Learning Bayesian Statistics

Alexandre Andorra

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

  1. #150 Fast Bayesian Deep Learning, with David Rügamer, Emanuel Sommer & Jakob Robnik

    28. JAN.

    #150 Fast Bayesian Deep Learning, with David Rügamer, Emanuel Sommer & Jakob Robnik

    • Support & get perks! • Proudly sponsored by PyMC Labs! Get in touch at alex.andorra@pymc-labs.com • Intro to Bayes and Advanced Regression courses (first 2 lessons free) Our theme music is « Good Bayesian », by Baba Brinkman (feat MC Lars and Mega Ran). Check out his awesome work ! Chapters:00:00 Scaling Bayesian Neural Networks04:26 Origin Stories of the Researchers09:46 Research Themes in Bayesian Neural Networks12:05 Making Bayesian Neural Networks Fast16:19 Microcanonical Langevin Sampler Explained22:57 Bottlenecks in Scaling Bayesian Neural Networks29:09 Practical Tools for Bayesian Neural Networks36:48 Trade-offs in Computational Efficiency and Posterior Fidelity40:13 Exploring High Dimensional Gaussians43:03 Practical Applications of Bayesian Deep Ensembles45:20 Comparing Bayesian Neural Networks with Standard Approaches50:03 Identifying Real-World Applications for Bayesian Methods57:44 Future of Bayesian Deep Learning at Scale01:05:56 The Evolution of Bayesian Inference Packages01:10:39 Vision for the Future of Bayesian Statistics Thank you to my Patrons for making this episode possible! Come meet Alex at the Field of Play Conference in Manchester, UK, March 27, 2026! Links from the show: David Rügamer:* Website* Google Scholar* GitHubEmanuel Sommer:* Website* GitHub* Google ScholarJakob Robnik:* Google Scholar* GitHub* Microcanonical Langevin paper* LinkedIn

    1 t. 20 min.
  2. #148 Adaptive Trials, Bayesian Thinking, and Learning from Data, with Scott Berry

    30.12.2025

    #148 Adaptive Trials, Bayesian Thinking, and Learning from Data, with Scott Berry

    • Support & get perks! • Proudly sponsored by PyMC Labs. Get in touch and tell them you come from LBS! • Intro to Bayes and Advanced Regression courses (first 2 lessons free) Our theme music is « Good Bayesian », by Baba Brinkman (feat MC Lars and Mega Ran). Check out his awesome work ! Chapters: 13:16 Understanding Adaptive and Platform Trials 25:25 Real-World Applications and Innovations in Trials 34:11 Challenges in Implementing Bayesian Adaptive Trials 42:09 The Birth of a Simulation Tool 44:10 The Importance of Simulated Data 48:36 Lessons from High-Stakes Trials 52:53 Navigating Adaptive Trial Designs 56:55 Communicating Complexity to Stakeholders 01:02:29 The Future of Clinical Trials 01:10:24 Skills for the Next Generation of Statisticians Thank you to my Patrons for making this episode possible! Yusuke Saito, Avi Bryant, Giuliano Cruz, 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, 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, Aubrey Clayton, 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, Marcus Nölke, Maggi Mackintosh, Grant Pezzolesi, Joshua Meehl, Javier Sabio, Kristian Higgins, Matt Rosinski, 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, Blake Walters, Jonathan Morgan, Francesco Madrisotti, Ivy Huang, Gary Clarke, Robert Flannery, Rasmus Hindström, Stefan, Corey Abshire, Mike Loncaric, Ronald Legere, Sergio Dolia, Michael Cao, Yiğit Aşık, Suyog Chandramouli, Guillaume Berthon, Avenicio Baca, Spencer Boucher, Krzysztof Lechowski, Danimal, Jácint Juhász, Sander and Philippe. Links from the show: Berry ConsultantsScott's podcastLBS #45 Biostats & Clinical Trial Design, with Frank Harrell

    1 t. 25 min.
  3. #147 Fast Approximate Inference without Convergence Worries, with Martin Ingram

    12.12.2025

    #147 Fast Approximate Inference without Convergence Worries, with Martin Ingram

    Proudly sponsored by PyMC Labs, the Bayesian Consultancy. Book a call, or get in touch! Intro to Bayes Course (first 2 lessons free)Advanced Regression Course (first 2 lessons free) 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: DADVI is a new approach to variational inference that aims to improve speed and accuracy.DADVI allows for faster Bayesian inference without sacrificing model flexibility.Linear response can help recover covariance estimates from mean estimates.DADVI performs well in mixed models and hierarchical structures.Normalizing flows present an interesting avenue for enhancing variational inference.DADVI can handle large datasets effectively, improving predictive performance.Future enhancements for DADVI may include GPU support and linear response integration. Chapters: 13:17 Understanding DADVI: A New Approach 21:54 Mean Field Variational Inference Explained 26:38 Linear Response and Covariance Estimation 31:21 Deterministic vs Stochastic Optimization in DADVI 35:00 Understanding DADVI and Its Optimization Landscape 37:59 Theoretical Insights and Practical Applications of DADVI 42:12 Comparative Performance of DADVI in Real Applications 45:03 Challenges and Effectiveness of DADVI in Various Models 48:51 Exploring Future Directions for Variational Inference 53:04 Final Thoughts and Advice for Practitioners Thank you to my Patrons for making this episode possible! Yusuke Saito, Avi Bryant, Giuliano Cruz, 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, 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, Aubrey Clayton, Omri Har Shemesh, Scott Anthony Robson, Robert Yolken, Or Duek, Pavel Dusek, Paul Cox, Andreas Kröpelin, Raphaël...

    1 t. 10 min.

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

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