Learning Bayesian Statistics

By: Alexandre Andorra
  • Summary

  • Are you a researcher or data scientist / analyst / ninja? Do you want to learn Bayesian inference, stay up to date or simply want to understand what Bayesian inference is? Then this podcast is for you! You'll hear from researchers and practitioners of all fields about how they use Bayesian statistics, and how in turn YOU can apply these methods in your modeling workflow. When I started learning Bayesian methods, I really wished there were a podcast out there that could introduce me to the methods, the projects and the people who make all that possible. So I created "Learning Bayesian Statistics", where you'll get to hear how Bayesian statistics are used to detect black matter in outer space, forecast elections or understand how diseases spread and can ultimately be stopped. But this show is not only about successes -- it's also about failures, because that's how we learn best. So you'll often hear the guests talking about what *didn't* work in their projects, why, and how they overcame these challenges. Because, in the end, we're all lifelong learners! My name is Alex Andorra by the way, and I live in Estonia. By day, I'm a data scientist and modeler at the https://www.pymc-labs.io/ (PyMC Labs) consultancy. By night, I don't (yet) fight crime, but I'm an open-source enthusiast and core contributor to the python packages https://docs.pymc.io/ (PyMC) and https://arviz-devs.github.io/arviz/ (ArviZ). I also love https://www.pollsposition.com/ (election forecasting) and, most importantly, Nutella. But I don't like talking about it – I prefer eating it. So, whether you want to learn Bayesian statistics or hear about the latest libraries, books and applications, this podcast is for you -- just subscribe! You can also support the show and https://www.patreon.com/learnbayesstats (unlock exclusive Bayesian swag on Patreon)!
    Copyright Alexandre Andorra
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Episodes
  • #118 Exploring the Future of Stan, with Charles Margossian & Brian Ward
    Oct 30 2024

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

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

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

    Visit our Patreon page to unlock exclusive Bayesian swag ;)

    Takeaways:

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

    Chapters:

    00:00 Introduction to the Live Episode

    02:55 Meet the Stan Core Developers

    05:47 Brian Ward's Journey into Bayesian Statistics

    09:10 Charles Margossian's Contributions to Stan

    11:49 Recent Projects and Innovations in Stan

    15:07 User-Friendly Features and Enhancements

    18:11 Understanding Tuples and Their Importance

    21:06 Challenges for Beginners in Stan

    24:08 Pedagogical Approaches to Bayesian Statistics

    30:54 Optimizing Monte Carlo Estimators

    32:24 Reimagining Stan's Structure

    34:21 The Promise of Automatic Reparameterization

    35:49 Exploring BridgeStan

    40:29 The Future of Samplers in Stan

    43:45 Evaluating New Algorithms

    47:01 Specific Algorithms for Unique Problems

    50:00 Understanding Model Performance

    54:21 The Impact of Stan on Bayesian Research

    Thank you to my Patrons for making this episode possible!

    Yusuke Saito, Avi Bryant, Ero Carrera, Giuliano Cruz, Tim Gasser, James Wade, Tradd Salvo, William Benton, James Ahloy, Robin Taylor,, Chad Scherrer, Zwelithini Tunyiswa, Bertrand Wilden, James Thompson, Stephen Oates, Gian Luca Di Tanna, Jack Wells, Matthew Maldonado, Ian Costley, Ally Salim, Larry Gill, Ian Moran, Paul Oreto, Colin Caprani, Colin...

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    59 mins
  • #117 Unveiling the Power of Bayesian Experimental Design, with Desi Ivanova
    Oct 15 2024

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

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

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

    Visit our Patreon page to unlock exclusive Bayesian swag ;)

    Takeaways:

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

    Chapters:

    00:00 Introduction to Bayesian Experimental Design

    07:51 Understanding Bayesian Experimental Design

    19:58 Computational Challenges in Bayesian Experimental Design

    28:47 Innovations in Bayesian Experimental Design

    40:43 Practical Applications of Bayesian Experimental Design

    52:12 Future of Bayesian Experimental Design

    01:01:17 Real-World Applications and Impact

    Thank you to my Patrons for making this episode possible!

    Yusuke Saito, Avi Bryant, Ero Carrera, Giuliano Cruz, Tim Gasser, James Wade, Tradd Salvo, William Benton, James Ahloy, Robin Taylor,, Chad Scherrer, Zwelithini Tunyiswa, Bertrand Wilden, James Thompson, Stephen Oates, Gian Luca Di Tanna, Jack Wells, Matthew Maldonado, Ian Costley, Ally Salim, Larry Gill, Ian Moran, Paul Oreto, Colin Caprani, Colin Carroll, Nathaniel Burbank, Michael Osthege, Rémi Louf, Clive Edelsten, Henri Wallen, Hugo Botha, Vinh Nguyen, Marcin Elantkowski, Adam C. Smith, Will Kurt, Andrew Moskowitz, Hector Munoz, Marco Gorelli, Simon Kessell, Bradley Rode, Patrick Kelley, Rick Anderson, Casper de Bruin, Philippe Labonde, Michael Hankin, Cameron Smith, Tomáš Frýda, Ryan Wesslen, Andreas Netti, Riley King, Yoshiyuki Hamajima, Sven De Maeyer, Michael DeCrescenzo, Fergal M, Mason Yahr, Naoya Kanai, Steven Rowland, Aubrey Clayton, Jeannine Sue, Omri Har Shemesh, Scott Anthony Robson, Robert Yolken, Or Duek, Pavel Dusek, Paul Cox, Andreas Kröpelin, Raphaël R, Nicolas Rode, Gabriel Stechschulte, Arkady, Kurt TeKolste, Gergely Juhasz, Marcus Nölke, Maggi Mackintosh, Grant Pezzolesi, Avram Aelony, Joshua Meehl, Javier Sabio, Kristian Higgins, Alex Jones, Gregorio Aguilar, Matt Rosinski, Bart Trudeau, Luis Fonseca, Dante Gates, Matt Niccolls, Maksim Kuznecov,...

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    1 hr and 13 mins
  • #116 Mastering Soccer Analytics, with Ravi Ramineni
    Oct 2 2024

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

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

    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:

    • Building an athlete management system and a scouting and recruitment platform are key goals in football analytics.
    • The focus is on informing training decisions, preventing injuries, and making smart player signings.
    • Avoiding false positives in player evaluations is crucial, and data analysis plays a significant role in making informed decisions.
    • There are similarities between different football teams, and the sport has social and emotional aspects. Transitioning from on-premises SQL servers to cloud-based systems is a significant endeavor in football analytics.
    • Analytics is a tool that aids the decision-making process and helps mitigate biases. The impact of analytics in soccer can be seen in the decline of long-range shots.
    • Collaboration and trust between analysts and decision-makers are crucial for successful implementation of analytics.
    • The limitations of available data in football analytics hinder the ability to directly measure decision-making on the field.
    • Analyzing the impact of coaches in sports analytics is challenging due to the difficulty of separating their effect from other factors. Current data limitations make it hard to evaluate coaching performance accurately.
    • Predictive metrics and modeling play a crucial role in soccer analytics, especially in predicting the career progression of young players.
    • Improving tracking data and expanding its availability will be a significant focus in the future of soccer analytics.

    Chapters:

    00:00 Introduction to Ravi and His Role at Seattle Sounders

    06:30 Building an Analytics Department

    15:00 The Impact of Analytics on Player Recruitment and Performance

    28:00 Challenges and Innovations in Soccer Analytics

    42:00 Player Health, Injury Prevention, and Training

    55:00 The Evolution of Data-Driven Strategies

    01:10:00 Future of Analytics in Sports

    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,

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    1 hr and 33 mins

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