Learning Bayesian Statistics

Learning Bayesian Statistics

Alexandre Andorra

Episodes 204
Avg. Duration 1h
Activity Highly Active
Apple Rating 4.7 (68)
Since Sep 2019
Latest Episode Jun 2026

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Open to Sponsors

Publishing Details

Schedule
Weekly
Format
Episodic
Consistency
68%
Hosting
api.riverside.fm

Contact & Outreach

About This Podcast

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

Then this podcast is for you! You'll hear from researchers and practitioners of all fields about how they use Bayesian statistics, and how in turn YOU can apply these methods in your modeling workflow.

When I started learning Bayesian methods, I really wished there were a podcast out there that could introduce me to the methods, the projects and the people who make all that possible.

So I created "Learning Bayesian Statistics", where you'll get to hear how Bayesian statistics are used to detect black matter in outer space, forecast elections or understand how diseases spread and can ultimately be stopped. But this show is not only about successes -- it's also about failures, because that's how we learn best.

So you'll often hear the guests talking about what *didn't* work in their projects, why, and how they overcame these challenges. Because, in the end, we're all lifelong learners!

My name is Alex Andorra by the way. By day, I'm a Senior data scientist. By night, I don't (yet) fight crime, but I'm an open-source enthusiast and core contributor to the python packages PyMC and ArviZ. I also love Nutella, but I don't like talking about it – I prefer eating it.

So, whether you want to learn Bayesian statistics or hear about the latest libraries, books and applications, this podcast is for you -- just subscribe! You can also support the show and unlock exclusive Bayesian swag on Patreon!

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Recent Episodes

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

Jun 10, 2026 4m Bonus Transcript

Today's clip is from episode 159 featuring Matthijs Hollanders. In this conversation, Alex and Matthijs dig into a deceptively practical question: when you're modeling wildlife across space and time…

S1E159 #159 Bayesian Occupancy Models, with Matthijs Hollanders

Jun 08, 2026 1h 26m Transcript

Support & Resources→ Support the show on Patreon→ Bayesian Modeling Course (first 2 lessons free)Our theme music is « Good Bayesian », by Baba Brinkman (feat MC Lars and Mega Ran). Check out his…

Can AI Learn What Experts Know? Automating Prior Elicitation with Generative Models

Jun 02, 2026 4m Bonus Transcript

Today's clip is from episode 158 featuring Stefan Radev. In this conversation, Alex and Stefan explore a genuinely fascinating problem: how do you turn an expert's intuition into a mathematically…

S1E158 #158 Bayesian Workflows & Foundation Models, with Stefan Radev

May 21, 2026 1h 18m Transcript

Support & Resources→ Support the show on Patreon→ Bayesian Modeling Course (first 2 lessons free)Our theme music is « Good Bayesian », by Baba Brinkman (feat MC Lars and Mega Ran). Check out his…

The Hidden Geometry of Hierarchical Models

May 13, 2026 3m Bonus Transcript

Today's clip is from Episode 157 featuring Stefan Radev. In this conversation, Alex and Stefan dig into one of the hardest open problems in simulation-based inference — hierarchical models.The core…

S1E157 #157 Amortized Inference & BayesFlow in Practice, with Stefan Radev

May 06, 2026 1h 18m Transcript

Support & Resources→ Support the show on Patreon→ Bayesian Modeling Course (first 2 lessons free)Our theme music is « Good Bayesian », by Baba Brinkman (feat MC Lars and Mega Ran). Check out his…

How to Design Better Experiments with Expected Information Gain

May 01, 2026 5m Bonus Transcript

Today's clip is from Episode 156 featuring Adam Foster. In this conversation, Adam explains Expected Information Gain (EIG) -the scoring function at the heart of optimal Bayesian experimental…

S1E156 #156 Bayesian Experimental Design & Active Learning, with Adam Foster

Apr 25, 2026 1h 16m Transcript

Support & Resources→ Support the show on Patreon→ Bayesian Modeling Course (first 2 lessons free)Our theme music is « Good Bayesian », by Baba Brinkman (feat MC Lars and Mega Ran). Check out his…

Pricing Under Uncertainty: A Bayesian Workflow

Apr 16, 2026 5m Bonus Transcript

Today's clip is from Episode 152 of the podcast, featuring Daniel Saunders. In this conversation, Daniel explores how Bayesian decision theory handles real-world risk aversion beyond the textbook…

S1E155 #155 Probabilistic Programming for the Real World, with Andreas Munk

Apr 08, 2026 1h 54m Transcript

Support & Resources→ Support the show on Patreon→ Bayesian Modeling Course (first 2 lessons free): Our theme music is « Good Bayesian », by Baba Brinkman (feat MC Lars and Mega Ran). Check out…

Bitesize | "What Would Have Happened?" - Bayesian Synthetic Control Explained

Apr 02, 2026 5m Bonus Transcript

Today's clip is from Episode 154 of the podcast, with Thomas Pinder.In this conversation, Thomas Pinder explains how Bayesian methods naturally lend themselves to causal modeling, and why that…

S1E154 #154 Bayesian Causal Inference at Scale, with Thomas Pinder

Mar 25, 2026 1h 26m Transcript

• Support & get perks!• Bayesian Modeling course (first 2 lessons free)Our theme music is « Good Bayesian », by Baba Brinkman (feat MC Lars and Mega Ran). Check out his awesome work! Takeaways:Q:…

S1E153 #153 The Neuroscience of Philanthropy, with Cherian Koshy

Mar 11, 2026 1h 9m Transcript

• Support & get perks!• Bayesian Modeling course (first 2 lessons free)Our theme music is « Good Bayesian », by Baba Brinkman (feat MC Lars and Mega Ran). Check out his awesome work !Takeaways:Q:…

Bitesize | How To Model Risk Aversion In Pricing?

Mar 04, 2026 3m Bonus Transcript

Today's clip is from Episode 152 of the podcast, with Daniel Saunders. In this conversation, Daniel Saunders explains how to incorporate risk aversion into Bayesian price optimization. The key…

S1E152 #152 A Bayesian decision theory workflow, with Daniel Saunders

Feb 26, 2026 1h 19m

• Support & get perks!• Proudly sponsored by PyMC Labs!• Intro to Bayes and Advanced Regression courses (first 2 lessons free)Our theme music is « Good Bayesian », by Baba Brinkman (feat MC Lars…

BITESIZE | How Do Diffusion Models Work?

Feb 19, 2026 3m Bonus

Today's clip is from Episode 151 of the podcast, with Jonas ArrudaIn this conversation, Jonas Arruda explains how diffusion models generate data by learning to reverse a noise process. The idea is…

S1E151 #151 Diffusion Models in Python, a Live Demo with Jonas Arruda

Feb 12, 2026 1h 35m

• Support & get perks!• Proudly sponsored by PyMC Labs!• Intro to Bayes and Advanced Regression courses (first 2 lessons free)Our theme music is « Good Bayesian », by Baba Brinkman (feat MC Lars…

S1E150 #150 Fast Bayesian Deep Learning, with David Rügamer, Emanuel Sommer & Jakob Robnik

Jan 28, 2026 1h 20m

• Support & get perks!• Proudly sponsored by PyMC Labs!• Intro to Bayes and Advanced Regression courses (first 2 lessons free)Our theme music is « Good Bayesian », by Baba Brinkman (feat MC Lars…

BITESIZE | Building Resilience in Modern Tech Careers

Jan 21, 2026 25m Bonus

Today’s clip is from episode 149 of the podcast, with Alana Karen.This conversation explores the evolving landscape of technology, particularly in Silicon Valley, focusing on the cultural shifts due…

S1E149 #149 The Future of Work in Tech, with Alana Karen

Jan 14, 2026 1h 32m

• Support & get perks!• Proudly sponsored by PyMC Labs!• Intro to Bayes and Advanced Regression courses (first 2 lessons free)Our theme music is « Good Bayesian », by Baba Brinkman (feat MC Lars…

Frequently Asked Questions

How many episodes does Learning Bayesian Statistics have?

Learning Bayesian Statistics has published 204 episodes since September 2019, covering topics in Science, Technology.

Is Learning Bayesian Statistics still active?

Learning Bayesian Statistics is currently highly active with new episodes weekly. Average episode length is 1h.

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