Alle afleveringen
224 afleveringen, van nieuw naar oud
-
#71 Artificial Intelligence, Deepmind & Social Change, with Julien Cornebise
14 november 2022 · 1 uur 5 min
Proudly sponsored by PyMC Labs, the Bayesian Consultancy. Book a call, or get in touch! Lees meer
This episode will show you different sides of the tech world. The one where you research and apply algorithms, where you get super excited about image recognition and AI-generated art. And the one where you support social change actors — aka the “AI for Good” movement.
My guest for this episode is, quite naturally, Julien Cornebise. Julien is an Honorary Associate Professor at UCL. He was an early researcher at DeepMind where he designed its early algorithms. He then worked as a Director of Research at ElementAI, where he built and led the London office and “AI for Good” unit.
After his theoretical work on Bayesian methods, he had the privilege to work with the NHS to diagnose eye diseases; with Amnesty International to quantify abuse on Twitter and find destroyed villages in Darfur; with Forensic Architecture to identify teargas canisters used against civilians.
Other than that, Julien is an avid reader, and loves dark humor and picking up his son from school at the 'hour of the daddies and the mommies”.
Our theme music is « Good Bayesian », by Baba Brinkman (feat MC Lars and Mega Ran). Check out his awesome work at https://bababrinkman.com/ !
Thank you to my Patrons for making this episode possible!
Yusuke Saito, Avi Bryant, Ero Carrera, Giuliano Cruz, Tim Gasser, James Wade, Tradd Salvo, Adam Bartonicek, William Benton, James Ahloy, Robin Taylor, Thomas Wiecki, Chad Scherrer, Nathaniel Neitzke, Zwelithini Tunyiswa, Elea McDonnell Feit, Bertrand Wilden, James Thompson, Stephen Oates, Gian Luca Di Tanna, Jack Wells, Matthew Maldonado, Ian Costley, Ally Salim, Larry Gill, Joshua Duncan, Ian Moran, Paul Oreto, Colin Caprani, George Ho, Colin Carroll, Nathaniel Burbank, Michael Osthege, Rémi Louf, Clive Edelsten, Henri Wallen, Hugo Botha, Vinh Nguyen, Raul Maldonado, Marcin Elantkowski, Adam C. Smith, Will Kurt, Andrew Moskowitz, Hector Munoz, Marco Gorelli, Simon Kessell, …
-
#70 Teaching Bayes for Biology & Biological Engineering, with Justin Bois
22 oktober 2022 · 1 uur 6 min
Proudly sponsored by PyMC Labs, the Bayesian Consultancy. Book a call, or get in touch! Lees meer
Back in 2016, when I started dedicating my evenings and weekends to learning how to code and do serious stats, I was a bit lost… Where do I start? Which language do I pick? Why are all those languages just named with one single letter??
Then I found some stats classes by Justin Bois — and it was a tremendous help to get out of that wood (and yes, this was a pun). I really loved Justin’s teaching because he was making the assumptions explicit, and also explained them — which was so much more satisfying to my nerdy brain, which always wonders why we’re making this assumption and not that one.
So of course, I’m thrilled to be hosting Justin on the show today! Justin is a Teaching Professor in the Division of Biology and Biological Engineering at Caltech, California, where he also did his PhD. Before that, he was a postdoc in biochemistry at UCLA, as well as the Max Planck Institute in Dresden, Germany.
Most importantly for the football fans, he’s a goalkeeper — actually, the day before recording, he saved two penalty kicks… and even scored a goal! A big fan of Los Angeles football club, Justin is a also a magic enthusiast — he is indeed a member of the Magic Castle…
Our theme music is « Good Bayesian », by Baba Brinkman (feat MC Lars and Mega Ran). Check out his awesome work at https://bababrinkman.com/ !
Thank you to my Patrons for making this episode possible!
Yusuke Saito, Avi Bryant, Ero Carrera, Giuliano Cruz, Tim Gasser, James Wade, Tradd Salvo, Adam Bartonicek, William Benton, Alan O'Donnell, Mark Ormsby, James Ahloy, Robin Taylor, Thomas Wiecki, Chad Scherrer, Nathaniel Neitzke, Zwelithini Tunyiswa, Elea McDonnell Feit, Bertrand Wilden, James Thompson, Stephen Oates, Gian Luca Di Tanna, Jack Wells, Matthew Maldonado, Ian Costley, Ally Salim, Larry Gill, Joshua Duncan, Ian Moran, Paul Oreto, Colin Caprani, George Ho, Colin Carroll, Nathaniel Burbank, Michael Osthege, …
-
#69 Why, When & How to use Bayes Factors, with Jorge Tendeiro
5 oktober 2022 · 54 min
Proudly sponsored by PyMC Labs, the Bayesian Consultancy. Book a call, or get in touch! Lees meer
A great franchise comes with a great rivalry: Marvel has Iron Man and Captain America; physics has General Relativity and Quantum Physics; and Bayesian stats has Posterior Estimation and… Bayes Factors!
A few months ago, I had the pleasure of hosting EJ Wagenmakers, to talk about these topics. This time, I’m talking with Jorge Tendeiro, who has a different perspective on Null Hypothesis Testing in the Bayesian framework, and its relationship with generative models and posterior estimation.
But this is not your classic, click-baity podcast, and I’m not interested in pitching people against each other. Instead, you’ll hear Jorge talk about the other perspective fairly, before even giving his take on the topic. Jorge will also tell us about the difficulty of arguing through papers, and all the nuances you lose compared to casual discussions.
But who is Jorge Tendeiro? He is a professor at Hiroshima University in Japan, and he was recommended to me by Pablo Bernabeu, a listener of this very podcast.
Before moving to Japan, Jorge studied math and applied stats at the University of Porto, and did his PhD in the Netherlands. He focuses on item response theory (specifically person fit analysis), and, of course, Bayesian statistics, mostly Bayes factors.
He’s also passionate about privacy issues in the 21st century, an avid Linux user since 2006, and is trying to get the hang of the Japanese language.
Our theme music is « Good Bayesian », by Baba Brinkman (feat MC Lars and Mega Ran). Check out his awesome work at https://bababrinkman.com/ !
Thank you to my Patrons for making this episode possible!
Yusuke Saito, Avi Bryant, Ero Carrera, Giuliano Cruz, Tim Gasser, James Wade, Tradd Salvo, Adam Bartonicek, William Benton, Alan O'Donnell, Mark Ormsby, James Ahloy, Robin Taylor, Thomas Wiecki, Chad Scherrer, Nathaniel Neitzke, Zwelithini Tunyiswa, Elea McDonnell Feit, Bertrand Wilden…
-
#68 Probabilistic Machine Learning & Generative Models, with Kevin Murphy
14 september 2022 · 1 uur 6 min
Proudly sponsored by PyMC Labs, the Bayesian Consultancy. Book a call, or get in touch! Lees meer
Hosting someone like Kevin Murphy on your podcast is… complicated. Not because Kevin himself is complicated (he’s delightful, don’t make me say what I didn’t say!), but because all the questions I had for him amounted to a 12-hour show.
Sooooo, brace yourselves folks!
No, I'm kidding. Of course I didn’t do that folks, Kevin has a life! This life started in Ireland, where he was born. He grew up in England and got his BA from the University of Cambridge. After his PhD at UC Berkeley, he did a postdoc at MIT, and was an associate professor of computer science and statistics at the University of British Columbia in Vancouver, Canada, from 2004 to 2012. After getting tenure, he went to Google in California in 2011 on his sabbatical and then ended up staying.
He currently runs a team of about 8 researchers inside of Google Brain working on generative models, optimization, and other, as Kevin puts it, “basic” research topics in AI/ML. He has published over 125 papers in refereed conferences and journals, as well 3 textbooks on machine learning published in 2012, 2022 and the last one coming in 2023. You may be familiar with his 2012 book, as it was awarded the DeGroot Prize for best book in the field of statistical science.
Outside of work, Kevin enjoys traveling, outdoor sports (especially tennis, snowboarding and scuba diving), as well as reading, cooking, and spending time with his family.
Our theme music is « Good Bayesian », by Baba Brinkman (feat MC Lars and Mega Ran). Check out his awesome work at https://bababrinkman.com/ !
Thank you to my Patrons for making this episode possible!
Yusuke Saito, Avi Bryant, Ero Carrera, Giuliano Cruz, Tim Gasser, James Wade, Tradd Salvo, Adam Bartonicek, William Benton, Alan O'Donnell, Mark Ormsby, James Ahloy, Robin Taylor, Thomas Wiecki, Chad Scherrer, Nathaniel Neitzke, Zwelithini Tunyiswa, Elea McDonnell Feit, Bertrand Wilden, James…
-
#67 Exoplanets, Cool Worlds & Life in the Universe, with David Kipping
31 augustus 2022 · 1 uur 1 min
Proudly sponsored by PyMC Labs, the Bayesian Consultancy. Book a call, or get in touch! Lees meer
Is there life in the Universe? It doesn’t get deeper than this, does it? And yet, why do we care about that? In the very small chance that there is other life in the Universe, we have even less chance to discover it, talk to it and meet it. So, why do we care?
Well, it may surprise you but Bayesian statistics helps us think about these astronomical and — dare I say? — philosophical topics, as my guest, David Kipping, will brilliantly explain in this episode.
David is an Associate Professor of Astronomy at Columbia University, where he leads the Cool Worlds Lab — I know, the name is awesome. His team’s research spans exoplanet discovery and characterization, the search for life in the Universe and developing novel approaches to our exploration of the cosmos.
David also teaches astrostatistics, and his contributions to Bayesian statistics span astrobiology to exoplanet detection. He also hosts the Cool Worlds YouTube channel, with over half a million subscribers, that discusses his team’s work and broader topics within the field.
Cool worlds, cool guest, cool episode.
Our theme music is « Good Bayesian », by Baba Brinkman (feat MC Lars and Mega Ran). Check out his awesome work at https://bababrinkman.com/ !
Thank you to my Patrons for making this episode possible!
Yusuke Saito, Avi Bryant, Ero Carrera, Giuliano Cruz, Tim Gasser, James Wade, Tradd Salvo, Adam Bartonicek, William Benton, Alan O'Donnell, Mark Ormsby, James Ahloy, Robin Taylor, Thomas Wiecki, Chad Scherrer, Nathaniel Neitzke, Zwelithini Tunyiswa, Elea McDonnell Feit, Bertrand Wilden, James Thompson, Stephen Oates, Gian Luca Di Tanna, Jack Wells, Matthew Maldonado, Ian Costley, Ally Salim, Larry Gill, Joshua Duncan, Ian Moran, Paul Oreto, Colin Caprani, George Ho, Colin Carroll, Nathaniel Burbank, Michael Osthege, Rémi Louf, Clive Edelsten, Henri Wallen, Hugo Botha, Vinh Nguyen, Raul Maldonado, Marcin Elantkows…
-
#66 Uncertainty Visualization & Usable Stats, with Matthew Kay
17 augustus 2022 · 1 uur 2 min
Proudly sponsored by PyMC Labs, the Bayesian Consultancy. Book a call, or get in touch! Lees meer
I have to confess something: I love challenges. And when you’re a podcaster, what’s a better challenge than dedicating an episode to… visualization? Impossible you say? Well, challenge accepted!
Thankfully, I got the help of a visualization Avenger for this episode — namely, Matthew Kay. Matt is an Assistant Professor jointly appointed in Computer Science and Communications Studies at Northwestern University, where he co-directs the Midwest Uncertainty Collective — I know, it’s a pretty cool name for a lab.
He works in human-computer interaction and information visualization, and especially in uncertainty visualization. He also builds tools to support uncertainty visualization in R. In particular, he’s the author of the tidybayes and ggdist R packages, and wrote the random variable interface in the posterior package.
I promise, you won’t be uncertain about the importance of uncertainty visualization after that…
Our theme music is « Good Bayesian », by Baba Brinkman (feat MC Lars and Mega Ran). Check out his awesome work at https://bababrinkman.com/ !
Thank you to my Patrons for making this episode possible!
Yusuke Saito, Avi Bryant, Ero Carrera, Giuliano Cruz, Tim Gasser, James Wade, Tradd Salvo, Adam Bartonicek, William Benton, Alan O'Donnell, Mark Ormsby, James Ahloy, Robin Taylor, Thomas Wiecki, Chad Scherrer, Nathaniel Neitzke, Zwelithini Tunyiswa, Elea McDonnell Feit, Bertrand Wilden, James Thompson, Stephen Oates, Gian Luca Di Tanna, Jack Wells, Matthew Maldonado, Ian Costley, Ally Salim, Larry Gill, Joshua Duncan, Ian Moran, Paul Oreto, Colin Caprani, George Ho, Colin Carroll, Nathaniel Burbank, Michael Osthege, Rémi Louf, Clive Edelsten, Henri Wallen, Hugo Botha, Vinh Nguyen, Raul Maldonado, Marcin Elantkowski, Adam C. Smith, Will Kurt, Andrew Moskowitz, Hector Munoz, Marco Gorelli, Simon Kessell, Bradley Rode, Patrick Kelley, Rick Anderson, Casper de Bruin, Phili…
-
#65 PyMC, Aeppl, & Aesara: the new cool kids on the block, with Ricardo Vieira
3 augustus 2022 · 1 uur 5 min
Proudly sponsored by PyMC Labs, the Bayesian Consultancy. Book a call, or get in touch! Lees meer
Folks, there are some new cool kids on the block. They are called PyMC, Aeppl, and Aesara, and it’s high time we give us a proper welcome!
To do that, who better than one of the architects of the new PyMC 4.0 — Ricardo Vieira! In this episode, he’ll walk us through the inner workings of the newly released version of PyMC, telling us why the Aesara backend and the brand new RandomVariable operators constitute such strong foundations for your beloved PyMC models. He will also tell us about a self-contained PPL project called Aeppl, dedicated to converting model graphs to probability functions — pretty cool, right?
Oh, in case you didn’t guess yet, Ricardo is a PyMC developer and data scientist at PyMC Labs. He spent several years teaching himself Statistics and Computer Science at the expense of his official degrees in Psychology and Neuroscience.
So, get ready for efficient random generator functions, better probability evaluation functions, and a fully-fledged modern Bayesian workflow!
Our theme music is « Good Bayesian », by Baba Brinkman (feat MC Lars and Mega Ran). Check out his awesome work at https://bababrinkman.com/ !
Thank you to my Patrons for making this episode possible!
Yusuke Saito, Avi Bryant, Ero Carrera, Giuliano Cruz, Tim Gasser, James Wade, Tradd Salvo, Adam Bartonicek, William Benton, Alan O'Donnell, Mark Ormsby, James Ahloy, Robin Taylor, Thomas Wiecki, Chad Scherrer, Nathaniel Neitzke, Zwelithini Tunyiswa, Elea McDonnell Feit, Bertrand Wilden, James Thompson, Stephen Oates, Gian Luca Di Tanna, Jack Wells, Matthew Maldonado, Ian Costley, Ally Salim, Larry Gill, Joshua Duncan, Ian Moran, Paul Oreto, Colin Caprani, George Ho, Colin Carroll, Nathaniel Burbank, Michael Osthege, Rémi Louf, Clive Edelsten, Henri Wallen, Hugo Botha, Vinh Nguyen, Raul Maldonado, Marcin Elantkowski, Adam C. Smith, Will Kurt, Andrew Moskowitz, Hector Munoz, Marco Gorelli, Simon …
-
#64 Modeling the Climate & Gravity Waves, with Laura Mansfield
20 juli 2022 · 1 uur 7 min
Proudly sponsored by PyMC Labs, the Bayesian Consultancy. Book a call, or get in touch! Lees meer
I’m sure you’ve already heard of gravitational waves, because my listeners are the coolest and smartest ever ;) But did you know about gravity waves? That’s right, waves in the sky due to gravity — sounds awesome, right?
Well, I’m pretty sure that Laura Mansfield will confirm your prior. Currently a postdoc at Stanford University, Laura studies — guess what? — gravity waves and how they are represented in climate models. In particular, she uses Bayesian methods to estimate the uncertainty on the gravity wave components of the models.
Holding a PhD from the University of Reading in the UK, her background is in atmospheric physics, but she’s interested in climate change and environmental issues.
So seat back, chill out, and enjoy this physics-packed, aerial episode!
Our theme music is « Good Bayesian », by Baba Brinkman (feat MC Lars and Mega Ran). Check out his awesome work at https://bababrinkman.com/ !
Thank you to my Patrons for making this episode possible!
Yusuke Saito, Avi Bryant, Ero Carrera, Giuliano Cruz, Tim Gasser, James Wade, Tradd Salvo, Adam Bartonicek, William Benton, Alan O'Donnell, Mark Ormsby, James Ahloy, Robin Taylor, Thomas Wiecki, Chad Scherrer, Nathaniel Neitzke, Zwelithini Tunyiswa, Elea McDonnell Feit, Bertrand Wilden, James Thompson, Stephen Oates, Gian Luca Di Tanna, Jack Wells, Matthew Maldonado, Ian Costley, Ally Salim, Larry Gill, Joshua Duncan, Ian Moran, Paul Oreto, Colin Caprani, George Ho, Colin Carroll, Nathaniel Burbank, Michael Osthege, Rémi Louf, Clive Edelsten, Henri Wallen, Hugo Botha, Vinh Nguyen, Raul Maldonado, 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, Matthew McAnear, Michael Hankin, Cameron Smith, Luis Iberico, Tomáš Frýda, Ryan Wesslen, Andreas Netti, Riley King, Aaron Jones, Yoshiyuk…
-
#63 Media Mix Models & Bayes for Marketing, with Luciano Paz
28 juni 2022 · 1 uur 15 min
Proudly sponsored by PyMC Labs, the Bayesian Consultancy. Book a call, or get in touch! Lees meer
Inviting someone like Luciano Paz on a stats podcast is both a pleasure and a challenge — he does so many things brilliantly that you have too many questions to ask him…
In this episode, I’ve chosen — not without difficulty — to focus on the applications of Bayesian stats in the marketing industry, especially Media Mix Models. Ok, I also asked Luciano about other topics — but you know me, I like to talk…
Originally, Luciano studied physics. He then did a PhD and postdoc in neuroscience, before transitioning into industry. During his time in academia, he used stats, machine learning and data science concepts here and there, but not in a very organized way.
But at the end of his postdoc, he got into PyMC — and that’s when everything changed… He loved the community and decided to hop on board to exit academia into a better life. After leaving academia, he worked at a company that wanted to do data science but that, for privacy reasons, didn’t have a lot of data. And now, Luciano is one of the folks working full time at the PyMC Labs consultancy.
But Luciano is not only one of the cool nerds building this crazy Bayesian adventures. He also did a lot of piano and ninjutsu. Sooooo, don’t provoke him — either in the streets or at a karaoke bar…
Our theme music is « Good Bayesian », by Baba Brinkman (feat MC Lars and Mega Ran). Check out his awesome work at https://bababrinkman.com/ !
Thank you to my Patrons for making this episode possible!
Yusuke Saito, Avi Bryant, Ero Carrera, Giuliano Cruz, Tim Gasser, James Wade, Tradd Salvo, Adam Bartonicek, William Benton, Alan O'Donnell, Mark Ormsby, James Ahloy, Robin Taylor, Thomas Wiecki, Chad Scherrer, Nathaniel Neitzke, Zwelithini Tunyiswa, Elea McDonnell Feit, Bertrand Wilden, James Thompson, Stephen Oates, Gian Luca Di Tanna, Jack Wells, Matthew Maldonado, Ian Costley, Ally Salim, Larry Gill, Joshua Duncan, Ian Moran, Paul Oreto, …
-
#62 Bayesian Generative Modeling for Healthcare, with Maria Skoularidou
8 juni 2022 · 57 min
Proudly sponsored by PyMC Labs, the Bayesian Consultancy. Book a call, or get in touch! Lees meer
We talk a lot about generative modeling on this podcast — at least since episode 6, with Michael Betancourt! And an area where this way of modeling is particularly useful is healthcare, as Maria Skoularidou will tell us in this episode.
Maria is a final year PhD student at the University of Cambridge. Her thesis is focused on probabilistic machine learning and, more precisely, towards using generative modeling in… you guessed it: healthcare!
But her fields of interest are diverse: from theory and methodology of machine intelligence to Bayesian inference; from theoretical computer science to information theory — Maria is knowledgeable in a lot of topics! That’s why I also had to ask her about mixture models, a category of models that she uses frequently.
Prior to her PhD, Maria studied Computer Science and Statistical Science at Athens University of Economics and Business. She’s also invested in several efforts to bring more diversity and accessibility in the data science world.
When she’s not working on all this, you’ll find her playing the ney, trekking or rawing.
Our theme music is « Good Bayesian », by Baba Brinkman (feat MC Lars and Mega Ran). Check out his awesome work at https://bababrinkman.com/ !
Thank you to my Patrons for making this episode possible!
Yusuke Saito, Avi Bryant, Ero Carrera, Giuliano Cruz, Tim Gasser, James Wade, Tradd Salvo, Adam Bartonicek, William Benton, Alan O'Donnell, Mark Ormsby, James Ahloy, Robin Taylor, Thomas Wiecki, Chad Scherrer, Nathaniel Neitzke, Zwelithini Tunyiswa, Elea McDonnell Feit, Bertrand Wilden, James Thompson, Stephen Oates, Gian Luca Di Tanna, Jack Wells, Matthew Maldonado, Ian Costley, Ally Salim, Larry Gill, Joshua Duncan, Ian Moran, Paul Oreto, Colin Caprani, George Ho, Colin Carroll, Nathaniel Burbank, Michael Osthege, Rémi Louf, Clive Edelsten, Henri Wallen, Hugo Botha, Vinh Nguyen, Raul Maldonado, Marcin Elantkowsk…
-
#61 Why we still use non-Bayesian methods, with EJ Wagenmakers
19 mei 2022 · 1 uur 17 min
The big problems with classic hypothesis testing are well-known. And yet, a huge majority of statistical analyses are still conducted this way. Why is it? Why are things so hard to change? Can you even do (and should you do) hypothesis testing in the Bayesian framework? Lees meer
I guess if you wanted to name this episode in a very Marvelian way, it would be “Bayes factors against the p-values of madness” — but we won’t do that, it wouldn’t be appropriate, would it?
Anyways, in this episode, I’ll talk about all these very light and consensual topics with Eric-Jan Wagenmakers, a professor at the Psychological Methods Unit of the University of Amsterdam.
For almost two decades, EJ has staunchly advocated the use of Bayesian inference in psychology. In order to lower the bar for the adoption of Bayesian methods, he is coordinating the development of JASP, an open-source software program that allows practitioners to conduct state-of-the-art Bayesian analyses with their mouse — the one from the computer, not the one from Disney.
EJ has also written a children’s book on Bayesian inference with the title “Bayesian thinking for toddlers”. Rumor has it that he is also working on a multi-volume series for adults — but shhh, that’s a secret!
EJ’s lab publishes regularly on a host of Bayesian topics, so check out his website, particularly when you are interested in Bayesian hypothesis testing. The same goes for his blog by the way, “BayesianSpectacles”.
Wait, what’s that? EJ is telling me that he plays chess, squash, and that, most importantly, he enjoys watching arm wrestling videos on YouTube — yet another proof that, yes, you can find everything on YouTube.
Our theme music is « Good Bayesian », by Baba Brinkman (feat MC Lars and Mega Ran). Check out his awesome work at https://bababrinkman.com/ !
Thank you to my Patrons for making this episode possible!
Yusuke Saito, Avi Bryant, Ero Carrera, Giuliano Cruz, Tim Gasser, James Wade, Tradd Salvo, Adam Bartonicek, William Benton,…
-
#60 Modeling Dialogues & Languages, with J.P. de Ruiter
30 april 2022 · 1 uur 13 min
Why do we, humans, communicate? And how? And isn’t that a problem that to study communication we have to… communicate? Lees meer
Did you ever ask yourself that? Because J.P. de Ruiter did — and does everyday. But he’s got good reasons: JP is a cognitive scientist whose primary research focus is on the cognitive foundations of human communication. He aims to improve our understanding of how humans and artificial agents use language, gesture and other types of signals to effectively communicate with each other.
Currently he has one of the two Bridge Professorship at Tufts University, and has been appointed in both the Computer Science and Psychology departments.
In this episode, we’ll look at why Bayes is helpful in dialogue research, what the future of the field looks like to JP, and how he uses PyMC in his own teaching.
Our theme music is « Good Bayesian », by Baba Brinkman (feat MC Lars and Mega Ran). Check out his awesome work at https://bababrinkman.com/ !
Thank you to my Patrons for making this episode possible!
Yusuke Saito, Avi Bryant, Ero Carrera, Giuliano Cruz, Tim Gasser, James Wade, Tradd Salvo, Adam Bartonicek, William Benton, Alan O'Donnell, Mark Ormsby, James Ahloy, Robin Taylor, Thomas Wiecki, Chad Scherrer, Nathaniel Neitzke, Zwelithini Tunyiswa, Elea McDonnell Feit, Bertrand Wilden, James Thompson, Stephen Oates, Gian Luca Di Tanna, Jack Wells, Matthew Maldonado, Ian Costley, Ally Salim, Larry Gill, Joshua Duncan, Ian Moran, Paul Oreto, Colin Caprani, George Ho, Colin Carroll, Nathaniel Burbank, Michael Osthege, Rémi Louf, Clive Edelsten, Henri Wallen, Hugo Botha, Vinh Nguyen, Raul Maldonado, 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, Matthew McAnear, Michael Hankin, Cameron Smith, Luis Iberico, Tomáš Frýda, Ryan Wesslen, Andreas Netti, Riley King, Aaron Jones, Yoshiyuki Hamajima, Sven De Maeyer, Michael DeCres…
-
#59 Bayesian Modeling in Civil Engineering, with Michael Faber
14 april 2022 · 59 min
In large-scale one-off civil infrastructure, decision-making under uncertainty is part of the job, that’s just how it is. But, civil engineers don't get the luxury of building 10^6 versions of the bridge, offshore wind turbine or aeronautical structure to consider a relative frequency interpretation! Lees meer
And as you’ll hear, challenges don’t stop there: you also have to consider natural hazards such as earthquakes, rockfall and typhoons — in case you were wondering, civil engineering is not among the boring jobs!
To talk about these original topics, I had the pleasure to host Michael Faber. Michael is a Professor at the Department of Built Environment at Aalborg University, Denmark, the President of the Joint Committee on Structural Safety and is a tremendously deep thinker on the Bayesian interpretation of probability as it pertains to the risk-informed management of big infrastructure.
His research interests are directed on governance and management of risks, resilience and sustainability in the built environment — doing all that with Bayesian probabilistic modeling and applied Bayesian decision analysis, as you’ll hear.
Our theme music is « Good Bayesian », by Baba Brinkman (feat MC Lars and Mega Ran). Check out his awesome work at https://bababrinkman.com/ !
Thank you to my Patrons for making this episode possible!
Yusuke Saito, Avi Bryant, Ero Carrera, Giuliano Cruz, Tim Gasser, James Wade, Tradd Salvo, Adam Bartonicek, William Benton, Alan O'Donnell, Mark Ormsby, James Ahloy, Robin Taylor, Thomas Wiecki, Chad Scherrer, Nathaniel Neitzke, Zwelithini Tunyiswa, Elea McDonnell Feit, Bertrand Wilden, James Thompson, Stephen Oates, Gian Luca Di Tanna, Jack Wells, Matthew Maldonado, Ian Costley, Ally Salim, Larry Gill, Joshua Duncan, Ian Moran, Paul Oreto, Colin Caprani, George Ho, Colin Carroll, Nathaniel Burbank, Michael Osthege, Rémi Louf, Clive Edelsten, Henri Wallen, Hugo Botha, Vinh Nguyen, Raul Maldonado, Marcin Elantkowski, Adam C. Smith, Will Kurt, Andrew …
-
#58 Bayesian Modeling and Computation, with Osvaldo Martin, Ravin Kumar and Junpeng Lao
21 maart 2022 · 1 uur 9 min
You know when you have friends who wrote a book and pressure you to come on your podcast? That’s super annoying, right? Lees meer
Well that’s not what happened with Ravin Kumar, Osvaldo Martin and Junpeng Lao — I was the one who suggested doing a special episode about their new book, Bayesian Modeling and Computation in Python. And since they cannot say no to my soothing French accent, well, they didn’t say no…
All of them were on the podcast already, so I’ll refer you to their solo episode for background on their background — aka backgroundception.
Junpeng is a Data Scientist at Google, living in Zurich, Switzerland. Previously, he was a post-doc in Psychology and Cognitive Neuroscience. His current obsessions are time series and state space models.
Osvaldo is a Researcher at CONICET in Argentina and the Department of Computer Science from Aalto University in Finland. He is especially motivated by the development and implementation of software tools for Bayesian statistics and probabilistic modeling.
Ravin is a data scientist at Google, living in Los Angeles. Previously he worked at Sweetgreen and SpaceX. He became interested in Bayesian statistics when trying to quantify uncertainty in operations. He is especially interested in decision science in business settings.
You’ll make your own opinion, but I like their book because uses a hands-on approach, focusing on the practice of applied statistics. And you get to see how to use diverse libraries, like PyMC, Tensorflow Probability, ArviZ, Bambi, and so on. You’ll see what I’m talking about in this episode.
To top it off, the book is fully available online at bayesiancomputationbook.com. If you want a physical copy (because you love those guys and wanna support them), go to CRC website and enter the code ASA18 at checkout for a 30% discount.
Our theme music is « Good Bayesian », by Baba Brinkman (feat MC Lars and Mega Ran). Check out his awesome work at https://bababrinkman.com/ !
Thank you to my Patrons for making t…
-
#57 Forecasting French Elections, with… Mystery Guest
3 maart 2022 · 1 uur 22 min
No, no, don't leave! You did not click on the wrong button. You are indeed on Alex Andorra’s podcast. The podcast that took the Bayesian world by a storm: “Learning Bayesian Statistics”, and that Barack Obama deemed “the best podcast in the whole galaxy” – or maybe Alex said that, I don’t remember. Lees meer
Alex made us discover new methods, new ideas, and mostly new people. But what do we really know about him? Does he even really exist? To find this out I put on my Frenchest beret, a baguette under my arm, and went undercover to try to find him.
And I did ! So today for a special episode I, Rémi Louf, will be the one asking questions and making bad jokes with a French accent.
Before letting him in, here’s what I got on him so far.
By day, Alex is a Bayesian modeler at the PyMC Labs consultancy. By night, he doesn’t (yet) fight crime but he’s an open-source enthusiast and core contributor to PyMC and ArviZ.
An always-learning statistician, Alex loves building models and studying elections and human behavior.
When he’s not working, he loves hiking, exercising, meditating and reading nerdy books and novels. He also loves chocolate a bit too much, but he doesn’t like talking about it – he prefers eating it.
Our theme music is « Good Bayesian », by Baba Brinkman (feat MC Lars and Mega Ran). Check out his awesome work at https://bababrinkman.com/ !
Thank you to my Patrons for making this episode possible!
Yusuke Saito, Avi Bryant, Ero Carrera, Giuliano Cruz, Tim Gasser, James Wade, Tradd Salvo, Adam Bartonicek, William Benton, Alan O'Donnell, Mark Ormsby, James Ahloy, Robin Taylor, Thomas Wiecki, Chad Scherrer, Nathaniel Neitzke, Zwelithini Tunyiswa, Elea McDonnell Feit, Bertrand Wilden, James Thompson, Stephen Oates, Gian Luca Di Tanna, Jack Wells, Matthew Maldonado, Ian Costley, Ally Salim, Larry Gill, Joshua Duncan, Ian Moran, Paul Oreto, Colin Caprani, George Ho, Colin Carroll, Nathaniel Burbank, Michael Osthege, Rémi Louf, Clive Edelsten, Henri Wallen, Hugo Botha,…
-
#56 Causal & Probabilistic Machine Learning, with Robert Osazuwa Ness
16 februari 2022 · 1 uur 9 min
Did you know there is a relationship between the size of firetrucks and the amount of damage down to a flat during a fire? The bigger the truck sent to put out the fire, the bigger the damages tend to be. The solution is simple: just send smaller firetrucks! Lees meer
Wait, that doesn’t sound right, does it? Our brain is a huge causal machine, so it can instinctively feel it’s not credible that size of truck and amount of damage done are causally related: there must be another variable explaining the correlation. Here, it’s of course the seriousness of the fire — even better, it’s the common cause of the two correlated variables.
Your brain does that automatically, but what about your computer? How do you make sure it doesn’t just happily (and mistakenly) report the correlation? That’s when causal inference and machine learning enter the stage, as Robert Osazuwa Ness will tell us.
Robert has a PhD in statistics from Purdue University. He currently works as a Research Scientist at Microsoft Research and a founder of altdeep.ai, which teaches live cohort-based courses on advanced topics in applied modeling.
As you’ll hear, his research focuses on the intersection of causal and probabilistic machine learning. Maybe that’s why I invited him on the show… Well, who knows, causal inference is very hard!
Our theme music is « Good Bayesian », by Baba Brinkman (feat MC Lars and Mega Ran). Check out his awesome work at https://bababrinkman.com/ !
Thank you to my Patrons for making this episode possible!
Yusuke Saito, Avi Bryant, Ero Carrera, Giuliano Cruz, Tim Gasser, James Wade, Tradd Salvo, Adam Bartonicek, William Benton, Alan O'Donnell, Mark Ormsby, James Ahloy, Robin Taylor, Thomas Wiecki, Chad Scherrer, Nathaniel Neitzke, Zwelithini Tunyiswa, Elea McDonnell Feit, Bertrand Wilden, James Thompson, Stephen Oates, Gian Luca Di Tanna, Jack Wells, Matthew Maldonado, Ian Costley, Ally Salim, Larry Gill, Joshua Duncan, Ian Moran, Paul Oreto, Colin Caprani, George Ho, Colin Carroll…
-
#55 Neuropsychology, Illusions & Bending Reality, with Dominique Makowski
31 januari 2022 · 1 uur 14 min
What’s the common point between fiction, fake news, illusions and meditation? They can all be studied with Bayesian statistics, of course! Lees meer
In this mind-bending episode, Dominique Makowski will for sure expand your horizon. Trained as a clinical neuropsychologist, he is currently working as a postdoc at the Clinical Brain Lab in Singapore, in which he leads the Reality Bending Team. What’s reality-bending you ask? Well, you’ll have to listen to the episode, but I can already tell you we’ll go through a journey in scientific methodology, history of art, religion, and philosophy — what else?
Beyond that, Dominique tries to improve the access to advanced analysis techniques by developing open-source software and tools, like the NeuroKit Python package or the bayestestR package in R.
Even better, he looks a lot like his figures of reference. Like Marcus Aurelius, he plays the piano and guitar. Like Sisyphus, he loves history of art and comparative mythology. And like Yoda, he is a wakeboard master.
Our theme music is « Good Bayesian », by Baba Brinkman (feat MC Lars and Mega Ran). Check out his awesome work at https://bababrinkman.com/ !
Thank you to my Patrons for making this episode possible!
Yusuke Saito, Avi Bryant, Ero Carrera, Brian Huey, Giuliano Cruz, Tim Gasser, James Wade, Tradd Salvo, Adam Bartonicek, William Benton, Alan O'Donnell, Mark Ormsby, Demetri Pananos, James Ahloy, Robin Taylor, Thomas Wiecki, Chad Scherrer, Nathaniel Neitzke, Zwelithini Tunyiswa, Elea McDonnell Feit, Bertrand Wilden, James Thompson, Stephen Oates, Gian Luca Di Tanna, Jack Wells, Matthew Maldonado, Ian Costley, Ally Salim, Larry Gill, Joshua Duncan, Ian Moran, Paul Oreto, Colin Caprani, George Ho, Colin Carroll, Nathaniel Burbank, Michael Osthege, Rémi Louf, Clive Edelsten, Henri Wallen, Hugo Botha, Vinh Nguyen, Raul Maldonado, Marcin Elantkowski, Adam C. Smith, Will Kurt, Andrew Moskowitz, Hector Munoz, Marco Gorelli, Simon Kessell, Bradley Rode, Patrick Kelley, Rick Anderson…
-
#54 Bayes in Theoretical Ecology, with Florian Hartig
14 januari 2022 · 1 uur 9 min
Let’s be honest: evolution is awesome! I started reading Improbable Destinies: Fate, Chance, and the Future of Evolution, by Jonathan Losos, and I’m utterly fascinated. Lees meer
So I’m thrilled to welcome Florian Hartig on the show. Florian is a professor of Theoretical Ecology at the University of Regensburg, Germany. His research concentrates on theory, computer simulations, statistical methods and machine learning in ecology & evolution. He is also interested in open science and open software development, and maintains, among other projects, the R packages DHARMa and BayesianTools.
Among other things, we talked about approximate Bayesian computation, best practices when building models and the big pain points that remain in the Bayesian pipeline.
Most importantly, Florian’s main hobbies are whitewater kayaking, snowboarding, badminton and playing the guitar.
Our theme music is « Good Bayesian », by Baba Brinkman (feat MC Lars and Mega Ran). Check out his awesome work at https://bababrinkman.com/ !
Thank you to my Patrons for making this episode possible!
Yusuke Saito, Avi Bryant, Ero Carrera, Brian Huey, Giuliano Cruz, Tim Gasser, James Wade, Tradd Salvo, Adam Bartonicek, William Benton, Alan O'Donnell, Mark Ormsby, Demetri Pananos, James Ahloy, Robin Taylor, Thomas Wiecki, Chad Scherrer, Nathaniel Neitzke, Zwelithini Tunyiswa, Elea McDonnell Feit, Bertrand Wilden, James Thompson, Stephen Oates, Gian Luca Di Tanna, Jack Wells, Matthew Maldonado, Ian Costley, Ally Salim, Larry Gill, Joshua Duncan, Ian Moran, Paul Oreto, Colin Caprani, George Ho, Colin Carroll, Nathaniel Burbank, Michael Osthege, Rémi Louf, Clive Edelsten, Henri Wallen, Hugo Botha, Vinh Nguyen, Raul Maldonado, 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, Matthew McAnear, Michael Hankin, Cameron Smith, Luis Iberico, Tomáš Frýda, Ryan Wesslen, Andreas Netti, Ril…
-
#53 Bayesian Stats for the Behavioral & Neural Sciences, with Todd Hudson
28 december 2021 · 56 min
Get a 30% discount on Todd's book by entering the code BDABNS22 at checkout! Lees meer
The behavioral and neural sciences are a nerdy interest of mine, but I didn’t dedicate any episode to that topic yet. But life brings you gifts sometimes (especially around Christmas…), and here that gift is a book, Bayesian Data Analysis for the Behavioral and Neural Sciences, by Todd Hudson.
Todd is a part of the faculty at New York University Grossman School of Medicine and also the New York University Tandon School of Engineering. He is a computational neuroscientist working in several areas including: early detection and grading of neurological disease; computational models of movement planning and learning; development of new computational and experimental techniques.
He also co-founded Tactile Navigation Tools, which develops navigation aids for the visually impaired, and Third Eye Technologies, which develops low cost laboratory- and clinical-grade eyetracking technologies.
As you’ll hear, Todd wanted his book to bypass the need for advanced mathematics normally considered a prerequisite for this type of material. Basically, he wants students to be able to write code and models and understand equations, even they are not specialized in writing those equations.
We’ll also touch on some of the neural sciences examples he’s got in the book, as well as the two general algorithms he uses for model measurement and model selection.
Ow, I almost forgot the most important: Todd loves beekeeping and gardening — he’s got 25 apple trees, 4 cherry trees, nectarines, figs, strawberries, etc!
Our theme music is « Good Bayesian », by Baba Brinkman (feat MC Lars and Mega Ran). Check out his awesome work at https://bababrinkman.com/ !
Thank you to my Patrons for making this episode possible!
Yusuke Saito, Avi Bryant, Ero Carrera, Brian Huey, Giuliano Cruz, Tim Gasser, James Wade, Tradd Salvo, Adam Bartonicek, William Benton, Alan O'Donnell, Mark Ormsby, Demetri Pananos, James Ahloy, Robin T…
-
#52 Election forecasting models in Germany, with Marcus Gross
9 december 2021 · 58 min
Did I mention I like survey data, especially in the context of electoral forecasting? Probably not, as I’m a pretty shy and reserved man. Why are you laughing?? Yeah, that’s true, I’m not that shy… but I did mention my interest for electoral forecasting already! Lees meer
And before doing a full episode where I’ll talk about French elections (yes, that’ll come at one point), let’s talk about one of France’s neighbors — Germany. Our German friends had federal elections a few weeks ago — consequential elections, since they had the hard task of replacing Angela Merkel, after 16 years in power.
To talk about this election, I invited Marcus Gross on the show, because he worked on a Bayesian forecasting model to try and predict the results of this election — who will get elected as Chancellor, by how much and with which coalition?
I was delighted to ask him about how the model works, how it accounts for the different sources of uncertainty — be it polling errors, unexpected turnout or media events — and, of course, how long it takes to sample (I think you’ll be surprised by the answer).
We also talked about the other challenge of this kind of work: communication — how do you communicate uncertainty effectively? How do you differentiate motivated reasoning from useful feedback? What were the most common misconceptions about the model?
Marcus studied statistics in Munich and Berlin, and did a PhD on survey statistics and measurement error models in economics and archeology. He worked as a data scientist at INWT, a consulting firm with projects in different business fields as well as the public sector. Now, he is working at FlixMobility.
Our theme music is « Good Bayesian », by Baba Brinkman (feat MC Lars and Mega Ran). Check out his awesome work at https://bababrinkman.com/ !
Thank you to my Patrons for making this episode possible!
Yusuke Saito, Avi Bryant, Ero Carrera, Brian Huey, Giuliano Cruz, Tim Gasser, James Wade, Tradd Salvo, Adam Bartonicek, William Benton, Alan O'D…
-
#51 Bernoulli’s Fallacy & the Crisis of Modern Science, with Aubrey Clayton
22 november 2021 · 1 uur 9 min
You know I love epistemology — the study of how we know what we know. It was high time I dedicated a whole episode to this topic. And what better guest than Aubrey Clayton, the author of the book Bernoulli's Fallacy: Statistical Illogic and the Crisis of Modern Science. I’m in the middle of reading it, and it’s a really great read! Lees meer
Aubrey is a mathematician in Boston who teaches the philosophy of probability and statistics at the Harvard Extension School. He holds a PhD in mathematics from the University of California, Berkeley, and his writing has appeared in Pacific Standard, Nautilus, and the Boston Globe.
We talked about what he deems “a catastrophic error in the logic of the standard statistical methods in almost all the sciences” and why this error manifests even outside of science, like in medicine, law, public policy, etc.
But don’t worry, we’re not doomed — we’ll also see where we go from there. As a big fan of E.T Jaynes, Aubrey will also tell us how this US scientist influenced his own thinking as well as the field of Bayesian inference in general.
Our theme music is « Good Bayesian », by Baba Brinkman (feat MC Lars and Mega Ran). Check out his awesome work at https://bababrinkman.com/ !
Thank you to my Patrons for making this episode possible!
Yusuke Saito, Avi Bryant, Ero Carrera, Brian Huey, Giuliano Cruz, Tim Gasser, James Wade, Tradd Salvo, Adam Bartonicek, William Benton, Alan O'Donnell, Mark Ormsby, Demetri Pananos, James Ahloy, Robin Taylor, Thomas Wiecki, Chad Scherrer, Nathaniel Neitzke, Zwelithini Tunyiswa, Elea McDonnell Feit, Bertrand Wilden, James Thompson, Stephen Oates, Gian Luca Di Tanna, Jack Wells, Matthew Maldonado, Ian Costley, Ally Salim, Larry Gill, Joshua Duncan, Ian Moran, Paul Oreto, Colin Caprani, George Ho, Colin Carroll, Nathaniel Burbank, Michael Osthege, Rémi Louf, Clive Edelsten, Henri Wallen, Hugo Botha, Vinh Nguyen, Raul Maldonado, Marcin Elantkowski, Tim Radtke, Adam C. Smith, Will Kurt, Andrew Moskowitz, Hector M…
-
#50 Ta(l)king Risks & Embracing Uncertainty, with David Spiegelhalter
6 november 2021 · 1 uur 4 min
Folks, this is the 50th episode of LBS — 50th! I never would have thought that there were so many Bayesian nerds in the world when I first interviewed Osvaldo Martin more than 2 years ago. Lees meer
To celebrate that random, crazy adventure, I wanted to do a special episode at any random point, and so it looks like it’s gonna be #50! This episode is special by its guest, not its number — although my guest knows a thing or two about numbers. Most recently, he wrote the book Covid by Numbers.
A mathematical statistician dedicated to helping the general public understand risk, uncertainty and decision-making, he’s the author of several books on the topic actually, including The Art of Statistics. You may also know him from his podcast, Risky Talk, or his numerous appearances in newspapers, radio and TV shows.
Did you guess who it is?
Maybe you just know him as the reigning World Champion in Loop – a version of pool played on an elliptical table – and are just discovering now that he is a fantastic science communicator – something that turns out to be especially important for stats education in times of, let’s say, global pandemic for instance.
He holds a PhD in Mathematical Statistics from the University of London and has been the Chair of the Winton Centre for Risk and Evidence Communication at Cambridge University since 2016. He was also the President of the famous Royal Statistical Society in 2017-2018.
Most importantly, he was featured in BBC1’s Winter Wipeout in 2011 – seriously, go check it out on his website; it’s hilarious.
So did you guess it yet? Yep, my guest for this episode is no other than Sir David Spiegelhalter — yes, there are Bayesian knights!
Our theme music is « Good Bayesian », by Baba Brinkman (feat MC Lars and Mega Ran). Check out his awesome work at https://bababrinkman.com/ !
Thank you to my Patrons for making this episode possible!
Yusuke Saito, Avi Bryant, Ero Carrera, Brian Huey, Giuliano Cruz, Tim Gasser, James Wade, Tradd Salvo, Adam Bart…
-
#49 The Present & Future of Baseball Analytics, with Ehsan Bokhari
22 oktober 2021 · 1 uur 13 min
It’s been a while since I did an episode about sports analytics, right? And you know it’s a field I love, so… let’s do that! Lees meer
For this episode, I was happy to host Ehsan Bokhari, not only because he’s a first-hour listener of the podcast and spread the word about it whenever he can, but mainly because he knows baseball analytics very well!
Currently Senior Director of Strategic Decision Making with the Houston Astros, he previously worked there as Senior Director of Player Evaluation and Director of R&D. And before that, he was Senior Director at the Los Angeles Dodgers from the 2015 to the 2018 season.
Among other things, we talked about what his job looks like, how Bayesian the field is, which pushbacks he gets, and what the future of baseball analytics look like to him.
Ehsan also has an interesting background, coming from both psychology and mathematics. Indeed, he received a PhD in quantitative psychology and an MS in statistics at the University of Illinois in 2014.
Maybe most importantly, he loves reading non-fiction and spending time with his almost three-year-old son — who he read Bayesian Probability for Babies to, of course.
Our theme music is « Good Bayesian », by Baba Brinkman (feat MC Lars and Mega Ran). Check out his awesome work at https://bababrinkman.com/ !
Thank you to my Patrons for making this episode possible!
Yusuke Saito, Avi Bryant, Ero Carrera, Brian Huey, Giuliano Cruz, Tim Gasser, James Wade, Tradd Salvo, Adam Bartonicek, William Benton, Alan O'Donnell, Mark Ormsby, Demetri Pananos, James Ahloy, Jon Berezowski, Robin Taylor, Thomas Wiecki, Chad Scherrer, Nathaniel Neitzke, Zwelithini Tunyiswa, Elea McDonnell Feit, Bertrand Wilden, James Thompson, Stephen Oates, Gian Luca Di Tanna, Jack Wells, Matthew Maldonado, Ian Costley, Ally Salim, Larry Gill, Joshua Duncan, Ian Moran, Paul Oreto, Colin Caprani, George Ho, Colin Carroll, Nathaniel Burbank, Michael Osthege, Rémi Louf, Clive Edelsten, Henri Wallen, Hugo Botha, Vinh Nguyen, Raul …
-
#48 Mixed Effects Models & Beautiful Plots, with TJ Mahr
8 oktober 2021 · 1 uur 1 min
In episode 40, we already got a glimpse of how useful Bayesian stats are in the speech and communication sciences. To talk about the frontiers of this field (and, as it happens, about best practices to make beautiful plots and pictures), I invited TJ Mahr on the show. Lees meer
A speech pathologist turned data scientist, TJ earned his PhD in communication sciences and disorders in Madison, Wisconsin. On paper, he was studying speech development, word recognition and word learning in preschoolers, but over the course of his graduate training, he discovered that he really, really likes programming and working with data – we’ll of course talk about that in the show!
In short, TJ wrangles data, crunches numbers, plots pictures, and fits models to study how children learn to speak and communicate. On his website, he often writes about Bayesian models, mixed effects models, functional programming in R, or how to plot certain kinds of data.
He also got very into the deck-building game “Slay the Spire” this year, and his favorite youtube channel is a guy who restores paintings.
Our theme music is « Good Bayesian », by Baba Brinkman (feat MC Lars and Mega Ran). Check out his awesome work at https://bababrinkman.com/ !
Thank you to my Patrons for making this episode possible!
Yusuke Saito, Avi Bryant, Ero Carrera, Brian Huey, Giuliano Cruz, Tim Gasser, James Wade, Tradd Salvo, Adam Bartonicek, William Benton, Alan O'Donnell, Mark Ormsby, Demetri Pananos, James Ahloy, Jon Berezowski, Robin Taylor, Thomas Wiecki, Chad Scherrer, Nathaniel Neitzke, Zwelithini Tunyiswa, Elea McDonnell Feit, Bertrand Wilden, James Thompson, Stephen Oates, Gian Luca Di Tanna, Jack Wells, Matthew Maldonado, Ian Costley, Ally Salim, Larry Gill, Joshua Duncan, Ian Moran, Paul Oreto, Colin Caprani, George Ho, Colin Carroll, Nathaniel Burbank, Michael Osthege, Rémi Louf, Clive Edelsten, Henri Wallen, Hugo Botha, Vinh Nguyen, Raul Maldonado, Marcin Elantkowski, Tim Radtke, Adam C. Smith, Will Kurt, Andrew Mo…
-
#47 Bayes in Physics & Astrophysics, with JJ Ruby
21 september 2021 · 1 uur 16 min
The field of physics has brought tremendous advances to modern Bayesian statistics, especially inspiring the current algorithms enabling all of us to enjoy the Bayesian power on our own laptops. Lees meer
I did receive some physicians already on the show, like Michael Betancourt in episode 6, but in my legendary ungratefulness I hadn’t dedicated a whole episode to talk about physics yet.
Well that’s now taken care of, thanks to JJ Ruby. Apart from having really good tastes (he’s indeed a fan of this very podcast), JJ is currently a postdoctoral fellow for the Center for Matter at Atomic Pressures at the University of Rochester, and will soon be starting as a Postdoctoral Scholar at Lawrence Livermore National Laboratory, a U.S. Department of Energy National Laboratory.
JJ did his undergraduate work in Astrophysics and Planetary Science at Villanova University, outside of Philadelphia, and completed his master’s degree and PhD in Physics at the University of Rochester, in New York.
JJ studies high energy density physics and focuses on using Bayesian techniques to extract information from large scale physics experiments with highly integrated measurements.
In his freetime, he enjoys playing sports including baseball, basketball, and golf.
Our theme music is « Good Bayesian », by Baba Brinkman (feat MC Lars and Mega Ran). Check out his awesome work at https://bababrinkman.com/ !
Thank you to my Patrons for making this episode possible!
Yusuke Saito, Avi Bryant, Ero Carrera, Brian Huey, Giuliano Cruz, Tim Gasser, James Wade, Tradd Salvo, Adam Bartonicek, William Benton, Alan O'Donnell, Mark Ormsby, Demetri Pananos, James Ahloy, Jon Berezowski, Robin Taylor, Thomas Wiecki, Chad Scherrer, Nathaniel Neitzke, Zwelithini Tunyiswa, Elea McDonnell Feit, Bertrand Wilden, James Thompson, Stephen Oates, Gian Luca Di Tanna, Jack Wells, Matthew Maldonado, Ian Costley, Ally Salim, Larry Gill, Joshua Duncan, Ian Moran, Paul Oreto, Colin Caprani, George Ho, Colin Carroll, Nathaniel Bur…
-
#46 Silly & Empowering Statistics, with Chelsea Parlett-Pelleriti
30 augustus 2021 · 1 uur 13 min
You wanna know something funny? A sentence from this episode became a meme. And people even made stickers out of it! Ok, that’s not true. But if someone could pull off something like that, it would surely be Chelsea Parlett-Pelleriti. Lees meer
Indeed, Chelsea’s research focuses on using statistics and machine learning on behavioral data, but her more general goal is to empower people to be able to do their own statistical analyses, through consulting, education, and, as you may have seen, stats memes on Twitter.
A full-time teacher, researcher and statistical consultant, Chelsea earned an MsC and PhD in Computational and Data Science in 2021 from Chapman University. Her courses include R, intro to programming (in Python), and data science.
In a nutshell, Chelsea is, by her own admission, an avid lover of anything silly or statistical. Hopefully, this episode turned out to be both at once! I’ll let you be the judge of that…
Our theme music is « Good Bayesian », by Baba Brinkman (feat MC Lars and Mega Ran). Check out his awesome work at https://bababrinkman.com/ !
Thank you to my Patrons for making this episode possible!
Yusuke Saito, Avi Bryant, Ero Carrera, Brian Huey, Giuliano Cruz, Tim Gasser, James Wade, Tradd Salvo, Adam Bartonicek, William Benton, Alan O'Donnell, Mark Ormsby, Demetri Pananos, James Ahloy, Jon Berezowski, Robin Taylor, Thomas Wiecki, Chad Scherrer, Nathaniel Neitzke, Zwelithini Tunyiswa, Elea McDonnell Feit, Bertrand Wilden, James Thompson, Stephen Oates, Gian Luca Di Tanna, Jack Wells, Matthew Maldonado, Ian Costley, Ally Salim, Larry Gill, Joshua Duncan, Ian Moran, Paul Oreto, Colin Caprani, George Ho, Colin Carroll, Nathaniel Burbank, Michael Osthege, Rémi Louf, Clive Edelsten, Henri Wallen, Hugo Botha, Vinh Nguyen, Raul Maldonado, Marcin Elantkowski, Tim Radtke, Adam C. Smith, Will Kurt, Andrew Moskowitz, Hector Munoz, Marco Gorelli, Simon Kessell, Bradley Rode, Patrick Kelley, Rick Anderson, Casper de Bruin and Philippe Labonde.
Visit https:…
-
#45 Biostats & Clinical Trial Design, with Frank Harrell
10 augustus 2021 · 1 uur 9 min
As a podcaster, I discovered that there are guests for which the hardest is to know when to stop the conversation. They could talk for hours and that would make for at least 10 fantastic episodes. Frank Harrell is one of those guests. To me, our conversation was both fascinating — thanks to Frank’s expertise and the width and depth of topics we touched on — and frustrating — I still had a gazillion questions for him! Lees meer
But rest assured, we talked about intent to treat and randomization, proportional odds, clinical trial design, bio stats and covid19, and even which mistakes you should do to learn Bayes stats — yes, you heard right, which mistakes. Anyway, I can’t tell you everything here — you’ll just have to listen to the episode!
A long time Bayesian, Frank is a Professor of Biostatistics in the School of Medicine at Vanderbilt University. His numerous research interests include predictive models and model validation, Bayesian clinical trial design and Bayesian models, drug development, and clinical research.
He holds a PhD in biostatistics from the University of North Carolina, and did his Bachelor in mathematics at the University of Alabama in Birmingham.
Our theme music is « Good Bayesian », by Baba Brinkman (feat MC Lars and Mega Ran). Check out his awesome work at https://bababrinkman.com/ !
Thank you to my Patrons for making this episode possible!
Yusuke Saito, Avi Bryant, Ero Carrera, Brian Huey, Giuliano Cruz, Tim Gasser, James Wade, Tradd Salvo, Adam Bartonicek, William Benton, Alan O'Donnell, Mark Ormsby, Demetri Pananos, James Ahloy, Jon Berezowski, Robin Taylor, Thomas Wiecki, Chad Scherrer, Nathaniel Neitzke, Zwelithini Tunyiswa, Elea McDonnell Feit, Bertrand Wilden, James Thompson, Stephen Oates, Gian Luca Di Tanna, Jack Wells, Matthew Maldonado, Ian Costley, Ally Salim, Larry Gill, Joshua Duncan, Ian Moran, Paul Oreto, Colin Caprani, George Ho, Colin Carroll, Nathaniel Burbank, Michael Osthege, Rémi Louf, Clive Edelsten, Henri Wallen, Hugo Both…
-
#44 Building Bayesian Models at scale, with Rémi Louf
22 juli 2021 · 1 uur 15 min
Episode sponsored by Paperpile: paperpile.com Lees meer
Get 20% off until December 31st with promo code GOODBAYESIAN21
Bonjour my dear Bayesians! Yes, it was bound to happen one day — and this day has finally come. Here is the first ever 100% French speaking ‘Learn Bayes Stats’ episode! Who is to blame, you ask? Well, who better than Rémi Louf?
Rémi currently works as a senior data scientist at Ampersand, a big media marketing company in the US. He is the author and maintainer of several open source libraries, including MCX and BlackJAX. He holds a PhD in statistical Physics, a Masters in physics from the Ecole Normale Supérieure and a Masters in Philosophy from Oxford University.
I think I know what you’re wondering: how the hell do you go from physics to philosophy to Bayesian stats?? Glad you asked, as it was my first question to Rémi! He’ll also tell us why he created MXC and BlackJax, what his main challenges are when working on open-source projects, and what the future of PPLs looks like to him.
Our theme music is « Good Bayesian », by Baba Brinkman (feat MC Lars and Mega Ran). Check out his awesome work at https://bababrinkman.com/ !
Thank you to my Patrons for making this episode possible!
Yusuke Saito, Avi Bryant, Ero Carrera, Brian Huey, Giuliano Cruz, Tim Gasser, James Wade, Tradd Salvo, Adam Bartonicek, William Benton, Alan O'Donnell, Mark Ormsby, Demetri Pananos, James Ahloy, Jon Berezowski, Robin Taylor, Thomas Wiecki, Chad Scherrer, Nathaniel Neitzke, Zwelithini Tunyiswa, Elea McDonnell Feit, Bertrand Wilden, James Thompson, Stephen Oates, Gian Luca Di Tanna, Jack Wells, Matthew Maldonado, Ian Costley, Ally Salim, Larry Gill, Joshua Duncan, Ian Moran, Paul Oreto, Colin Caprani, George Ho, Colin Carroll, Nathaniel Burbank, Michael Osthege, Rémi Louf, Clive Edelsten, Henri Wallen, Hugo Botha, Vinh Nguyen, Raul Maldonado, Marcin Elantkowski, Tim Radtke, Adam C. Smith, Will Kurt, Andrew Moskowitz, Hector Munoz, Marco Gorelli, Simon Kessell, Bradley Rode, Pa…
-
#43 Modeling Covid19, with Michael Osthege & Thomas Vladeck
8 juli 2021 · 1 uur 22 min
Episode sponsored by Paperpile: paperpile.com Lees meer
Get 20% off until December 31st with promo code GOODBAYESIAN21
I don’t know if you’ve heard, but there is a virus that took over most of the world in the past year? I haven’t dedicated any episode to Covid yet. First because research was moving a lot — and fast. And second because modeling Covid is very, very hard.
But we know more about it now, so I thought it was a good time to pause and ponder — how does the virus circulate? How can we model it and, ultimately, defeat it? What are the challenges in doing so?
To talk about that, I had the chance to host Michael Osthege and Thomas Vladeck, who both were part of the team who developed the Rt-live model, a Bayesian model to infer the reproductive rate of Covid19 in the general population. As you’ll hear, modeling the evolution of this virus is challenging, fascinating, and a perfect fit for Bayesian modeling! It truly is a wonderful example of Bayesian generative modeling.
Tom is the Managing Director of Gradient Metrics, a quantitative market research firm, and a Co-Founder of Recast, a media mix model for modern brands.
Michael is a PhD student in laboratory automation and bioprocess optimization at the Forschungszentrum Jülich in Germany, and a fellow PyMC core-developer. As he works a lot on the coming brand new version 4, we’ll take this opportunity to talk about the current developments and where the project is headed.
Our theme music is « Good Bayesian », by Baba Brinkman (feat MC Lars and Mega Ran). Check out his awesome work at https://bababrinkman.com/ !
Thank you to my Patrons for making this episode possible!
Yusuke Saito, Avi Bryant, Ero Carrera, Brian Huey, Giuliano Cruz, Tim Gasser, James Wade, Tradd Salvo, Adam Bartonicek, William Benton, Alan O'Donnell, Mark Ormsby, Demetri Pananos, James Ahloy, Jon Berezowski, Robin Taylor, Thomas Wiecki, Chad Scherrer, Nathaniel Neitzke, Zwelithini Tunyiswa, Elea McDonnell Feit, Bertrand Wilden, James Thompson…
-
#42 How to Teach and Learn Bayesian Stats, with Mine Dogucu
24 juni 2021 · 1 uur 6 min
Episode sponsored by Paperpile: paperpile.com Lees meer
Get 20% off until December 31st with promo code GOODBAYESIAN21
We often talk about applying Bayesian statistics on this podcast. But how do we teach them? What’s the best way to introduce them from a young age and make sure the skills students learn in the stats class are transferable?
Well, lucky us, Mine Dogucu’s research tackles precisely those topics!
An Assistant Professor of Teaching in the Department of Statistics at University of California Irvine, Mine is both an educator with an interest in statistics, and an applied statistician with experience in educational research.
Her work focuses on modern pedagogical approaches in the statistics curriculum, making data science education more accessible. In particular, she teaches an undergraduate Bayesian course, and is the coauthor of the upcoming book Bayes Rules! An Introduction to Bayesian Modeling with R.
In other words, Mine is not only interested in teaching, but also in how best to teach statistics – how to engage students in remote classes, how to get to know them, how to best record and edit remote courses, etc. She writes about these topics on her blog, DataPedagogy.com.
She also works on accessibility and inclusion, as well as a study that investigates how popular Bayesian courses are at the undergraduate level in the US — that should be fun to talk about!
Mine did her Master’s at Bogazici University in Istanbul, Turkey, and then her PhD in Quantitative Research, Evaluation, and Measurement at Ohio State University.
Our theme music is « Good Bayesian », by Baba Brinkman (feat MC Lars and Mega Ran). Check out his awesome work at https://bababrinkman.com/ !
Thank you to my Patrons for making this episode possible!
Yusuke Saito, Avi Bryant, Ero Carrera, Brian Huey, Giuliano Cruz, Tim Gasser, James Wade, Tradd Salvo, Adam Bartonicek, William Benton, Alan O'Donnell, Mark Ormsby, Demetri Pananos, James Ahloy, Jon Berezowski, Robin Taylor, Thomas Wiecki…
-
#41 Thinking Bayes, with Allen Downey
14 juni 2021 · 1 uur 4 min
Let’s think Bayes, shall we? And who better to do that than the author of the well known book, Think Bayes — Allen Downey himself! Since the second edition was just released, the timing couldn’t be better! Lees meer
Allen is a professor at Olin College and the author of books related to software and data science, including Think Python, Think Bayes, and Think Complexity. His blog, Probably Overthinking It, features articles on Bayesian probability and statistics. He holds a Ph.D. from U.C. Berkeley, and bachelors and masters degrees from MIT.
In this special episode, Allen and I talked about his background, how he came to the stats and teaching worlds, and why he wanted to write this book in the first place. He’ll tell us who this book is written for, what’s new in the second edition, and which mistakes his students most commonly make when starting to learn Bayesian stats. We also talked about some types of models, their usefulness and their weaknesses, but I’ll let you discover that.
Now for another good news: 5 Patrons of the show will get Think Bayes for free! To qualify, you just need to go the form I linked to in the 'Learn Bayes Stats' Slack channel or the Patreon page and enter your email address. That’s it. After a week or so, Allen and I will choose 5 winners at random, who will receive the book for free!
If you’re not a Patron yet, make sure to check out patreon.com/learnbayesstats if you don’t want to miss out on these goodies!
And even if you’re not a Patron, I love you dear listeners, so you all get a discount when you go buy the book at https://www.learnbayesstats.com/buy-think-bayes (unfortunately, this only applies for purchases in the US and Canada).
Our theme music is « Good Bayesian », by Baba Brinkman (feat MC Lars and Mega Ran). Check out his awesome work at https://bababrinkman.com/ !
Thank you to my Patrons for making this episode possible!
Yusuke Saito, Avi Bryant, Ero Carrera, Brian Huey, Giuliano Cruz, Tim Gasser, James Wade, Tradd Salvo, Ad…
-
#40 Bayesian Stats for the Speech & Language Sciences, with Allison Hilger and Timo Roettger
28 mei 2021 · 1 uur 6 min
We all know about these accidental discoveries — penicillin, the heating power of microwaves, or the famous (and delicious) tarte tatin. I don’t know why, but I just love serendipity. And, as you’ll hear, this episode is deliciously full of it… Lees meer
Thanks to Allison Hilger and Timo Roettger, we’ll discover the world of linguistics, how Bayesian stats are helpful there, and how Paul Bürkner’s BRMS package has been instrumental in this field. To my surprise — and perhaps yours — the speech and language sciences are pretty quantitative and computational!
As she recently discovered Bayesian stats, Allison will also tell us about the challenges she’s faced from advisors and reviewers during her PhD at Northwestern University, and the advice she’d have for people in the same situation.
Allison is now an Assistant Professor at the University of Colorado Boulder. The overall goal in her research is to improve our understanding of motor speech control processes, in order to inform effective speech therapy treatments for improved speech naturalness and intelligibility. Allison also worked clinically as a speech-language pathologist in Chicago for a year. As a new Colorado resident, her new hobbies include hiking, skiing, and biking — and then reading or going to dog parks when she’s to tired.
Holding a PhD in linguistics from the University of Cologne, Germany, Timo is an Associate Professor for linguistics at the University of Oslo, Norway. Timo tries to understand how people communicate their intentions using speech – how are speech signals retrieved; how do people learn and generalize? Timo is also committed to improving methodologies across the language sciences in light of the replication crisis, with a strong emphasis on open science.
Most importantly, Timo loves hiking, watching movies or, even better, watching people play video games!
Our theme music is « Good Bayesian », by Baba Brinkman (feat MC Lars and Mega Ran). Check out his awesome work at https://bababrinkm…
-
#39 Survival Models & Biostatistics for Cancer Research, with Jacki Buros
14 mei 2021 · 1 uur
Episode sponsored by Tidelift: tidelift.com Lees meer
It’s been a while since we talked about biostatistics and bioinformatics on this podcast, so I thought it could be interesting to talk to Jacki Buros — and that was a very good idea!
She’ll walk us through examples of Bayesian models she uses to, for instance, work on biomarker discovery for cancer immunotherapies. She’ll also introduce you to survival models — their usefulness, their powers and their challenges.
Interestingly, all of this will highlight a handful of skills that Jacki would try to instill in her students if she had to teach Bayesian methods.
The Head of Data and Analytics at Generable, a state-of-the-art Bayesian platform for oncology clinical trials, Jacki has been working in biostatistics and bioinformatics for over 15 years. She started in cardiology research at the TIMI Study Group at Harvard Medical School before working in Alzheimer’s Disease genetics at Boston University and in biomarker discovery for cancer immunotherapies at the Hammer Lab. Most recently she was the Lead Biostatistician at the Institute for Next Generation Health Care at Mount Sinai.
An open-source enthusiast, Jacki is also a contributor to Stan and rstanarm, and the author of the survivalstan package, a library of Stan models for survival analysis.
Last but not least, Jacki is an avid sailor and skier!
Our theme music is « Good Bayesian », by Baba Brinkman (feat MC Lars and Mega Ran). Check out his awesome work at https://bababrinkman.com/ !
Thank you to my Patrons for making this episode possible!
Yusuke Saito, Avi Bryant, Ero Carrera, Brian Huey, Giuliano Cruz, Tim Gasser, James Wade, Tradd Salvo, Adam Bartonicek, William Benton, Alan O'Donnell, Mark Ormsby, Demetri Pananos, James Ahloy, Jon Berezowski, Robin Taylor, Thomas Wiecki, Chad Scherrer, Nathaniel Neitzke, Zwelithini Tunyiswa, Elea McDonnell Feit, Bertrand Wilden, James Thompson, Stephen Oates, Gian Luca Di Tanna, Jack Wells, Matthew Maldonado, Ian Costley, A…
-
#38 How to Become a Good Bayesian (& Rap Artist), with Baba Brinkman
30 april 2021 · 1 uur 28 min
Episode sponsored by Tidelift: tidelift.com Lees meer
Imagine me rapping: "Let me show you how to be a good Bayesian. Change your predictions after taking information in, and if you’re thinking I’ll be less than amazing, let’s adjust those expectations!"
What?? Nah, you’re right, I’m not as good as Baba Brinkman. Actually, the best to perform « Good Bayesian » live on the podcast would just be to invite him for an episode… Wait, isn’t that what I did???
Well indeed! For this episode, I had the great pleasure of hosting rap artist, science communicator and revered author of « Good Bayesian », Baba Brinkman!
We talked about his passion for oral poetry, his rap career, what being a good rapper means and the difficulties he encounters to establish himself as a proper rapper.
Baba began his rap career in 1998, freestyling and writing songs in his hometown of Vancouver, Canada.
In 2000 he started adapting Chaucer’s Canterbury Tales into original rap compositions, and in 2004 he premiered a one man show based on his Master’s thesis, The Rap Canterbury Tales, exploring parallels between hip-hop music and medieval poetry.
Over the years, Baba went on to create “Rap Guides” dedicated to scientific topics, like evolution, consciousness, medicine, religion, and climate change – and I encourage you to give them all a listen!
By the way, do you know the common point between rap and evolutionary biology? Well, you’ll have to tune in for the answer… And make sure you listen until the end: Baba has a very, very nice surprise for you!
A little tip: if you wanna enjoy it to the fullest, I put the unedited video version of this interview in the show notes ;) By the way, let me know if you like these video live streams — I might just do them again if you do!
Our theme music is « Good Bayesian », by Baba Brinkman (feat MC Lars and Mega Ran). Check out his awesome work at https://bababrinkman.com/ !
Thank you to my Patrons for making this episode possible!
Yusuke Saito, Avi Bryant, Ero…
-
#37 Prophet, Time Series & Causal Inference, with Sean Taylor
16 april 2021 · 1 uur 6 min
Episode sponsored by Tidelift: tidelift.com Lees meer
I don’t know about you, but the notion of time is really intriguing to me: it’s a purely artificial notion; we humans invented it — as an experiment, I asked my cat what time it was one day; needless to say it wasn’t very conclusive… And yet, the notion of time is so central to our lives — our work, leisures and projects depend on it.
So much so that time series predictions represent a big part of the statistics and machine learning world. And to talk about all that, who better than a time master, namely Sean Taylor?
Sean is a co-creator of the Prophet time series package, available in R and Python. He’s a social scientist and statistician specialized in methods for solving causal inference and business decision problems. Sean is particularly interested in building tools for practitioners working on real-world problems, and likes to hang out with people from many fields — computer scientists, economists, political scientists, statisticians, machine learning researchers, business school scholars — although I guess he does that remotely these days…
Currently head of the Rideshare Labs team at Lyft, Sean was a research scientist and manager on Facebook’s Core Data Science Team and did a PhD in information systems at NYU’s Stern School of Business. He did his undergraduate at the University of Pennsylvania, studying economics, finance, and information systems. Last but not least, he grew up in Philadelphia, so, of course, he’s a huge Eagles fan! For my non US listeners, we’re talking about the football team here, not the bird!
We also talked about two of my favorite topics — science communication and epistemology — so I had a lot of fun talking with Sean, and I hope you’ll deem this episode a good investment of your time
Our theme music is « Good Bayesian », by Baba Brinkman (feat MC Lars and Mega Ran). Check out his awesome work at https://bababrinkman.com/ !
Thank you to my Patrons for making this episode possible!
…
-
#36 Bayesian Non-Parametrics & Developing Turing.jl, with Martin Trapp
30 maart 2021 · 1 uur 9 min
Episode sponsored by Tidelift: tidelift.com Lees meer
I bet you already heard of Bayesian nonparametric models, at least on this very podcast. We already talked about Dirichlet Processes with Karin Knudson on episode 4, and then about Gaussian Processes with Elizaveta Semenova on episode 21. Now we’re gonna dive into the mathematical properties of these objects, to understand them better — because, as you may know, Bayesian nonparametrics are quite powerful but also very hard to fit!
Along the way, you’ll learn about probabilistic circuits, sum-product networks and — what a delight — you’ll hear from the Julia community! Indeed, my guest for this episode is no other than… Martin Trapp!
Martin is a core developer of Turing.jl, an open-source framework for probabilistic programming in Julia, and a post-doc in probabilistic machine learning at Aalto University, Finland.
Martin loves working on sum-product networks and Bayesian non-parametrics. And indeed, his research interests focus on probabilistic models that exploit structural properties to allow efficient and exact computations while maintaining the capability to model complex relationships in data. In other words, Martin’s research is focused on tractable probabilistic models.
Martin did his MsC in computational intelligence at the Vienna University of Technology and just finished his PhD in machine learning at the Graz University of Technology. He doesn’t only like to study the tractability of probabilistic models — he also is very found of climbing!
Our theme music is « Good Bayesian », by Baba Brinkman (feat MC Lars and Mega Ran). Check out his awesome work at https://bababrinkman.com/ !
Thank you to my Patrons for making this episode possible!
Yusuke Saito, Avi Bryant, Ero Carrera, Brian Huey, Giuliano Cruz, Tim Gasser, James Wade, Tradd Salvo, Adam Bartonicek, William Benton, Alan O'Donnell, Mark Ormsby, Demetri Pananos, James Ahloy, Jon Berezowski, Robin Taylor, Thomas Wiecki, Chad Scherrer, Vincent Arel-Bun…
-
#35 The Past, Present & Future of BRMS, with Paul Bürkner
12 maart 2021 · 1 uur 7 min
Episode sponsored by Tidelift: tidelift.com Lees meer
One of the most common guest suggestions that you dear listeners make is… inviting Paul Bürkner on the show! Why? Because he’s a member of the Stan development team and he created BRMS, a popular R package to make and sample from Bayesian regression models using Stan. And, as I like you, I did invite Paul on the show and, well, that was a good call: we had an amazing conversation, spanning so many topics that I can’t list them all here!
I asked him why he created BRMS, in which fields it’s mostly used, what its weaknesses are, and which improvements to the package he’s currently working on. But that’s not it! Paul also gave his advice to people realizing that Bayesian methods would be useful to their research, but who fear facing challenges from advisors or reviewers.
Besides being a Bayesian rockstar, Paul is a statistician working as an Independent Junior Research Group Leader at the Cluster of Excellence SimTech at the University of Stuttgart, Germany. Previously, he has studied Psychology and Mathematics at the Universities of Münster and Hagen and did his PhD in Münster about optimal design and Bayesian data analysis, and he also worked as a Postdoctoral researcher at the Department of Computer Science at Aalto University, Finland.
So, of course, I asked him about the software-assisted Bayesian workflow that he’s currently working on with Aki Vehtari, which led us to no less than the future of probabilistic programming languages…
Our theme music is « Good Bayesian », by Baba Brinkman (feat MC Lars and Mega Ran). Check out his awesome work at https://bababrinkman.com/ !
Thank you to my Patrons for making this episode possible!
Yusuke Saito, Avi Bryant, Ero Carrera, Brian Huey, Giuliano Cruz, Tim Gasser, James Wade, Tradd Salvo, Adam Bartonicek, William Benton, Alan O'Donnell, Mark Ormsby, Demetri Pananos, James Ahloy, Jon Berezowski, Robin Taylor, Thomas Wiecki, Chad Scherrer, Vincent Arel-Bundock, Nathaniel Ne…
-
#34 Multilevel Regression, Post-stratification & Missing Data, with Lauren Kennedy
25 februari 2021 · 1 uur 13 min
Episode sponsored by Tidelift: tidelift.com Lees meer
We already mentioned multilevel regression and post-stratification (MRP, or Mister P) on this podcast, but we didn’t dedicate a full episode to explaining how it works, why it’s useful to deal with non-representative data, and what its limits are. Well, let’s do that now, shall we?
To that end, I had the delight to talk with Lauren Kennedy! Lauren is a lecturer in Business Analytics at Monash University in Melbourne, Australia, where she develops new statistical methods to analyze social science data. Working mainly with R and Stan, Lauren studies non-representative data, multilevel modeling, post-stratification, causal inference, and, more generally, how to make inferences from the social sciences.
Needless to say that I asked her everything I could about MRP, including how to choose priors, why her recent paper about structured priors can improve MRP, and when MRP is not useful. We also talked about missing data imputation, and how all these methods relate to causal inference in the social sciences.
If you want a bit of background, Lauren did her Undergraduates in Psychological Sciences and Maths and Computer Sciences at Adelaide University, with Danielle Navarro and Andrew Perfors, and then did her PhD with the same advisors. She spent 3 years in NYC with Andrew Gelman’s Lab at Columbia University, and then moved back to Melbourne in 2020. Most importantly, Lauren is an adept of crochet — she’s already on her third blanket!
Our theme music is « Good Bayesian », by Baba Brinkman (feat MC Lars and Mega Ran). Check out his awesome work at https://bababrinkman.com/ !
Thank you to my Patrons for making this episode possible!
Yusuke Saito, Avi Bryant, Ero Carrera, Brian Huey, Giuliano Cruz, Tim Gasser, James Wade, Tradd Salvo, Adam Bartonicek, William Benton, Alan O'Donnell, Mark Ormsby, Demetri Pananos, James Ahloy, Jon Berezowski, Robin Taylor, Thomas Wiecki, Chad Scherrer, Vincent Arel-Bundock, Nathaniel Neitzke, Z…
-
#33 Bayesian Structural Time Series, with Ben Zweig
12 februari 2021 · 58 min
How do people choose their career? How do they change jobs? How do they even change careers? These are important questions that we don’t have great answers to. But structured data about the dynamics of labor markets are starting to emerge, and that’s what Ben Zweig is modeling at Revelio Labs. Lees meer
An economist and data scientist, Ben is indeed the CEO of Revelio Labs, a data science company analyzing raw labor data contained in resumes, online profiles and job postings. In this episode, he’ll tell us about the Bayesian structural time series model they built to estimate inflows and outflows from companies, using LinkedIn data — a very challenging but fascinating endeavor, as you’ll hear!
As a lot of people, Ben has always used more traditional statistical models but had been intrigued by Bayesian methods for a long time. When they started working on this Bayesian time series model though, he had to learn a bunch of new methods really quickly. I think you’ll find interesting to hear how it went…
Ben also teaches data science and econometrics at the NYU Stern school of business, so he’ll reflect on his experience teaching Bayesian methods to economics students. Prior to that, Ben did a PhD in economics at the City University of New York, and has done research in occupational transformation and social mobility.
Our theme music is « Good Bayesian », by Baba Brinkman (feat MC Lars and Mega Ran). Check out his awesome work at https://bababrinkman.com/ !
Thank you to my Patrons for making this episode possible!
Yusuke Saito, Avi Bryant, Ero Carrera, Brian Huey, Giuliano Cruz, Tim Gasser, James Wade, Tradd Salvo, Adam Bartonicek, William Benton, Alan O'Donnell, Mark Ormsby, Demetri Pananos, James Ahloy, Jon Berezowski, Robin Taylor, Thomas Wiecki, Chad Scherrer, Vincent Arel-Bundock, Nathaniel Neitzke, Zwelithini Tunyiswa, Elea McDonnell Feit, Bertrand Wilden, James Thompson, Stephen Oates, Gian Luca Di Tanna, Jack Wells, Matthew Maldonado, Ian Costley, Ally Salim, Larry…
-
#32 Getting involved into Bayesian Stats & Open-Source Development, with Peadar Coyle
27 januari 2021 · 53 min
When explaining Bayesian statistics to people who don’t know anything about stats, I often say that MCMC is about walking many different paths in lots of parallel universes, and then counting what happened in all these universes. Lees meer
And in a sense, this whole podcast is dedicated to sampling the whole distribution of Bayesian practitioners. So, for this episode, I thought we’d take a break of pure, hard modeling and talk about how to get involved into Bayesian statistics and open-source development, how companies use Bayesian tools, and what common struggles and misperceptions the latter suffer from.
Quite the program, right? The good news is that Peadar Coyle, my guest for this episode, has done all of that! Coming to us from Armagh, Ireland, Peadar is a fellow PyMC core developer and was a data science and data engineer consultant until recently – a period during which he has covered all of modern startup data science, from AB testing to dashboards to data engineering to putting models into production.
From these experiences, Peadar has written a book consisting of numerous interviews with data scientists throughout the world – and do consider buying it, as money goes to the NumFOCUS organization, under which many Bayesian stats packages live, like Stan, ArviZ, PyMC, etc.
Now living in London, Peadar recently founded the start-up Aflorithmic, an AI solution that aims at developing personalized voice-first solutions for brands and enterprises. Their technology is also used to support children, families and elderly coping with the mental health challenges of COVID-19 confinements.
Before all that, Peadar studied physics, philosophy and mathematics at the universities of Bristol and Luxembourg. When he’s away from keyboard, he enjoys the outdoors, cooking and, of course, watching rugby!
Our theme music is « Good Bayesian », by Baba Brinkman (feat MC Lars and Mega Ran). Check out his awesome work at https://bababrinkman.com/ !
Thank you to my Patrons for making t…
-
#31 Bayesian Cognitive Modeling & Decision-Making, with Michael Lee
5 januari 2021 · 1 uur 9 min
I don’t know if you noticed, but I have a fondness for any topic related to decision-making under uncertainty — when it’s studied scientifically of course. Understanding how and why people make decisions when they don’t have all the facts is fascinating to me. That’s why I like electoral forecasting and I love cognitive sciences. Lees meer
So, for the first episode of 2021, I have a special treat: I had the great pleasure of hosting Michael Lee on the podcast! Yes, the Michael Lee who co-authored the book Bayesian Cognitive Modeling with Eric-Jan Wagenmakers in 2013 — by the way, the book was ported to PyMC3, I put the link in the show notes ;)
This book was inspired from Michael’s work as a professor of cognitive sciences at University of California, Irvine. He works a lot on representation, memory, learning, and decision making, with a special focus on individual differences and collective cognition.
Using naturally occurring behavioral data, he builds probabilistic generative models to try and answer hard real-world questions: how does memory impairment work (that’s modeled with multinomial processing trees)? How complex are simple decisions, and how do people change strategies?
Echoing episode 18 with Daniel Lakens, Michael and I also talked about the reproducibility crisis: how are cognitive sciences doing, which progress was made, and what is still to do?
Living now in California, Michael is originally from Australia, where he did his Bachelors of Psychology and Mathematics, and his PhD in psychology. But Michael is also found of the city of Amsterdam, which he sees as “the perfect antidote to southern California with old buildings, public transport, great bread and beer, and crappy weather”.
Our theme music is « Good Bayesian », by Baba Brinkman (feat MC Lars and Mega Ran). Check out his awesome work at https://bababrinkman.com/ !
Thank you to my Patrons for making this episode possible!
Yusuke Saito, Avi Bryant, Ero Carrera, Brian Huey, Giuliano Cruz, Tim Gas…
-
#30 Symbolic Computation & Dynamic Linear Models, with Brandon Willard
18 december 2020 · 1 uur
It’s funny how powerful symbols are, right? The Eiffel Tower makes you think of Paris, the Statue of Liberty is New-York, and the Trevi Fountain… is Rome of course! Just with one symbol, you can invoke multiple concepts and ideas. Lees meer
You probably know that symbols are omnipresent in mathematics — but did you know that they are also very important in statistics, especially probabilistic programming?
Rest assured, I didn’t really know either… until I talked with Brandon Willard! Brandon is indeed a big proponent of relational programming and symbolic computation, and he often promotes their use in research and industry. Actually, a few weeks after our recording, Brandon started spearheading the revival of Theano through the JAX backend that we’re currently working on for the future version of PyMC3!
As you guessed it, Brandon is a core developer of PyMC, and also a contributor to Airflow and IPython, just to name a few. His interests revolve around the means and methods of mathematical modeling and its automation. In a nutshell, he’s a Bayesian statistician: he likes to use the language and logic of probability to quantify uncertainty and frame problems.
After a Bachelor’s in physics and mathematics, Brandon got a Master’s degree in statistics from the University of Chicago. He’s worked in different areas in his career – from finance, transportation and energy to start-ups, gov-tech and academia. Brandon particularly loves projects where popular statistical libraries are inadequate, where sophisticated models must be combined in non-trivial ways, or when you have to deal with high-dimensional and discrete processes.
Our theme music is « Good Bayesian », by Baba Brinkman (feat MC Lars and Mega Ran). Check out his awesome work at https://bababrinkman.com/ !
Thank you to my Patrons for making this episode possible!
Yusuke Saito, Avi Bryant, Ero Carrera, Brian Huey, Giuliano Cruz, Tim Gasser, James Wade, Tradd Salvo, Adam Bartonicek, William Benton, Alan O'Donnell, M…
-
#29 Model Assessment, Non-Parametric Models, And Much More, with Aki Vehtari
2 december 2020 · 1 uur 5 min
I’ll be honest here: I had a hard time summarizing this episode for you, and, let’s face it, it’s all my guest’s fault! Why? Because Aki Vehtari works on so many interesting projects that it’s hard to sum them all up, even more so because he was very generous with his time for this episode! But let’s try anyway, shall we? Lees meer
So, Aki is an Associate professor in computational probabilistic modeling at Aalto University, Finland. You already heard his delightful Finnish accent on episode 20, with Andrew Gelman and Jennifer Hill, talking about their latest book, « Regression and other stories ». He is also a co-author of the popular and awarded book « Bayesian Data Analysis », Third Edition, and a core-developer of the seminal probabilistic programming framework Stan.
An enthusiast of open-source software, Aki is a core-contributor to the ArviZ package and has been involved in many free software projects such as GPstuff for Gaussian processes and ELFI for likelihood inference.
His numerous research interests are Bayesian probability theory and methodology, especially model assessment and selection, non-parametric models (such as Gaussian processes), feature selection, dynamic models, and hierarchical models.
We talked about all that — and more — on this episode, in the context of his teaching at Aalto and the software-assisted Bayesian workflow he’s currently working on with a group of researchers.
Our theme music is « Good Bayesian », by Baba Brinkman (feat MC Lars and Mega Ran). Check out his awesome work at https://bababrinkman.com/ !
Thank you to my Patrons for making this episode possible!
Yusuke Saito, Avi Bryant, Ero Carrera, Brian Huey, Giuliano Cruz, Tim Gasser, James Wade, Tradd Salvo, Adam Bartonicek, William Benton, Alan O'Donnell, Mark Ormsby, Demetri Pananos, James Ahloy, Jon Berezowski, Robin Taylor, Thomas Wiecki, Chad Scherrer, Vincent Arel-Bundock, Nathaniel Neitzke, Zwelithini Tunyiswa, Elea McDonnell Feit, Bertrand Wilden, James Thompson, Stephe…
-
#28 Game Theory, Industrial Organization & Policy Design, with Shosh Vasserman
20 november 2020 · 1 uur 4 min
In times of crisis, designing an efficient policy response is paramount. In case of natural disasters or pandemics, it can even determine the difference between life and death for a substantial number of people. But precisely, how do you design such policy responses, making sure that risks are optimally shared, people feel safe enough to reveal necessary information, and stakeholders commit to the policies? Lees meer
That’s where a field of economics, industrial organization (IO), can help, as Shosh Vasserman will tell us in this episode. Shosh is an assistant professor of economics at the Stanford Graduate School of Business. Specialized in industrial organization, her interests span a number of policy settings, such as public procurement, pharmaceutical pricing and auto-insurance.
Her work leverages theory, empirics and modern computation (including the Stan software!) to better understand the equilibrium implications of policies and proposals involving information revelation, risk sharing and commitment.
In short, Shoshana uses theory and data to study how risk, commitment and information flows interplay with policy design. And she does a lot of this with… Bayesian models! Who said Bayes had no place in economics?
Prior to Stanford, Shoshana did her Bachelor’s in mathematics and economics at MIT, and then her PhD in economics at Harvard University.
This was a fascinating conversation where I learned a lot about Bayesian inference on large scale random utility logit models, socioeconomic network heterogeneity and pandemic policy response — and I’m sure you will too!
Our theme music is « Good Bayesian », by Baba Brinkman (feat MC Lars and Mega Ran). Check out his awesome work at https://bababrinkman.com/ !
Thank you to my Patrons for making this episode possible!
Yusuke Saito, Avi Bryant, Ero Carrera, Brian Huey, Giuliano Cruz, Tim Gasser, James Wade, Tradd Salvo, Adam Bartonicek, William Benton, Alan O'Donnell, Mark Ormsby, Demetri Pananos, James Ahloy, Jon Berezow…
-
#27 Modeling the US Presidential Elections, with Andrew Gelman & Merlin Heidemanns
1 november 2020 · 1 uur 1 min
In a few days, a consequential election will take place, as citizens of the United States will go to the polls and elect their president — in fact they already started voting. You probably know a few forecasting models that try to predict what will happen on Election Day — who will get elected, by how much and with which coalition of States? Lees meer
But how do these statistical models work? How do you account for the different sources of uncertainty, be it polling errors, unexpected turnout or media events? How do you model covariation between States? How do you even communicate the model’s results and afterwards assess its performance? To talk about all this, I had the pleasure to talk to Andrew Gelman and Merlin Heidemanns.
Andrew was already on episode 20, to talk about his recent book with Jennifer Hill and Aki Vehtari, “Regression and Other Stories”. He’s a professor of statistics and political science at Columbia University and works on a lot of topics, including: why campaign polls are so variable while elections are so predictable, the statistical challenges of estimating small effects, and methods for surveys and experimental design.
Merlin is a PhD student in Political Science at Columbia University, and he specializes in political methodology. Prior to his PhD, he did a Bachelor's in Political Science at the Freie Universität Berlin.
I hope you’ll enjoy this episode where we dove into the Bayesian model they helped develop for The Economist, and talked more generally about how to forecast elections with statistical methods, and even about the incentives the forecasting industry has as a whole.
Thank you to my Patrons for making this episode possible! Visit https://www.patreon.com/learnbayesstats to unlock exclusive Bayesian swag ;)
Our theme music is « Good Bayesian », by Baba Brinkman (feat MC Lars and Mega Ran). Check out his awesome work at https://bababrinkman.com/ !
Links from the show:
Andrew's website: http://www.stat.columbia.edu/~gelman/
Andrew…
-
#26 What you’ll learn & who you’ll meet at the PyMC Conference, with Ravin Kumar & Quan Nguyen
24 oktober 2020 · 46 min
I don’t know about you, but I’m starting to really miss traveling and just talking to people without having to think about masks, social distance and activating the covid tracking app on my phone. In the coming days, there is one event that, granted, won’t make all of that disappear, but will remind me how enriching it is to meet new people — this event is PyMCon, the first-ever conference about the PyMC ecosystem! To talk about the conference format, goals and program, I had the pleasure to host Ravin Kumar and Quan Nguyen on the show. Lees meer
Quan is a PhD student in computer science at Washington University in St Louis, USA, researching Bayesian machine learning and one of the PyMCon program committee chairs. He is also the author of several programming books on Python and scientific computing.
Ravin is a core contributor to Arviz and PyMC, and is leading the PyMCon conference. He holds a Bachelors in Mechanical Engineering and a Masters in Manufacturing Engineering. As a Principal Data Scientist he has used Bayesian Statistics to characterize and aid decision making at organizations like SpaceX and Sweetgreen. Ravin is also currently co-authoring a book with Ari Hartikainen, Osvaldo Martin, and Junpeng Lao on Bayesian Statistics due for release in February.
We talked about why they became involved in the conference, parsed through the numerous, amazing talks that are planned, and detailed who the keynote speakers will be… So, If you’re interested the link to register is in the show notes, and there are even two ways to get a free ticket: either by applying to a diversity scholarship, or by being a community partner, which is anyone or any organization working towards diversity and inclusion in tech — all links are in the show notes.
Our theme music is « Good Bayesian », by Baba Brinkman (feat MC Lars and Mega Ran). Check out his awesome work at https://bababrinkman.com/ !
Links from the show:
PyMCon speakers: https://pymc-devs.github.io/pymcon/speakers
Register …
-
#25 Bayesian Stats in Football Analytics, with Kevin Minkus
9 oktober 2020 · 56 min
Have you watched the series « The English Game », on Netflix? Well, I think you should — it’s a fascinating dive into how football went from an aristocratic to a popular sport in the late 19th century England. Today it is so popular that it became a valuable business to do statistics on the game and its players! Lees meer
To talk about that, I invited Kevin Minkus on the show — he’s a data scientist and soccer fan living in Philadelphia. Kevin’s currently working at Monetate on ecommerce problems, and prior to Monetate he worked on property and casualty insurance pricing.
He spends a lot of his spare time working on problems in football analytics and is a contributor at American Soccer Analysis, a website and podcast dedicated to… football made or played in the US (or “soccer”, as they say over there). Kevin is responsible for some of their data management and devops, and he recently wrote a guide to football analytics for the Major League Soccer’s website, entitled « Soccer Analytics 101 ».
To be honest, I had a great time talking for one hour about two of my passions — football and stats! Soooo, maybe 2020 isn’t that bad after all… Ow, and beyond football, Kevin is also into the digital humanities, web development, 3D animation, machine learning, and… the bassoon!
Our theme music is « Good Bayesian », by Baba Brinkman (feat MC Lars and Mega Ran). Check out his awesome work at https://bababrinkman.com/ !
Links from the show:
Kevin on Twitter: https://twitter.com/kevinminkus
Kevin on GitHub: https://github.com/kcm30
Soccer Analytics 101: https://www.mlssoccer.com/soccer-analytics-guide/2020/soccer-analytics-101
American Soccer Analysis: https://www.americansocceranalysis.com/
Thank you to my Patrons for making this episode possible!
Yusuke Saito, Avi Bryant, Ero Carrera, Brian Huey, Giuliano Cruz, Tim Gasser, James Wade, Tradd Salvo, Adam Bartonicek, William Benton, Alan O'Donnell, Mark Ormsby, Demetri Pananos, James Ahloy, Jon Berezowski, Robin Taylor, Thomas Wie…
-
#24 Bayesian Computational Biology in Julia, with Seth Axen
24 september 2020 · 56 min
Do you know what proteins are, what they do and why they are useful? Well, be prepared to be amazed! In this episode, Seth Axen will tell us about the fascinating world of protein structures and computational biology, and how his work of Bayesian modeler fits into that! Lees meer
Passionate about mathematics and statistics, Seth is finishing a PhD in bioinformatics at the Sali Lab of the University of California, San Francisco (UCSF). His research interests span the broad field of computational biology: using computer science, mathematics, and statistics to understand biological systems. His current research focuses on inferring protein structural ensembles.
Open source development is also very dear to his heart, and indeed he contributes to many open source packages, especially in the Julia ecosystem. In particular, he develops and maintains ArviZ.jl, the Julia port of ArviZ, a platform-agnostic python package to visualize and diagnose your Bayesian models. Seth will tell us how he became involved in ArviZ.jl, what its strengths and weaknesses are, and how it fits into the Julia probabilistic programming landscape.
Ow, and as a bonus, you’ll discover why Seth is such a fan of automatic differentiation, aka « autodiff » — I actually wanted to edit this part out but Seth strongly insisted I kept it. Just kidding of course — or, am I… ?
Our theme music is « Good Bayesian », by Baba Brinkman (feat MC Lars and Mega Ran). Check out his awesome work at https://bababrinkman.com/ !
Links from the show:
Seth website: http://sethaxen.com/
Seth on Twitter: https://twitter.com/sethaxen
Seth on GitHub: https://github.com/sethaxen
ArviZ.jl -- Exploratory analysis of Bayesian models in Julia: https://arviz-devs.github.io/ArviZ.jl/dev/
PyCon2020 -- Colin Carroll -- Getting started with automatic differentiation: https://www.youtube.com/watch?v=NG21KWZSiok
Thank you to my Patrons for making this episode possible!
Yusuke Saito, Avi Bryant, Ero Carrera, Brian Huey, Giuliano Cruz, T…
-
#23 Bayesian Stats in Business and Marketing Analytics, with Elea McDonnel Feit
10 september 2020 · 59 min
If you’ve studied at a business school, you probably didn’t attend any Bayesian stats course there. Well this isn’t like that in every business schools! Elea McDonnel Feit does integrate Bayesian methods into her teaching at the business school of Drexel University, in Philadelphia, US. Lees meer
Elea is an Assistant Professor of Marketing at Drexel, and in this episode she’ll tell us which methods are the most useful in marketing analytics, and why.
Indeed, Elea develops data analysis methods to inform marketing decisions, such as designing new products and planning advertising campaigns. Often faced with missing, unmatched or aggregated data, she uses MCMC sampling, hierarchical models and decision theory to decipher all this.
After an MS in Industrial Engineering at Lehigh University and a PhD in Marketing at the University of Michigan, Elea worked on product design at General Motors and was most recently the Executive Director of the Wharton Customer Analytics Initiative.
Thanks to all these experiences, Elea loves teaching marketing analytics and Bayesian and causal inference at all levels. She even wrote the book R for Marketing Research and Analytics with Chris Chapman, at Springer Press.
In summary, I think you’ll be pretty surprised by how Bayesian the world of marketing is…
Our theme music is « Good Bayesian », by Baba Brinkman (feat MC Lars and Mega Ran). Check out his awesome work at https://bababrinkman.com/ !
Links from the show:
Elea's website: http://eleafeit.com/
R for Marketing Research and Analytics: http://r-marketing.r-forge.r-project.org/
Elea's Tutorials & Online Courses: http://eleafeit.com/teaching/
Elea on Twitter: https://twitter.com/eleafeit
Elea on GitHub: https://github.com/eleafeit
Tutorial on Conjoint Analysis in R: https://github.com/ksvanhorn/ART-Forum-2017-Stan-Tutorial
Test & Roll app: https://testandroll.shinyapps.io/testandroll/
Test & Roll Paper -- Profit-Maximizing A/B Tests: https://papers.ssrn.com/sol3/papers.cfm?abstr…
-
#22 Eliciting Priors and Doing Bayesian Inference at Scale, with Avi Bryant
26 augustus 2020 · 1 uur 7 min
If, like me, you’ve been stuck in a 40 square-meter apartment for two months, you’re going to be pretty jealous of Avi Bryant. Indeed, Avi lives on Galiano Island, Canada, not very far from Vancouver, surrounded by forest, overlooking the Salish Sea. Lees meer
In this natural and beautiful — although slightly deer-infested — spot, Avi runs The Gradient Retreat Center, a place where writers, makers, and code writers can take a week away from their regular lives and focus on creative work. But it’s not only to envy him that I invited Avi on the show — it’s to talk about Bayesian inference in Scala, prior elicitation, how to deploy Bayesian methods at scale, and how to enable Bayesian inference for engineers.
While working at Stripe, Avi wrote Rainier, a Bayesian inference framework for Scala. Inference is based on variants of the Hamiltonian Monte Carlo sampler, and the implementation is similar to, and targets the same types of models as both Stan and PyMC3. As Avi says, depending on your background, you might think of Rainier as aspiring to be either "Stan, but on the JVM", or "TensorFlow, but for small data".
In this episode, Avi will tell us how Rainier came into life, how it fits into the probabilistic programming landscape, and what its main strengths and weaknesses are.
Our theme music is « Good Bayesian », by Baba Brinkman (feat MC Lars and Mega Ran). Check out his awesome work at https://bababrinkman.com/ !
Links from the show:
Avi on Twitter: https://twitter.com/avibryant
Avi on GitHub: https://github.com/avibryant
Rainier -- Bayesian Inference in Scala: https://rainier.fit/
The Gradient Retreat: https://gradientretreat.com/
Facebook's Prophet: https://facebook.github.io/prophet/
BAyesian Model-Building Interface (Bambi) in Python: https://bambinos.github.io/bambi/
BRMS -- Bayesian regression models using Stan: https://paul-buerkner.github.io/brms/
Using Bayesian Decision Making to Optimize Supply Chains -- Thomas Wiecki & Ravin Kumar: https://twiecki.io…