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Learning Bayesian Statistics
by Alexandre Andorra
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Latest episodes
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Can Neural Networks Replace MCMC?
October 26, 2026 · 4 minToday’s clip is from Episode 167 of Learning Bayesian Statistics, featuring Paul-Christian Bürkner and Steve Bronder, recorded live at StanCon 2026 in Uppsala, Sweden. Paul Bürkner, creator of brms and a leading researcher behind…
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#167 Amortized Inference & GPUs for Stan, with Paul-Christian Bürkner & Steve Bronder
October 20, 2026 · 1 hr 3 minSupport & 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 awesome work! Takeaways: Q: What is…
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What Do Kernels, Length Scale & Amplitude Mean in Gaussian Processes?
October 7, 2026 · 4 minToday's clip is from Episode 166, featuring Bill Engels & Jesse Grabowski. In this conversation, Bill explains what a kernel means in a Gaussian process and how it defines the idea of similarity between data points. He then breaks down the…
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#166 PTGP: A New Gaussian Process Library, with Bill Engels & Jesse Grabowski
October 1, 2026 · 1 hr 58 minSupport & 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 awesome work! Takeaways: Q: What is PTGP…
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How AI Can Evaluate Bayesian Workflows with Bayesify
September 28, 2026 · 5 minToday's clip is from Episode 165, featuring Alex Fengler. In this conversation, Alex introduces Bayesify , a tool that uses AI to analyze research papers and assess how well they follow a Bayesian workflow. He explains how the tool breaks…
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#165 Hierarchical Sequential Sampling Modeling, with Alex Fengler
September 18, 2026 · 1 hr 48 minSupport & 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 awesome work! Takeaways: Q: What is…
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Bayesian Principal Stratification: Modeling Treatment Effects
September 11, 2026 · 5 minToday's clip is from Episode 164, featuring Andrew Gelman, Aki Vehtari & Richard McElreath. In this conversation, Andrew explains how Bayesian principal stratification can be used to reason about treatment effects when there is an…
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September 2, 2026 · 4 minToday's clip is from Episode 164, featuring Andrew Gelman, Aki Vehtari & Richard McElreath. In this conversation, Andrew explains why a Bayesian workflow goes far beyond simply fitting a model. He discusses the importance of building…
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#164 Bayesian Workflow, with Andrew Gelman, Aki Vehtari & Richard McElreath
August 31, 2026 · 1 hr 44 minSupport & 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 awesome work Takeaways: Q: What is the…
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Making Gaussian Processes Easier to Use
August 25, 2026 · 5 minToday's clip is from Episode 154, featuring Thomas Pinder. In this conversation, Thomas shares what he sees as the next steps for GPJax and how the project could become easier to use beyond its original research-focused audience. He…
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The Future of Faster MCMC
August 21, 2026 · 4 minToday's clip is from Episode 163, featuring Eliot Carlson and Adrian Seyboldt. In this conversation, Eliot and Adrian look beyond current approaches to HMC adaptation and preconditioning and share the ideas they're most excited to explore…
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#163 How to make your models sample faster, with Adrian Seyboldt & Eliot Carlson
August 13, 2026 · 1 hr 24 minSupport & 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 awesome work Takeaways: Q: What is…
About the show
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!