Learning Bayesian Statistics cover art

Learning Bayesian Statistics

Learning Bayesian Statistics

By: Alexandre Andorra
Listen for free

About this listen

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 Science
Episodes
  • #138 Quantifying Uncertainty in Bayesian Deep Learning, Live from Imperial College London
    Aug 6 2025

    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:

    • Bayesian deep learning is a growing field with many challenges.
    • Current research focuses on applying Bayesian methods to neural networks.
    • Diffusion methods are emerging as a new approach for uncertainty quantification.
    • The integration of machine learning tools into Bayesian models is a key area of research.
    • The complexity of Bayesian neural networks poses significant computational challenges.
    • Future research will focus on improving methods for uncertainty quantification. Generalized Bayesian inference offers a more robust approach to uncertainty.
    • Uncertainty quantification is crucial in fields like medicine and epidemiology.
    • Detecting out-of-distribution examples is essential for model reliability.
    • Exploration-exploitation trade-off is vital in reinforcement learning.
    • Marginal likelihood can be misleading for model selection.
    • The integration of Bayesian methods in LLMs presents unique challenges.

    Chapters:

    00:00 Introduction to Bayesian Deep Learning

    03:12 Panelist Introductions and Backgrounds

    10:37 Current Research and Challenges in Bayesian Deep Learning

    18:04 Contrasting Approaches: Bayesian vs. Machine Learning

    26:09 Tools and Techniques for Bayesian Deep Learning

    31:18 Innovative Methods in Uncertainty Quantification

    36:23 Generalized Bayesian Inference and Its Implications

    41:38 Robust Bayesian Inference and Gaussian Processes

    44:24 Software Development in Bayesian Statistics

    46:51 Understanding Uncertainty in Language Models

    50:03 Hallucinations in Language Models

    53:48 Bayesian Neural Networks vs Traditional Neural Networks

    58:00 Challenges with Likelihood Assumptions

    01:01:22 Practical Applications of Uncertainty Quantification

    01:04:33 Meta Decision-Making with Uncertainty

    01:06:50 Exploring Bayesian Priors in Neural Networks

    01:09:17 Model Complexity and Data Signal

    01:12:10 Marginal Likelihood and Model Selection

    01:15:03 Implementing Bayesian Methods in LLMs

    01:19:21 Out-of-Distribution Detection in LLMs

    Thank you to my Patrons for making this episode possible!

    Yusuke Saito, Avi Bryant, Ero Carrera, Giuliano Cruz, James Wade, Tradd Salvo, William Benton, James Ahloy, Robin Taylor,, Chad Scherrer,...

    Show More Show Less
    1 hr and 23 mins
  • BITESIZE | Practical Applications of Causal AI with LLMs, with Robert Ness
    Jul 30 2025

    Today’s clip is from episode 137 of the podcast, with Robert Ness.

    Alex and Robert discuss the intersection of causal inference and deep learning, emphasizing the importance of understanding causal concepts in statistical modeling.

    The discussion also covers the evolution of probabilistic machine learning, the role of inductive biases, and the potential of large language models in causal analysis, highlighting their ability to translate natural language into formal causal queries.

    Get the full conversation here.

    Attend Alex's tutorial at PyData Berlin: A Beginner's Guide to State Space Modeling

    • 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 ;)

    Transcript

    This is an automatic transcript and may therefore contain errors. Please get in touch if you're willing to correct them.

    Show More Show Less
    25 mins
  • #137 Causal AI & Generative Models, with Robert Ness
    Jul 23 2025

    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:

    • Causal assumptions are crucial for statistical modeling.
    • Deep learning can be integrated with causal models.
    • Statistical rigor is essential in evaluating LLMs.
    • Causal representation learning is a growing field.
    • Inductive biases in AI should match key mechanisms.
    • Causal AI can improve decision-making processes.
    • The future of AI lies in understanding causal relationships.

    Chapters:

    00:00 Introduction to Causal AI and Its Importance

    16:34 The Journey to Writing Causal AI

    28:05 Integrating Graphical Causality with Deep Learning

    40:10 The Evolution of Probabilistic Machine Learning

    44:34 Practical Applications of Causal AI with LLMs

    49:48 Exploring Multimodal Models and Causality

    56:15 Tools and Frameworks for Causal AI

    01:03:19 Statistical Rigor in Evaluating LLMs

    01:12:22 Causal Thinking in Real-World Deployments

    01:19:52 Trade-offs in Generative Causal Models

    01:25:14 Future of Causal Generative Modeling

    Thank you to my Patrons for making this episode possible!

    Yusuke Saito, Avi Bryant, Ero Carrera, 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, 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, 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, Marcus Nölke, Maggi Mackintosh, Grant...

    Show More Show Less
    1 hr and 38 mins
No reviews yet
In the spirit of reconciliation, Audible acknowledges the Traditional Custodians of country throughout Australia and their connections to land, sea and community. We pay our respect to their elders past and present and extend that respect to all Aboriginal and Torres Strait Islander peoples today.