He did it in 2019 with PyMC3, for which he developed the API for ordinary differential equations. In this episode, he’ll tell us why and how he did that, what he learned from the experience, and what the strengths and weaknesses of the API are in his opinion.

Demetri is a Ph.D candidate in Biostatistics at Western University, in Ontario, Canada. His research interests surround machine learning and Bayesian statistics for personalized medicine. He earned his Master’s in Applied Mathematics from The University of Waterloo and is a firm believer in open science, interdisciplinary collaboration, and reproducible research. 

Other than that, he loves plotting data and drinking IPA beer – well, who doesn’t?”

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

Links from the show:

• Demetri on Twitter: https://twitter.com/PhDemetri
• Demetri on GitHub: https://github.com/Dpananos
• Demetri's website: https://dpananos.github.io/
• PyMC3, Probabilistic Programming in Python: https://docs.pymc.io/
• Chris Bishop, Pattern Recognition and Machine Learning: https://www.amazon.fr/Pattern-Recognition-Machine-Learning-Christopher/dp/0387310738
• Bayesian Data Analysis (Gelman, Carlin, Stern, Dunson, Vehtari, Rubin): http://www.stat.columbia.edu/~gelman/book/
• Parallel Plots: https://arviz-devs.github.io/arviz/generated/arviz.plot_parallel.html

I bet you already heard about hierarchical models, or multilevel models, or varying-effects models — yeah this type of models has a lot of names! Many people even turn to Bayesian tools to build _exactly_ these models. But what are they? How do you build and use a hierarchical model? What are the tricks and classical traps? And even more important: how do you _interpret_ a hierarchical model?

In this episode, Thomas Wiecki will come to the rescue and explain what multilevel models are, how to build them, what their powers are… but also why you should be very careful when building them…

Does the name Thomas Wiecki ring a bell? Probably because he’s the host and creator of the PyData Deep Dive Podcast, where he interviews open-source contributors from the Python and Data Science worlds! Thomas is also the VP of Data Science at Quantopian, a crowd-sourced quantitative investment firm that encourages people everywhere to write investment algorithms.

Finally, Thomas is a longtime Bayesian and core-developer of PyMC3, a fantastic python package to do probabilistic programming in Python. On his blog, he publishes tutorial articles and explores new ideas such as Bayesian Deep Learning. Caring a lot about open-source software sustainability, he puts all he’s up to on his Patreon page, that you’ll find in the show notes.

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

Links from the show:

• Thomas’ series on Hierarchical Regression: https://twiecki.io/blog/2013/08/12/bayesian-glms-1/
• Non-centered Parametrization with PyMC3: https://twiecki.io/blog/2017/02/08/bayesian-hierchical-non-centered/
• Using Bayesian Decision Making: https://twiecki.io/blog/2019/01/14/supply_chain/
• PyMC3 - Probabilistic Programming in Python: https://docs.pymc.io/
• Symbolic PyMC: https://pymc-devs.github.io/symbolic-pymc/
• PyData Deep Dive Podcast: https://pydata-podcast.com
• Thomas on Twitter: https://twitter.com/twiecki?lang=en
• Thomas on Patreon: https://www.patreon.com/twiecki
• Thomas on GitHub: https://github.com/twiecki
• Alex’s Hierarchical Model of Elections in Paris: https://mybinder.org/v2/gh/AlexAndorra/pollsposition_models/master?urlpath=%2Fvoila%2Frender%2Fdistrict-level%2Fmunic_model_analysis.ipynb

How do you handle your MCMC samples once your Bayesian model fit properly? Which diagnostics do you check to see if there was a computational problem? And isn’t that nice when you have beautiful and reliable plots to complement your analysis and better understand your model?

I know what you think: plotting can be long and complicated in these cases. Well, not with ArviZ, a platform-agnostic package to do exploratory analysis of your Bayesian models. And in this episode, Ari Hartikainen will tell you why.

Ari is a data-scientist in geophysics and a researcher at the Department of Civil Engineering of Aalto University in Finland. He mainly works on geophysics, Bayesian statistics and visualization. 

Ari’s also a prolific open-source contributor, as he’s a core-developer of the popular Stan and ArviZ libraries. He’ll tell us how PyStan interacts with ArviZ, what he thinks ArviZ most useful features are, and which common difficulties he encounters with his models and data.

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

Links from the show:

• Ari on GitHub: https://github.com/ahartikainen
• Ari on Twitter: https://twitter.com/a_hartikainen
• ArviZ -- Exploratory analysis of Bayesian models: https://arviz-devs.github.io/arviz/
• Introductory paper of ArviZ in The Journal of Open Source Software: https://www.researchgate.net/publication/330402908_ArviZ_a_unified_library_for_exploratory_analysis_of_Bayesian_models_in_Python
• Stan -- Statistical Modeling Platform: https://mc-stan.org/
• GPflow -- Gaussian processes in TensorFlow: https://www.gpflow.org/
• GPy -- Gaussian processes framework in Python: https://sheffieldml.github.io/GPy/

Have you always wondered what dark matter is? Can we even see it — let alone measure it? And what would discover it imply for our understanding of the Universe?

In this episode, we’ll take look at the cosmos with Maggie Lieu. She’ll tell us what research in astrophysics is made of, what model she worked on at the European Space Agency, and how Bayesian the world of space science is.

Maggie Lieu did her PhD in the Astronomy & Space Department of the University of Birmingham. She’s now a Research Fellow of Machine Learning & Cosmology at the University of Nottingham and is working on projects in preparation for Euclid, a space-based telescope whose goal is to map the dark Universe and help us learn about the nature of dark matter and dark energy.

In a nutshell, she tries to help us better understand the entire cosmos. Even more amazing, she uses the Stan library and applies Bayesian statistical methods to decipher her astronomical data! But Maggie is not just a Bayesian astrophysicist: she also loves photography and rock-climbing!

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

Links from the show:

• Maggie's Website: https://maggielieu.com/
• Maggie's Google Scholar Page: https://scholar.google.co.uk/citations?user=ilfwfuUAAAAJ&hl=en
• Maggie on Twitter: https://twitter.com/Space_Mog
• Maggie on GitHub: https://github.com/MaggieLieu
• Maggie on YouTube: https://www.youtube.com/channel/UClO6TuRE6XLzbMBmQ_KY38A
• Stan -- Statistical Modeling Platform: https://mc-stan.org/
• Stan's YouTube Channel: https://www.youtube.com/channel/UCwgN5srGpBH4M-Zc2cAluOA

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...

What is it like using Bayesian tools when you’re a software engineer or computer scientist? How do you apply these tools in the online ad industry? 

More generally, what is Bayesian thinking, philosophically? And is it really useful in every day life? Because, well you can’t fire up MCMC each time you need to make a quick decision under uncertainty… So how do you do that in practice, when you have at most a pen and paper?

In this episode, you’ll hear Max Sklar’s take on these questions. Max is a software engineer with a focus on machine learning and Bayesian inference. Now working at Foursquare’s innovation lab, he recently led the development of a causality model for Foursquare’s Ad Attribution product and taught a course on Bayesian Thinking at the Lviv Data Science Summer School.

Max is also an open-source enthusiast and a fellow podcaster – he’s the host of the Local Maximum podcast, where you can hear every week about the latest trends in AI, machine learning and technology from an engineering perspective.

Ow, and if you liked the movie « Her », with Joaquin Phoenix, well you’re in for a treat at the end of this episode…

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

Links from the show:

• Local Maximum podcast website: https://www.localmaxradio.com
• Max on Twitter: https://twitter.com/maxsklar
• Bayesian linear models: https://github.com/maxsklar/BayesPy/tree/master/LinearModels
• Bayesian Dirichlet-Multinomial estimation: https://github.com/maxsklar/BayesPy/tree/master/DirichletEstimation
• Bayesian Thinking for Applied Machine Learning slides: https://docs.google.com/presentation/d/1eiceuvXlsoFKoHdqjF3qXBkyht7vR0YXQPG82ady-TU/edit?usp=sharing

You can’t study psychology up until your PhD and end-up doing very mathematical and computational data science at Google right? It’s too hard of a U-turn — some would even say it’s NUTS, just because they like bad puns… Well think again, because Junpeng Lao did just that!

Before doing data science at Google, Junpeng was a cognitive psychology researcher at the University of Fribourg, Switzerland. Working in Python, Matlab and occasionally in R, Junpeng is a prolific open-source contributor, particularly to the popular TensorFlow and PyMC3 libraries. He also maintains the PyMC Discourse on his free time, where he amazingly answers all kinds of various and very specific questions!

In this episode, he’ll tell you what the core characteristics of TensorFlow Probability are, and when you would use TFP instead of another probabilistic programming framework, like Stan or PyMC3. He’ll also explain why PyMC4 will be based on TensorFlow Probability itself, and what future contributions he has in mind for these two amazing libraries. Finally, Junpeng will share with you his workflow for debugging a model, or just for better understanding your models.

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

Links from the show: 

• Junpeng's blog: https://junpenglao.xyz/
• Junpeng on Twitter: https://twitter.com/junpenglao
• Junpeng on GitHub: https://github.com/junpenglao
• Advanced Bayesian Modeling Tutorial: https://discourse.pymc.io/t/advance-bayesian-modelling-with-pymc3/1439
• Stan Devs' Prior Choice Recommendations: https://github.com/stan-dev/stan/wiki/Prior-Choice-Recommendations
• PyMC Discourse: https://discourse.pymc.io/
• PyMC3 - Probabilistic Programming in Python: https://docs.pymc.io/
• Tensor Flow Probability: https://www.tensorflow.org/probability/

If you’re there, it’s probably because you’re interested in Bayesian inference, right? But don’t you feel lost sometimes when building a model? Or you ask yourself why what you’re trying to do is so damn hard… and you conclude that YOU are the problem, that YOU must be doing something wrong!

Well, rest assured, as you’ll hear from Michael Betancourt himself: it’s hard for everybody! That’s why over the years he developed and tries to popularize what he calls a « principled Bayesian workflow » — in a nutshell, think about what could have generated your data; and always question default settings!

With that workflow, you’ll probably feel less alone when modeling, but expect to fail often. That’s ok — as Michael says: if you don’t fail, you don’t learn!

Who is Michael Betancourt you ask? He is a physicist and statistician, whose research focuses on the development of robust statistical workflows, computational tools, and pedagogical resources that help bridge the gap between statistical theory and scientific practice.

Michael works a lot on differential geometry and probability theory, and he often lives in high-dimensional spaces, where he meets with a good friend of his -- Hamiltonian Monte Carlo. Then, you won’t be surprised to learn that Michael is one of the core developers of the seminal probabilistic programming language Stan.

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

Links from the show:

• Michael's upcoming course: https://events.eventzilla.net/e/introduction-to-bayesian-inference-with-stan-with-michael-betancourt-2138756860
• Michael's website (the “Writing” page collects the case studies and pedagogical material, and the “Speaking” page links to the recorded talks): https://betanalpha.github.io/
• Support Michael's work on Patreon: https://patreon.com/betanalpha
• Michael on Twitter: https://twitter.com/betanalpha
• Michael on GitHub: https://github.com/betanalpha
• Stan probabilistic programming langage: https://mc-stan.org/

I have two questions for you: Are you a self-learner? Then how do you stay up to date? What should you focus on if you’re a beginner, or if you’re more advanced?

And here is my second question: Are you working in biomedicine? And if you do, are you using Bayesian tools? Then how do you get your co-workers more used to posterior distributions than p-values? In other words, how do you change behaviors in a large organization?

In this episode, Eric Ma will answer all these questions and even tell us his favorite modeling techniques, which problems he encountered with these models, and how he solved them. He’ll also share with us the software-engineering workflow he uses at Novartis to share his work with colleagues.

Eric is a data scientist at the Novartis Institutes for Biomedical Research, where he focuses on Bayesian statistical methods to make medicines for patients. Eric is also a prolific open source developer: he led the development of pyjanitor, an API for cleaning data in Python, and nxviz, a visualization package for NetworkX. He also contributes to PyMC3, matplotlib and bokeh.

This is « Learning Bayesian Statistics », episode 5, recorded October 21, 2019.

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

Links from the show:

• Eric's website: https://ericmjl.github.io/
• Eric on Twitter: https://twitter.com/ericmjl
• Bayesian analysis recipes: https://github.com/ericmjl/bayesian-analysis-recipes
• Bayesian deep learning demystified: https://github.com/ericmjl/bayesian-deep-learning-demystified
• Causality repo: https://github.com/ericmjl/causality
• Pyjanitor - Convenient data cleaning routines for repetitive tasks: https://pyjanitor.readthedocs.io/
• PyMC3 - Probabilistic Programming in Python: https://docs.pymc.io/
• Panel - A high-level app and dashboarding solution for Python: https://panel.pyviz.org/
• Nxviz - Visualization Package for NetworkX: https://nxviz.readthedocs.io/en/latest/

What do neurodegenerative diseases, gerrymandering and ecological inference all have in common? Well, they can all be studied with Bayesian methods — and that’s exactly what Karin Knudson is doing.

In this episode, Karin will share with us the vital and essential work she does to understand aspects of neurodegenerative diseases. She’ll also tell us more about computational neuroscience and Dirichlet processes — what they are, what they do, and when you should use them.

Karin did her doctorate in mathematics, with a focus on compressive sensing and computational neuroscience at the University of Texas at Austin. Her doctoral work included applying hierarchical Dirichlet processes in the setting of neural data and focused on one-bit compressive sensing and spike-sorting.

Formerly the chair of the math and computer science department of Phillips Academy Andover, she started a postdoc at Mass General Hospital and Harvard Medical in Fall 2019. Most importantly, rock climbing and hiking have no secrets for her!

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

Links from the show, personally curated by Karin Knudson:

• Karin on Twitter: https://twitter.com/karinknudson
• Spike train entropy-rate estimation using hierarchical Dirichlet process priors (Knudson and Pillow): https://pillowlab.princeton.edu/pubs/abs_Knudson_HDPentropy_NIPS13.html
• Fighting Gerrymandering with PyMC3, PyCon 2018, Colin Carroll and Karin Knudson: https://www.youtube.com/watch?v=G9I5ZnkWR0A
• Expository resources on Dirichlet Processes: Chapter 23 of Bayesian Data Analysis (Gelman et al.) and http://www.gatsby.ucl.ac.uk/~ywteh/research/npbayes/dp.pdf
• Hierarchical Dirichlet Processes (introduced the HDP and included applications in topic modeling and for working with time-series data and Hidden Markov Models): https://www.stat.berkeley.edu/~aldous/206-Exch/Papers/hierarchical_dirichlet.pdf
• A Sticky HDP-HMM with applications to speaker diarization (a nice example of how the HDP can be used with HMM, in this case cleverly adapted so that states have more persistence): https://arxiv.org/abs/0905.2592
• If you want to get deeper into the weeds and also get a sense of the history: Dirichlet Processes with Applications to Bayesian Nonparametric Problems (https://projecteuclid.org/euclid.aos/1176342871) and A Bayesian Analysis of Some Nonparametric Problems (https://projecteuclid.org/euclid.aos/1176342360)

How can you use Bayesian tools and optimize your models in industry? What are the best ways to communicate and visualize your models with non-technical and executive people? And what are the most common pitfalls?

In this episode, Colin Carroll will tell us how he did all that in finance and the airline industry. He’ll also share with us what the future of probabilistic programming looks like to him.

You already heard from Colin two weeks ago — so, if you didn’t catch this episode, go back in your feed’s history and enjoy the first part! 

As a reminder, Colin is a machine learning researcher and software engineer who’s notably worked on modeling risk in the airline industry and building NLP-powered search infrastructure for finance. He’s also an active contributor to open source, particularly to the popular PyMC3 and ArviZ libraries.

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

Links from the show:

•     Colin's blog: https://colindcarroll.com/
•     Gelman’s putting model in PyMC3: https://github.com/pymc-devs/pymc3/blob/master/docs/source/notebooks/putting_workflow.ipynb
•     Matthew Kay’s quantile dotplots: https://github.com/mjskay/when-ish-is-my-bus/blob/master/quantile-dotplots.md
•     Jax, Composable transformations of Python+NumPy programs: https://github.com/google/jax
•     NumPyro, Probabilistic programming with NumPy: https://github.com/pyro-ppl/numpyro
•     Pyro, Deep Universal Probabilistic Programming: https://pyro.ai/
•     Rainier, Bayesian inference in Scala: https://github.com/stripe/rainier

---

Send in a voice message: https://anchor.fm/learn-bayes-stats/message

When speaking about Bayesian statistics, we often hear about « probabilistic programming » — but what is it? Which languages and libraries allow you to program probabilistically? When is Stan, PyMC, Pyro or any other probabilistic programming language most appropriate for your project? And when should you even use Bayesian libraries instead of non-bayesian tools, like Statsmodels or Scikit-learn?

Colin Carroll will answer all these questions for you. Colin is a machine learning researcher and software engineer who’s notably worked on modeling risk in the airline industry and building NLP-powered search infrastructure for finance. He’s also an active contributor to open source, particularly to the popular PyMC3 and ArviZ libraries.

Having studied geometric measure theory at Rice University, Colin was bound to walk in the woods with Pete the pup – who was there when we recorded by the way – and to launch balloons into near-space in his spare time.

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

Links from the show:

• Colin's blog: https://colindcarroll.com/
• Colin on Twitter: https://twitter.com/colindcarroll
• Colin on GitHub: https://github.com/ColCarroll
• Very parallel MCMC sampling: https://colindcarroll.com/2019/08/18/very-parallel-mcmc-sampling/
• A tour of probabilistic programming APIs: https://colindcarroll.com/2019/07/23/a-tour-of-probabilistic-programming-apis/
• PyMC3, Probabilistic Programming in Python: https://docs.pymc.io/
• Stan: https://mc-stan.org/
• Pyro, Deep Universal Probabilistic Programming: https://pyro.ai/
• ArviZ, Exploratory analysis of Bayesian models: https://arviz-devs.github.io/arviz/ 
• PyMC-Learn, Probabilistic models for machine learning: https://www.pymc-learn.org/
• Facebook’s Prophet uses Stan: https://statmodeling.stat.columbia.edu/2017/03/01/facebooks-prophet-uses-stan/
• Prophet in PyMC3: https://github.com/luke14free/pm-prophet

When are Bayesian methods most useful? Conversely, when should you NOT use them? How do you teach them? What are the most important skills to pick-up when learning Bayes? And what are the most difficult topics, the ones you should maybe save for later?

In this episode, you’ll hear Chris Fonnesbeck answer these questions from the perspective of marine biology and sports analytics. Chris is indeed the New York Yankees’ senior quantitative analyst and an associate professor at Vanderbilt University School of Medicine. 

He specializes in computational statistics, Bayesian methods, meta-analysis, and applied decision analysis. He also created PyMC, a library to do probabilistic programming in python, and is the author of several tutorials at PyCon and PyData conferences.

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

Links from the show:

• Chris on Twitter: https://twitter.com/fonnesbeck
• PyMC3, Probabilistic Programming in Python: https://docs.pymc.io/
• Chris on GitHub: https://github.com/fonnesbeck
• An introduction to Markov Chain Monte Carlo using PyMC3 - PyData London 2019: https://www.youtube.com/watch?v=SS_pqgFziAg
• Introduction to Statistical Modeling with Python - PyCon 2017 - video: https://www.youtube.com/watch?v=TMmSESkhRtI
• Introduction to Statistical Modeling with Python - PyCon 2017 - code repo: https://github.com/fonnesbeck/intro_stat_modeling_2017
• Bayesian Non-parametric Models for Data Science using PyMC3 - PyCon 2018: https://www.youtube.com/watch?v=-sIOMs4MSuA
• Statistical Data Analysis in Python: https://github.com/fonnesbeck/statistical-analysis-python-tutorial

What do you get when you put a physicist, a biologist and a data scientist in the same body? Well, you’re about to find out… 

In this episode you’ll meet Osvaldo Martin. Osvaldo is a researcher at the National Scientific and Technical Research Council in Argentina and is notably the author of the book Bayesian Analysis with Python, whose second edition was published in December 2018. 

He also teaches bioinformatics, data science and Bayesian data analysis, and is a core developer of PyMC3 and ArviZ, and recently started contributing to Bambi. Originally a biologist and physicist, Osvaldo trained himself to python and Bayesian methods – and what he’s doing with it is pretty amazing!

We also touch on how accepted are Bayesian methods in his field, which models he’s currently working on, and what it’s like to be an open-source developer.

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

Links from the show:

• Bayesian Analysis with Python, 2nd edition: https://www.amazon.com/dp/B07HHBCR9G
• Bayesian Analysis with Python, code repository; https://github.com/aloctavodia/BAP
• Osvaldo on Twitter: https://twitter.com/aloctavodia
• PyMC3, Probabilistic Programming in Python: https://docs.pymc.io/
• ArviZ, Exploratory analysis of Bayesian models: https://arviz-devs.github.io/arviz/
• BAyesian Model-Building Interface (BAMBI) in Python: https://bambinos.github.io/bambi/

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? 

Well I'm just like you! 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", a fortnightly podcast where I interview researchers and practitioners of all fields about why and how they use Bayesian statistics, and how in turn YOU, as a learner, can apply these methods in YOUR modeling workflow. Now the thing is, I’m not a beginner, but I’m not an expert either. The people I’ll interview will definitely be. So I’ll be learning alongside you. I won’t pretend to know everything in this podcast, and I WILL make mistakes. But thanks to the guests’ feedback, we’ll be able to learn from those mistakes, and I think this will help you (and me!) become better, faster, stronger Bayesians.

So, whether you want to learn Bayesian statistics or hear about the latest libraries, books and applications, this podcast is for you. In this very first episode - well actually it’s episode 0, because 0-indexing rules! - I will introduce you to the genesis of this podcast, tell you why you should listen and reveal some of the guests for the coming episodes.

Come join us!

Links from the show:

• Podcast website: https://learnbayesstats.anvil.app/
• Alex Twitter feed: https://twitter.com/alex_andorra

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

Structural Equation Modeling (SEM) is a key framework in causal inference. As I’m diving deeper and deeper into these topics to teach them and, well, finally understand them, I was delighted to host Ed Merkle on the show.

A professor of psychological sciences at the University of Missouri, Ed discusses his work on Bayesian applications to psychometric models and model estimation, particularly in the context of Bayesian SEM. He explains the importance of BSEM in psychometrics and the challenges encountered in its estimation.

Ed also introduces his blavaan package in R, which enhances researchers' capabilities in BSEM and has been instrumental in the dissemination of these methods. Additionally, he explores the role of Bayesian methods in forecasting and crowdsourcing wisdom.

When he’s not thinking about stats and psychology, Ed can be found running, playing the piano, or playing 8-bit video games.

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:

- Bayesian SEM is a powerful framework in psychometrics that allows for the estimation of complex models involving multiple variables and causal relationships.

-...

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

Listen to the full episode: https://learnbayesstats.com/episode/101-black-holes-collisions-gravitational-waves-ligo-experts-christopher-berry-john-veitch/

Watch the interview: https://www.youtube.com/watch?v=ZaZwCcrJlik

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 ;)

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

Listen to the full episode: https://learnbayesstats.com/episode/101-black-holes-collisions-gravitational-waves-ligo-experts-christopher-berry-john-veitch/

Watch the interview: https://www.youtube.com/watch?v=ZaZwCcrJlik

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 ;)

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, we dive deep into gravitational wave astronomy, with Christopher Berry and John Veitch, two senior lecturers at the University of Glasgow and experts from the LIGO-VIRGO collaboration. They explain the significance of detecting gravitational waves, which are essential for understanding black holes and neutron stars collisions. This research not only sheds light on these distant events but also helps us grasp the fundamental workings of the universe.

Our discussion focuses on the integral role of Bayesian statistics, detailing how they use nested sampling for extracting crucial information from the subtle signals of gravitational waves. This approach is vital for parameter estimation and understanding the distribution of cosmic sources through population inferences.

Concluding the episode, Christopher and John highlight the latest advancements in black hole astrophysics and tests of general relativity, and touch upon the exciting prospects and challenges of the upcoming space-based LISA mission.

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:

 ⁃    Gravitational wave analysis involves using Bayesian statistics for parameter estimation and population...

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

Listen to the full episode: https://learnbayesstats.com/episode/100-reactive-message-passing-automated-inference-in-julia-dmitry-bagaev/

Watch the interview: https://www.youtube.com/watch?v=ZG3H0xxCXTQ

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 ;)

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

Listen to the full episode: https://learnbayesstats.com/episode/100-reactive-message-passing-automated-inference-in-julia-dmitry-bagaev/

Watch the interview: https://www.youtube.com/watch?v=ZG3H0xxCXTQ

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 ;)

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, Dmitry Bagaev discusses his work in Bayesian statistics and the development of RxInfer.jl, a reactive message passing toolbox for Bayesian inference. 

Dmitry explains the concept of reactive message passing and its applications in real-time signal processing and autonomous systems. He discusses the challenges and benefits of using RxInfer.jl, including its scalability and efficiency in large probabilistic models. 

Dmitry also shares insights into the trade-offs involved in Bayesian inference architecture and the role of variational inference in RxInfer.jl. Additionally, he discusses his startup Lazy Dynamics and its goal of commercializing research in Bayesian inference. 

Finally, we also discuss the user-friendliness and trade-offs of different inference methods, the future developments of RxInfer, and the future of automated Bayesian inference. 

Coming from a very small town in Russia called Nizhnekamsk, Dmitry currently lives in the Netherlands, where he did his PhD. Before that, he graduated from the Computational Science and Modeling department of Moscow State University. 

Beyond that, Dmitry is also a drummer (you’ll see his cool drums if you’re watching on YouTube), and an adept of extreme sports, like skydiving, wakeboarding and skiing!

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

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:

• Bayesian statistics is a powerful framework for handling complex problems, making use of prior knowledge, and excelling with limited data.
• Bayesian statistics provides a framework for updating beliefs and making predictions based on prior knowledge and observed data.
• Bayesian methods allow for the explicit incorporation of prior assumptions, which can provide structure and improve the reliability of the analysis.
• There are several Bayesian frameworks available, such as PyMC, Stan, and Bambi, each with its own strengths and features.
• PyMC is a powerful library for Bayesian modeling that allows for flexible and efficient computation.
• For beginners, it is recommended to start with introductory courses or resources that provide a step-by-step approach to learning Bayesian statistics.
• PyTensor leverages GPU acceleration and complex graph optimizations to improve the performance and scalability of Bayesian models.
• ArviZ is a library for post-modeling workflows in Bayesian statistics, providing tools for model diagnostics and result visualization.
• Gaussian processes are versatile non-parametric models that can be used for spatial and temporal data analysis in Bayesian statistics.

Chapters:

00:00 Introduction to Bayesian Statistics

07:32 Advantages of Bayesian Methods

16:22 Incorporating Priors in Models

23:26 Modeling Causal Relationships

30:03 Introduction to PyMC, Stan, and Bambi

34:30 Choosing the Right Bayesian Framework

39:20 Getting Started with Bayesian Statistics

44:39 Understanding Bayesian Statistics and PyMC

49:01 Leveraging PyTensor for Improved Performance and Scalability

01:02:37 Exploring Post-Modeling Workflows with ArviZ

01:08:30 The Power of Gaussian Processes in Bayesian Modeling

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,...

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

Listen to the full episode: https://learnbayesstats.com/episode/99-exploring-quantum-physics-bayesian-stats-chris-ferrie/

Watch the interview: https://www.youtube.com/watch?v=pRaT6FLF7A8

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 and Cory Kiser.

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

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

Listen to the full episode: https://learnbayesstats.com/episode/99-exploring-quantum-physics-bayesian-stats-chris-ferrie/

Watch the interview: https://www.youtube.com/watch?v=pRaT6FLF7A8

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 and Cory Kiser.

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

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

You know I’m a big fan of everything physics. So when I heard that Bayesian stats was especially useful in quantum physics, I had to make an episode about it!

You’ll hear from Chris Ferrie, an Associate Professor at the Centre for Quantum Software and Information of the University of Technology Sydney. Chris also has a foot in industry, as a co-founder of Eigensystems, an Australian start-up with a mission to democratize access to quantum computing. 

Of course, we talked about why Bayesian stats are helpful in quantum physics research, and about the burning challenges in this line of research.

But Chris is also a renowned author — in addition to writing Bayesian Probability for Babies, he is the author of Quantum Physics for Babies and Quantum Bullsh*t: How to Ruin Your Life With Advice from Quantum Physics. So we ended up talking about science communication, science education, and a shocking revelation about Ant Man…

A big thank you to one of my best Patrons, Stefan Lorenz, for recommending me an episode with Chris!

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 and Cory Kiser.

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

Takeaways:

• Quantum computing has the...

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

Listen to the full episode: https://learnbayesstats.com/episode/98-fusing-statistical-physics-machine-learning-adaptive-mcmc-marylou-gabrie/

Watch the interview: https://www.youtube.com/watch?v=vVqZ0WWXX7g

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 and Cory Kiser.

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

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

Listen to the full episode: https://learnbayesstats.com/episode/98-fusing-statistical-physics-machine-learning-adaptive-mcmc-marylou-gabrie/

Watch the interview: https://www.youtube.com/watch?v=vVqZ0WWXX7g

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 and Cory Kiser.

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

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

How does the world of statistical physics intertwine with machine learning, and what groundbreaking insights can this fusion bring to the field of artificial intelligence?

In this episode, we delve into these intriguing questions with Marylou Gabrié. an assistant professor at CMAP, Ecole Polytechnique in Paris. Having completed her PhD in physics at École Normale Supérieure, Marylou ventured to New York City for a joint postdoctoral appointment at New York University’s Center for Data Science and the Flatiron’s Center for Computational Mathematics.

As you’ll hear, her research is not just about theoretical exploration; it also extends to the practical adaptation of machine learning techniques in scientific contexts, particularly where data is scarce.

In this conversation, we’ll traverse the landscape of Marylou's research, discussing her recent publications and her innovative approaches to machine learning challenges, latest MCMC advances, and ML-assisted scientific computing.

Beyond that, get ready to discover the person behind the science – her inspirations, aspirations, and maybe even what she does when not decoding the complexities of machine learning algorithms!

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 and Cory Kiser.

Visit https://www.patreon.com/learnbayesstats to unlock exclusive...

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

Listen to the full episode: https://learnbayesstats.com/episode/97-probably-overthinking-statistical-paradoxes-allen-downey/

Watch the interview: https://www.youtube.com/watch?v=KgesIe3hTe0

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 and Cory Kiser.

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