
Learning Bayesian Statistics
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)!
Latest episodes

Apr 23, 2025 • 16min
BITESIZE | Real-World Applications of Models in Public Health, with Adam Kucharski
In this engaging discussion, Adam Kucharski, an epidemiological modeler known for his work during the COVID-19 pandemic, delves into the pivotal role of patient modeling in shaping public health responses. He stresses the importance of effective communication regarding data interpretation to combat misconceptions. Kucharski also highlights the complexities of linking modeling outputs to policy decisions and advocates for enhanced probabilistic thinking in public discourse. Through scenario visualizations, he illustrates how models can help the public understand epidemics better.

Apr 16, 2025 • 1h 9min
#130 The Real-World Impact of Epidemiological Models, with Adam Kucharski
Adam Kucharski, a professor of infectious disease epidemiology, dives into the art of epidemic modeling and its vital role during crises like COVID-19. He discusses the challenges of communicating complex models to the public and the importance of Bayesian statistics in navigating uncertainty. The conversation also explores how ideas and diseases spread similarly, emphasizing the need for collaborative efforts in public health. Plus, Kucharski reflects on the impact of AI in improving data interpretation and decision-making in epidemiology.

Apr 9, 2025 • 12min
BITESIZE | The Why & How of Bayesian Deep Learning, with Vincent Fortuin
Vincent Fortuin, an AI expert and researcher, dives deep into Bayesian deep learning and how it stacks up against traditional models. He highlights the mathematical nuances and uncertainties in predictions that Bayesian methods bring to the table. The conversation also tackles the lack of cohesive libraries for Bayesian techniques and offers insights on tackling the complexities of real-world applications, particularly in healthcare and climate science. Tune in for fascinating details about improving model interpretability and enhancing AI usability!

7 snips
Apr 2, 2025 • 1h 3min
#129 Bayesian Deep Learning & AI for Science with Vincent Fortuin
Vincent Fortuin, a tenure-track research leader at Helmholtz AI, dives into the world of Bayesian deep learning and its transformative power in scientific research. He discusses the contradictions in AI hype versus practical outcomes and highlights how combining Bayesian statistics with deep learning enhances prediction reliability. Fortuin emphasizes the significance of prior knowledge and argues for better uncertainty communication in AI applications. He also touches on innovative techniques that improve data efficiency and acknowledges the need for collaboration in the community.

Mar 19, 2025 • 58min
#128 Building a Winning Data Team in Football, with Matt Penn
Matt Penn, a football data scientist for Como 1907, discusses the critical role of Bayesian statistics in player recruitment and team decisions. He highlights how analysts can effectively communicate insights to coaching staff, fostering better collaboration. The conversation dives into the biases present in traditional football statistics and the impact of tracking data on understanding player movements. Matt shares his journey into sports analytics and emphasizes the importance of curiosity and practical experience for aspiring analysts in this competitive landscape.

4 snips
Mar 5, 2025 • 1h 4min
#127 Saving Sharks... with Python, Causal Inference and Aaron MacNeil
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 ;)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, Will Geary, Blake Walters, Jonathan Morgan, Francesco Madrisotti, Ivy Huang, Gary Clarke, Robert Flannery, Rasmus Hindström, Stefan, Corey Abshire, Mike Loncaric, David McCormick, Ronald Legere, Sergio Dolia and Michael Cao.Takeaways:Sharks play a crucial role in maintaining healthy ocean ecosystems.Bayesian statistics are particularly useful in data-poor environments like ecology.Teaching Bayesian statistics requires a shift in mindset from traditional statistical methods.The shark meat trade is significant and often overlooked.Ray meat trade is as large as shark meat trade, with specific markets dominating.Understanding the ecological roles of species is essential for effective conservation.Causal language is important in ecological research and should be encouraged.Evidence-driven decision-making is crucial in balancing human and ecological needs.Expert opinions are crucial for understanding species composition in landings.Trade dynamics are influenced by import preferences and species availability.Bayesian modeling allows for the incorporation of various data sources and expert knowledge.Field data collection is essential for validating model assumptions.The complexity of trade relationships necessitates a nuanced approach to modeling.Understanding the impact of management interventions on landings is critical.The role of scientists in informing policy is vital for effective conservation efforts.Chapters:00:00 Introduction to Marine Biology and Statistics04:33 The Role of Bayesian Statistics in Marine Research10:09 Challenges in Teaching Bayesian Statistics21:58 The Importance of Sharks in Ecosystems26:35 Understanding Shark Meat Trade and Conservation32:09 The Trade in Ray and Shark Meat36:18 Modeling Landings and Trade42:56 Challenges in Data Integration44:50 Running Complex Models51:57 Expert Elicitation and Prior Construction55:52 Future Directions and Research56:46 Reflections on Science and PolicyLinks from the show:Fisheries Lab: https://ifisheries.org/?page_id=83LBS #51 Bernoulli’s Fallacy & the Crisis of Modern Science, with Aubrey Clayton: https://learnbayesstats.com/episode/51-bernoullis-fallacy-crisis-modern-science-aubrey-claytonTranscriptThis is an automatic transcript and may therefore contain errors. Please get in touch if you're willing to correct them.

Feb 19, 2025 • 55min
#126 MMM, CLV & Bayesian Marketing Analytics, with Will Dean
Join Will Dean, a statistician and data scientist at PyMC Labs, as he dives into the world of Bayesian marketing analytics. He shares insights on leveraging customer lifetime value (CLV) and media mix modeling to optimize marketing strategies. The discussion highlights the significance of productionizing models and the challenges that come with it, including version control and model management. With a focus on open-source collaboration, Will emphasizes the importance of continuous learning and innovative approaches to empower marketers with actionable data.

Feb 5, 2025 • 58min
#125 Bayesian Sports Analytics & The Future of PyMC, with Chris Fonnesbeck
Chris Fonnesbeck, a trailblazer in sports analytics and a core developer of PyMC, shares insights from his unique journey that blends marine biology and statistical consulting with sports modeling. He discusses the evolution of sports analytics, particularly in baseball, and highlights the impact of Bayesian methods. Fonnesbeck dives into advanced modeling techniques using Gaussian processes and emphasizes community contributions to the future of PyMC. With humor, he relates the complexities of polling data to sports analytics, showing the fun side of data interpretation.

6 snips
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.

5 snips
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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