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Learning Bayesian Statistics

Alexandre ANDORRA

Are you a researcher or data scientist / analyst / ninja? Do you want to learn Bayesian inference, stay up to date or simply want to understand what Bayesian inference is? Then this podcast...

Episodes

20 of 222 episodes

#167 Amortized Inference & GPUs for Stan, with Paul-Christian Bürkner & Steve Bronder

Support & Resources → Support the show on Patreon → Bayesian Modeling Course (first 2 lessons free) Our theme music is « Good Bayesian », by...

01:03:19Oct 20, 2026

What Do Kernels, Length Scale & Amplitude Mean in Gaussian Processes?

Today's clip is from Episode 166, featuring Bill Engels & Jesse Grabowski. In this conversation, Bill explains what a kernel means in a Gaus...

00:03:54Oct 7, 2026

#166 PTGP: A New Gaussian Process Library, with Bill Engels & Jesse Grabowski

Support & Resources → Support the show on Patreon → Bayesian Modeling Course (first 2 lessons free) Our theme music is « Good Bayesian », by...

01:58:15Oct 1, 2026

How AI Can Evaluate Bayesian Workflows with Bayesify

Today's clip is from Episode 165, featuring Alex Fengler. In this conversation, Alex introduces Bayesify , a tool that uses AI to analyze re...

00:04:43Sep 28, 2026

#165 Hierarchical Sequential Sampling Modeling, with Alex Fengler

Support & Resources → Support the show on Patreon → Bayesian Modeling Course (first 2 lessons free) Our theme music is « Good Bayesian », by...

01:47:53Sep 18, 2026

Bayesian Principal Stratification: Modeling Treatment Effects

Today's clip is from Episode 164, featuring Andrew Gelman, Aki Vehtari & Richard McElreath. In this conversation, Andrew explains how Bayesi...

00:05:01Sep 11, 2026

Why a Bayesian Workflow Goes Beyond Fitting Models

Today's clip is from Episode 164, featuring Andrew Gelman, Aki Vehtari & Richard McElreath. In this conversation, Andrew explains why a Baye...

00:04:03Sep 2, 2026

#164 Bayesian Workflow, with Andrew Gelman, Aki Vehtari & Richard McElreath

Support & Resources → Support the show on Patreon → Bayesian Modeling Course (first 2 lessons free) Our theme music is « Good Bayesian », by...

01:44:13Aug 31, 2026

Making Gaussian Processes Easier to Use

Today's clip is from Episode 154, featuring Thomas Pinder. In this conversation, Thomas shares what he sees as the next steps for GPJax and...

00:04:43Aug 25, 2026

The Future of Faster MCMC

Today's clip is from Episode 163, featuring Eliot Carlson and Adrian Seyboldt. In this conversation, Eliot and Adrian look beyond current ap...

00:04:25Aug 21, 2026

#163 How to make your models sample faster, with Adrian Seyboldt & Eliot Carlson

Support & Resources → Support the show on Patreon → Bayesian Modeling Course (first 2 lessons free) Our theme music is « Good Bayesian », by...

01:24:08Aug 13, 2026

Bayesian Statistics vs. Epistemology

Today's clip is from episode 160, featuring Vaden Masrani. In this conversation, Vaden explores the tension between Bayesian statistics and...

00:05:09Aug 13, 2026

Why Bayesians Have an Edge in AI

Today's clip is from episode 162, featuring Chris Krapu. In this conversation, Chris explains why Bayesian thinking remains surprisingly val...

00:04:26Aug 3, 2026

#162 Bayesian Hydrology & GPU AI, with Christopher Krapu

Support & Resources → Support the show on Patreon → Bayesian Modeling Course (first 2 lessons free) Our theme music is « Good Bayesian », by...

01:04:50Jul 28, 2026

The Next Step Beyond LLMs: Foundation Models for Inference

Today's clip is from episode 161 , featuring Luigi Acerbi. In this conversation, Luigi explains one of the biggest engineering bottlenecks f...

00:05:35Jul 22, 2026

#161 Amortized Inference & Neural Processes, with Luigi Acerbi

Support & Resources → Support the show on Patreon → Bayesian Modeling Course (first 2 lessons free) Our theme music is « Good Bayesian », by...

01:32:14Jul 16, 2026

Bayesian Statistics vs Epistemology, with Vaden Masrani

Support & Resources → Support the show on Patreon → Bayesian Modeling Course (first 2 lessons free) Our theme music is « Good Bayesian », by...

01:40:31Jun 29, 2026

Why Bayesian Statistics Is More Computational Than Ever

Today's clip is from Episode 158 featuring Stefan Radev. In this conversation, Alex Andorra and Stefan break down a core argument from their...

00:04:46Jun 19, 2026

Exact GPs vs Approximations: When to Use Each (and Why It Matters)

Today's clip is from episode 159 featuring Matthijs Hollanders. In this conversation, Alex and Matthijs dig into a deceptively practical que...

00:04:25Jun 10, 2026

#159 Bayesian Occupancy Models, with Matthijs Hollanders

Support & Resources → Support the show on Patreon → Bayesian Modeling Course (first 2 lessons free) Our theme music is « Good Bayesian », by...

01:26:06Jun 8, 2026