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Learning Bayesian Statistics

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Jan 22, 2025 • 1h 36min

#124 State Space Models & Structural Time Series, with Jesse Grabowski

Jesse Grabowski, PhD candidate at Paris 1 Pantheon-Sorbonne and principal data scientist at PyMC Labs, dives into the intricate world of state space models in time series analysis. He discusses the powerful adaptability of Bayesian methods in econometrics, emphasizing how they enhance forecasting accuracy. Grabowski highlights the balance between model complexity and simplicity, the significance of understanding trends, and the practical applications of innovations and latent states. Plus, he unwraps the role of the Kalman filter in managing dynamic data.
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Jan 10, 2025 • 1h 32min

#123 BART & The Future of Bayesian Tools, with Osvaldo Martin

Osvaldo Martin, a collaborator on various open-source Bayesian projects and educator at PyMC Labs, discusses the power of Bayesian Additive Regression Trees (BART). He explains how BART simplifies modeling for those lacking domain expertise. The conversation also highlights advancements in tools like PyMC-BART and PreliZ, emphasizing their contributions to prior elicitation. Osvaldo shares insights on integrating BART with Bambi and the importance of interactive learning in teaching Bayesian statistics. Additionally, he touches upon future enhancements for user experience in Bayesian analysis.
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Dec 26, 2024 • 1h 23min

#122 Learning and Teaching in the Age of AI, with Hugo Bowne-Anderson

Hugo Bowne-Anderson is an independent data and AI consultant, known for his insights in education and podcasting. He discusses the challenges of building and deploying Large Language Model applications, stressing the importance of feedback in data science education. Hugo shares his journey in creating practical courses, highlighting the need for continuous learning in tech. He emphasizes collaboration between data scientists and software engineers and reflects on the evolving landscape of AI, calling for problem-solving over specific tools for aspiring data scientists.
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Dec 11, 2024 • 1h 8min

#121 Exploring Bayesian Structural Equation Modeling, with Nathaniel Forde

Nathaniel Forde, a staff data scientist at Personio and a contributor to the PyMC ecosystem, shares insights on Bayesian structural equation modeling. He highlights the importance of confirmatory factor analysis in validating constructs and discusses the flexibility of Bayesian methods in analyzing complex relationships. Forde emphasizes the necessity of model validation and sensitivity analysis to ensure robust findings. He also reflects on his journey into data science, noting how early challenges shaped his approach to data quality and causal inference.
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Nov 27, 2024 • 1h 2min

#120 Innovations in Infectious Disease Modeling, with Liza Semenova & Chris Wymant

Proudly sponsored by PyMC Labs, the Bayesian Consultancy. Book a call, or get in touch!My Intuitive Bayes Online Courses1:1 Mentorship with meOur 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 ;)-------------------------Love the insights from this episode? Make sure you never miss a beat with Chatpods! Whether you're commuting, working out, or just on the go, Chatpods lets you capture and summarize key takeaways effortlessly.Save time, stay organized, and keep your thoughts at your fingertips.Download Chatpods directly from App Store or Google Play and use it to listen to this podcast today!https://www.chatpods.com/?fr=LearningBayesianStatistics-------------------------Takeaways:Epidemiology focuses on health at various scales, while biology often looks at micro-level details.Bayesian statistics helps connect models to data and quantify uncertainty.Recent advancements in data collection have improved the quality of epidemiological research.Collaboration between domain experts and statisticians is essential for effective research.The COVID-19 pandemic has led to increased data availability and international cooperation.Modeling infectious diseases requires understanding complex dynamics and statistical methods.Challenges in coding and communication between disciplines can hinder progress.Innovations in machine learning and neural networks are shaping the future of epidemiology.The importance of understanding the context and limitations of data in research. Chapters:00:00 Introduction to Bayesian Statistics and Epidemiology03:35 Guest Backgrounds and Their Journey10:04 Understanding Computational Biology vs. Epidemiology16:11 The Role of Bayesian Statistics in Epidemiology21:40 Recent Projects and Applications in Epidemiology31:30 Sampling Challenges in Health Surveys34:22 Model Development and Computational Challenges36:43 Navigating Different Jargons in Survey Design39:35 Post-COVID Trends in Epidemiology42:49 Funding and Data Availability in Epidemiology45:05 Collaboration Across Disciplines48:21 Using Neural Networks in Bayesian Modeling51:42 Model Diagnostics in Epidemiology55:38 Parameter Estimation in Compartmental ModelsThank 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, Will Geary, Blake Walters, Jonathan Morgan, Francesco Madrisotti, Ivy Huang, Gary Clarke, Robert Flannery, Rasmus Hindström and Stefan.Links from the show:LBS #21, Gaussian Processes, Bayesian Neural Nets & SIR Models, with Elizaveta Semenova: https://learnbayesstats.com/episode/21-gaussian-processes-bayesian-neural-nets-sir-models-with-elizaveta-semenova/Liza’s website: https://www.elizaveta-semenova.com/Liza on GitHub: https://github.com/elizavetasemenovaLiza on LinkedIn: https://www.linkedin.com/in/elizaveta-semenova/Liza on Google Scholar: https://scholar.google.com/citations?user=jqGIgFEAAAAJ&hl=enChris' page: https://www.bdi.ox.ac.uk/Team/c-wymantChris on GitHub: https://github.com/chrishivChris on LinkedIn: https://www.linkedin.com/in/chris-wymant-65661274/Chris on Blue Sky: https://bsky.app/profile/chriswymant.bsky.socialChris on Google Scholar: https://scholar.google.com/citations?user=OJ6t2UwAAAAJ&hl=enPriorVAE Paper: Explains how to build an emulator for a GP using a deep generative model (Variational Autoencoder, or VAE) and apply it within MCMC. Link to the paperPriorCVAE Paper: Builds on PriorVAE by encoding model parameters along with emulating stochastic process realisations. Includes examples for GPs, ODEs, and double-well models. Link to the paperStanCon 2024 Tutorial: A tutorial covering the basics of sequential decision-making, with a demo of Bayesian Optimization using Stan. Link to the tutorialNumpyro Course: Materials from a course Liza taught -- great for learning Numpyro. Link to the courseaggVAE Paper: An application of PriorVAE to the problem of changing boundaries. Link to the paperTranscriptThis is an automatic transcript and may therefore contain errors. Please get in touch if you're willing to correct them.
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Nov 13, 2024 • 1h 25min

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

Robert Kubinec, an assistant professor of political science at the University of South Carolina, dives into the complexities of studying corruption and the innovative survey techniques that can aid in obtaining honest data. He shares insights on how Bayesian methods enhance research by estimating latent variables and uncertain outcomes. Additionally, Kubinec discusses his novel, 'The Bayesian Hitman,' highlighting how fiction writing can improve academic skills. The conversation emphasizes the importance of community in statistics and the potential of real-time surveys to transform social science research.
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Oct 30, 2024 • 59min

#118 Exploring the Future of Stan, with Charles Margossian & Brian Ward

Charles Margossian, a research fellow at the Flatiron Institute, and Brian Ward, a core developer of Stan, dive into the future of the Stan programming language. They discuss recent innovations like the addition of tuples, which enhance data handling efficiency. The duo emphasizes the importance of improved error messages for beginners adjusting to Stan's complexities. They also highlight community engagement and the development of new samplers to enhance performance, paving the way for user-friendly features that make Bayesian statistics more accessible.
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Oct 15, 2024 • 1h 13min

#117 Unveiling the Power of Bayesian Experimental Design, with Desi Ivanova

Desi Ivanova, a distinguished research fellow in machine learning at Oxford, dives into the fascinating world of Bayesian experimental design. She discusses how optimal experiment design is crucial for effective data gathering and uncertainty reduction. Desi sheds light on computational challenges and innovations like amortized Bayesian inference. The conversation also touches on real-world applications of these designs in healthcare and technology and the promising future advancements with AI that could reshape research methodologies.
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Oct 2, 2024 • 1h 33min

#116 Mastering Soccer Analytics, with Ravi Ramineni

Proudly sponsored by PyMC Labs, the Bayesian Consultancy. Book a call, or get in touch!My Intuitive Bayes Online Courses1:1 Mentorship with meOur 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 Department15:00 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 Strategies01:10:00 Future of Analytics in SportsThank 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, Will Geary, Blake Walters, Jonathan Morgan, Francesco Madrisotti, Ivy Huang and Gary Clarke.Links from the show:LBS Sports Analytics playlist: https://www.youtube.com/playlist?list=PL7RjIaSLWh5kDiPVMUSyhvFaXL3NoXOe4Ravi on Linkedin: https://www.linkedin.com/in/ravi-ramineni-3798374/Ravi on Twitter: https://x.com/analyseFootyDecisions in Football - The Power of Compounding | StatsBomb Conference 2023: https://www.youtube.com/watch?v=D7CXtwDg9lMThe Signal and the Noise: https://www.amazon.com/Signal-Noise-Many-Predictions-Fail-but/dp/0143125087PreliZ – A tool-box for prior elicitation: https://preliz.readthedocs.io/en/latest/Ravi talking on Ted Knutson's podcast: https://open.spotify.com/episode/1exLBfyFf0d1dm2IaXkd2vMore about Ravi's work at the Seattle Sounders: https://www.trumedianetworks.com/expected-value-podcast/ravi-ramineniTranscriptThis is an automatic transcript and may therefore contain errors. Please get in touch if you're willing to correct them.
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Sep 17, 2024 • 1h 40min

#115 Using Time Series to Estimate Uncertainty, with Nate Haines

Nate Haines, Head of Data Science Research at Ledger Investing and a PhD from Ohio State University, dives into the fascinating world of Bayesian statistics in insurance. He discusses how state space models can forecast loss ratios and the challenges of working with limited data. Haines introduces Bayesian model stacking for blending predictions, showcasing the BayesBlend Python package. He also explores the impact of external factors like economic conditions on insurance forecasting and the importance of simulation-based calibration in ensuring model integrity.

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