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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!
| Episode | Date |
|---|---|
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#153 The Neuroscience of Philanthropy, with Cherian Koshy
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Mar 11, 2026 |
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Bitesize | How To Model Risk Aversion In Pricing?
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Mar 04, 2026 |
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#152 A Bayesian decision theory workflow, with Daniel Saunders
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Feb 26, 2026 |
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BITESIZE | How Do Diffusion Models Work?
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Feb 19, 2026 |
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151 Diffusion Models in Python, a Live Demo with Jonas Arruda
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Feb 12, 2026 |
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#150 Fast Bayesian Deep Learning, with David Rügamer, Emanuel Sommer & Jakob Robnik
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Jan 28, 2026 |
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BITESIZE | Building Resilience in Modern Tech Careers
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Jan 21, 2026 |
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#149 The Future of Work in Tech, with Alana Karen
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Jan 14, 2026 |
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BITESIZE | The Trial Design That Learns in Real Time
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Jan 07, 2026 |
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#148 Adaptive Trials, Bayesian Thinking, and Learning from Data, with Scott Berry
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Dec 30, 2025 |
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BITESIZE | Making Variational Inference Reliable: From ADVI to DADVI
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Dec 17, 2025 |
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#147 Fast Approximate Inference without Convergence Worries, with Martin Ingram
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Dec 12, 2025 |
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BITESIZE | Why Bayesian Stats Matter When the Physics Gets Extreme
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Dec 05, 2025 |
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#146 Lasers, Planets, and Bayesian Inference, with Ethan Smith
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Nov 27, 2025 |
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BITESIZE | How to Thrive in an AI-Driven Workplace?
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Nov 20, 2025 |
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#145 Career Advice in the Age of AI, with Jordan Thibodeau
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Nov 12, 2025 |
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BITESIZE | Why is Bayesian Deep Learning so Powerful?
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Nov 05, 2025 |
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#144 Why is Bayesian Deep Learning so Powerful, with Maurizio Filippone
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Oct 30, 2025 |
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BITESIZE | Are Bayesian Models the Missing Ingredient in Nutrition Research?
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Oct 23, 2025 |
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#143 Transforming Nutrition Science with Bayesian Methods, with Christoph Bamberg
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Oct 15, 2025 |
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BITESIZE | How Bayesian Additive Regression Trees Work in Practice
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Oct 09, 2025 |
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#142 Bayesian Trees & Deep Learning for Optimization & Big Data, with Gabriel Stechschulte
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Oct 02, 2025 |
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BITESIZE | How Probability Becomes Causality?
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Sep 24, 2025 |
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#141 AI Assisted Causal Inference, with Sam Witty
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Sep 18, 2025 |
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BITESIZE | How to Think Causally About Your Models?
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Sep 10, 2025 |
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#140 NFL Analytics & Teaching Bayesian Stats, with Ron Yurko
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Sep 03, 2025 |
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BITESIZE | Is Bayesian Optimization the Answer?
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Aug 27, 2025 |
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#139 Efficient Bayesian Optimization in PyTorch, with Max Balandat
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Aug 20, 2025 |
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BITESIZE | What's Missing in Bayesian Deep Learning?
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Aug 13, 2025 |
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#138 Quantifying Uncertainty in Bayesian Deep Learning, Live from Imperial College London
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Aug 06, 2025 |
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BITESIZE | Practical Applications of Causal AI with LLMs, with Robert Ness
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Jul 30, 2025 |
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#137 Causal AI & Generative Models, with Robert Ness
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Jul 23, 2025 |
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BITESIZE | How to Make Your Models Faster, with Haavard Rue & Janet van Niekerk
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Jul 16, 2025 |
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#136 Bayesian Inference at Scale: Unveiling INLA, with Haavard Rue & Janet van Niekerk
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Jul 09, 2025 |
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BITESIZE | Understanding Simulation-Based Calibration, with Teemu Säilynoja
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Jul 04, 2025 |
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#135 Bayesian Calibration and Model Checking, with Teemu Säilynoja
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Jun 25, 2025 |
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Live Show Announcement | Come Meet Me in London!
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Jun 19, 2025 |
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BITESIZE | Exploring Dynamic Regression Models, with David Kohns
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Jun 18, 2025 |
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#134 Bayesian Econometrics, State Space Models & Dynamic Regression, with David Kohns
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Jun 10, 2025 |
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BITESIZE | Why Your Models Might Be Wrong & How to Fix it, with Sean Pinkney & Adrian Seyboldt
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Jun 04, 2025 |
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#133 Making Models More Efficient & Flexible, with Sean Pinkney & Adrian Seyboldt
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May 28, 2025 |
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BITESIZE | How AI is Redefining Human Interactions, with Tom Griffiths
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May 21, 2025 |
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#132 Bayesian Cognition and the Future of Human-AI Interaction, with Tom Griffiths
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May 13, 2025 |
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BITESIZE | Hacking Bayesian Models for Better Performance, with Luke Bornn
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May 07, 2025 |
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#131 Decision-Making Under High Uncertainty, with Luke Bornn
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Apr 30, 2025 |
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BITESIZE | Real-World Applications of Models in Public Health, with Adam Kucharski
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Apr 23, 2025 |
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#130 The Real-World Impact of Epidemiological Models, with Adam Kucharski
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Apr 16, 2025 |
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BITESIZE | The Why & How of Bayesian Deep Learning, with Vincent Fortuin
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Apr 09, 2025 |
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#129 Bayesian Deep Learning & AI for Science with Vincent Fortuin
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Apr 02, 2025 |
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#128 Building a Winning Data Team in Football, with Matt Penn
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Mar 19, 2025 |
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#127 Saving Sharks... with Python, Causal Inference and Aaron MacNeil
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Mar 05, 2025 |
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#126 MMM, CLV & Bayesian Marketing Analytics, with Will Dean
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Feb 19, 2025 |
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#125 Bayesian Sports Analytics & The Future of PyMC, with Chris Fonnesbeck
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Feb 05, 2025 |
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#124 State Space Models & Structural Time Series, with Jesse Grabowski
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Jan 22, 2025 |
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#123 BART & The Future of Bayesian Tools, with Osvaldo Martin
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Jan 10, 2025 |
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#122 Learning and Teaching in the Age of AI, with Hugo Bowne-Anderson
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Dec 26, 2024 |
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#121 Exploring Bayesian Structural Equation Modeling, with Nathaniel Forde
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Dec 11, 2024 |
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#120 Innovations in Infectious Disease Modeling, with Liza Semenova & Chris Wymant
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Nov 27, 2024 |
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#119 Causal Inference, Fiction Writing and Career Changes, with Robert Kubinec
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Nov 13, 2024 |
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#118 Exploring the Future of Stan, with Charles Margossian & Brian Ward
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Oct 30, 2024 |
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#117 Unveiling the Power of Bayesian Experimental Design, with Desi Ivanova
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Oct 15, 2024 |
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#116 Mastering Soccer Analytics, with Ravi Ramineni
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Oct 02, 2024 |
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#115 Using Time Series to Estimate Uncertainty, with Nate Haines
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Sep 17, 2024 |
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#114 From the Field to the Lab – A Journey in Baseball Science, with Jacob Buffa
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Sep 05, 2024 |
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#113 A Deep Dive into Bayesian Stats, with Alex Andorra, ft. the Super Data Science Podcast
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Aug 22, 2024 |
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#112 Advanced Bayesian Regression, with Tomi Capretto
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Aug 07, 2024 |
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#111 Nerdinsights from the Football Field, with Patrick Ward
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Jul 24, 2024 |
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#110 Unpacking Bayesian Methods in AI with Sam Duffield
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Jul 10, 2024 |
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#109 Prior Sensitivity Analysis, Overfitting & Model Selection, with Sonja Winter
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Jun 25, 2024 |
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#108 Modeling Sports & Extracting Player Values, with Paul Sabin
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Jun 14, 2024 |
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#107 Amortized Bayesian Inference with Deep Neural Networks, with Marvin Schmitt
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May 29, 2024 |
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#106 Active Statistics, Two Truths & a Lie, with Andrew Gelman
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May 16, 2024 |
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#105 The Power of Bayesian Statistics in Glaciology, with Andy Aschwanden & Doug Brinkerhoff
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May 02, 2024 |
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#104 Automated Gaussian Processes & Sequential Monte Carlo, with Feras Saad
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Apr 16, 2024 |
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#103 Improving Sampling Algorithms & Prior Elicitation, with Arto Klami
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Apr 05, 2024 |
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#102 Bayesian Structural Equation Modeling & Causal Inference in Psychometrics, with Ed Merkle
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Mar 20, 2024 |
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How to find black holes with Bayesian inference
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Mar 16, 2024 |
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How can we even hear gravitational waves?
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Mar 14, 2024 |
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#101 Black Holes Collisions & Gravitational Waves, with LIGO Experts Christopher Berry & John Veitch
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Mar 07, 2024 |
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The Role of Variational Inference in Reactive Message Passing
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Mar 01, 2024 |
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Reactive Message Passing in Bayesian Inference
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Feb 28, 2024 |
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#100 Reactive Message Passing & Automated Inference in Julia, with Dmitry Bagaev
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Feb 21, 2024 |
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The biggest misconceptions about Bayes & Quantum Physics
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Feb 16, 2024 |
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Why would you use Bayesian Statistics?
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Feb 14, 2024 |
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#99 Exploring Quantum Physics with Bayesian Stats, with Chris Ferrie
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Feb 09, 2024 |
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How do sampling algorithms scale?
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Feb 05, 2024 |
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Why choose new algorithms instead of HMC?
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Feb 04, 2024 |
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#98 Fusing Statistical Physics, Machine Learning & Adaptive MCMC, with Marylou Gabrié
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Jan 24, 2024 |
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Why Even Care About Science & Rationality
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Jan 20, 2024 |
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How To Get Into Causal Inference
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Jan 17, 2024 |
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#97 Probably Overthinking Statistical Paradoxes, with Allen Downey
|
Jan 09, 2024 |
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How to Choose & Use Priors, with Daniel Lee
|
Dec 20, 2023 |
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Becoming a Good Bayesian & Choosing Mentors, with Daniel Lee
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Dec 13, 2023 |
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#96 Pharma Models, Sports Analytics & Stan News, with Daniel Lee
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Nov 28, 2023 |
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#95 Unraveling Cosmic Mysteries, with Valerie Domcke
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Nov 15, 2023 |
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#94 Psychometrics Models & Choosing Priors, with Jonathan Templin
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Oct 24, 2023 |
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#93 A CERN Odyssey, with Kevin Greif
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Oct 18, 2023 |
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#92 How to Make Decision Under Uncertainty, with Gerd Gigerenzer
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Oct 04, 2023 |
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#91, Exploring European Football Analytics, with Max Göbel
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Sep 20, 2023 |
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#90, Demystifying MCMC & Variational Inference, with Charles Margossian
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Sep 06, 2023 |
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#89 Unlocking the Science of Exercise, Nutrition & Weight Management, with Eric Trexler
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Aug 23, 2023 |
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#88 Bridging Computation & Inference in Artificial Intelligent Systems, with Philipp Hennig
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Aug 10, 2023 |
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#87 Unlocking the Power of Bayesian Causal Inference, with Ben Vincent
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Jul 30, 2023 |
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#86 Exploring Research Synchronous Languages & Hybrid Systems, with Guillaume Baudart
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Jul 14, 2023 |
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#85 A Brief History of Sports Analytics, with Jim Albert
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Jun 27, 2023 |
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#84 Causality in Neuroscience & Psychology, with Konrad Kording
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Jun 13, 2023 |
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#83 Multilevel Regression, Post-Stratification & Electoral Dynamics, with Tarmo Jüristo
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May 25, 2023 |
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#82 Sequential Monte Carlo & Bayesian Computation Algorithms, with Nicolas Chopin
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May 05, 2023 |
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#81 Neuroscience of Perception: Exploring the Brain, with Alan Stocker
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Apr 24, 2023 |
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#80 Bayesian Additive Regression Trees (BARTs), with Sameer Deshpande
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Apr 11, 2023 |
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#79 Decision-Making & Cost Effectiveness Analysis for Health Economics, with Gianluca Baio
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Mar 17, 2023 |
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#78 Exploring MCMC Sampler Algorithms, with Matt D. Hoffman
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Mar 01, 2023 |
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#77 How a Simple Dress Helped Uncover Hidden Prejudices, with Pascal Wallisch
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Feb 13, 2023 |
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#76 The Past, Present & Future of Stan, with Bob Carpenter
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Feb 01, 2023 |
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#75 The Physics of Top Gun 2 Maverick, with Jason Berndt
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Jan 20, 2023 |
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#74 Optimizing NUTS and Developing the ZeroSumNormal Distribution, with Adrian Seyboldt
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Jan 05, 2023 |
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#73 A Guide to Plotting Inferences & Uncertainties of Bayesian Models, with Jessica Hullman
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Dec 23, 2022 |
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#72 Why the Universe is so Deliciously Crazy, with Daniel Whiteson
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Dec 03, 2022 |
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#71 Artificial Intelligence, Deepmind & Social Change, with Julien Cornebise
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Nov 14, 2022 |
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#70 Teaching Bayes for Biology & Biological Engineering, with Justin Bois
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Oct 22, 2022 |
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#69 Why, When & How to use Bayes Factors, with Jorge Tendeiro
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Oct 05, 2022 |
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#68 Probabilistic Machine Learning & Generative Models, with Kevin Murphy
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Sep 14, 2022 |
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#67 Exoplanets, Cool Worlds & Life in the Universe, with David Kipping
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Aug 31, 2022 |
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#66 Uncertainty Visualization & Usable Stats, with Matthew Kay
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Aug 17, 2022 |
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#65 PyMC, Aeppl, & Aesara: the new cool kids on the block, with Ricardo Vieira
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Aug 03, 2022 |
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#64 Modeling the Climate & Gravity Waves, with Laura Mansfield
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Jul 20, 2022 |
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#63 Media Mix Models & Bayes for Marketing, with Luciano Paz
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Jun 28, 2022 |
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#62 Bayesian Generative Modeling for Healthcare, with Maria Skoularidou
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Jun 08, 2022 |
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#61 Why we still use non-Bayesian methods, with EJ Wagenmakers
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May 19, 2022 |
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#60 Modeling Dialogues & Languages, with J.P. de Ruiter
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Apr 30, 2022 |
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#59 Bayesian Modeling in Civil Engineering, with Michael Faber
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Apr 14, 2022 |
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#58 Bayesian Modeling and Computation, with Osvaldo Martin, Ravin Kumar and Junpeng Lao
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Mar 21, 2022 |
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#57 Forecasting French Elections, with… Mystery Guest
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Mar 03, 2022 |
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#56 Causal & Probabilistic Machine Learning, with Robert Osazuwa Ness
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Feb 16, 2022 |
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#55 Neuropsychology, Illusions & Bending Reality, with Dominique Makowski
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Jan 31, 2022 |
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#54 Bayes in Theoretical Ecology, with Florian Hartig
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Jan 14, 2022 |
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#53 Bayesian Stats for the Behavioral & Neural Sciences, with Todd Hudson
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Dec 28, 2021 |
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#52 Election forecasting models in Germany, with Marcus Gross
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Dec 09, 2021 |
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#51 Bernoulli’s Fallacy & the Crisis of Modern Science, with Aubrey Clayton
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Nov 22, 2021 |
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#50 Ta(l)king Risks & Embracing Uncertainty, with David Spiegelhalter
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Nov 06, 2021 |
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#49 The Present & Future of Baseball Analytics, with Ehsan Bokhari
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Oct 22, 2021 |
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#48 Mixed Effects Models & Beautiful Plots, with TJ Mahr
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Oct 08, 2021 |
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#47 Bayes in Physics & Astrophysics, with JJ Ruby
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Sep 21, 2021 |
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#46 Silly & Empowering Statistics, with Chelsea Parlett-Pelleriti
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Aug 30, 2021 |
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#45 Biostats & Clinical Trial Design, with Frank Harrell
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Aug 10, 2021 |
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#44 Building Bayesian Models at scale, with Rémi Louf
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Jul 22, 2021 |
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#43 Modeling Covid19, with Michael Osthege & Thomas Vladeck
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Jul 08, 2021 |
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#42 How to Teach and Learn Bayesian Stats, with Mine Dogucu
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Jun 24, 2021 |
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#41 Thinking Bayes, with Allen Downey
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Jun 14, 2021 |
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#40 Bayesian Stats for the Speech & Language Sciences, with Allison Hilger and Timo Roettger
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May 28, 2021 |
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#39 Survival Models & Biostatistics for Cancer Research, with Jacki Buros
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May 14, 2021 |
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#38 How to Become a Good Bayesian (& Rap Artist), with Baba Brinkman
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Apr 30, 2021 |
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#37 Prophet, Time Series & Causal Inference, with Sean Taylor
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Apr 16, 2021 |
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#36 Bayesian Non-Parametrics & Developing Turing.jl, with Martin Trapp
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Mar 30, 2021 |
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#35 The Past, Present & Future of BRMS, with Paul Bürkner
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Mar 12, 2021 |
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#34 Multilevel Regression, Post-stratification & Missing Data, with Lauren Kennedy
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Feb 25, 2021 |
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#33 Bayesian Structural Time Series, with Ben Zweig
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Feb 12, 2021 |
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#32 Getting involved into Bayesian Stats & Open-Source Development, with Peadar Coyle
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Jan 27, 2021 |
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#31 Bayesian Cognitive Modeling & Decision-Making, with Michael Lee
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Jan 05, 2021 |
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#30 Symbolic Computation & Dynamic Linear Models, with Brandon Willard
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Dec 18, 2020 |
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#29 Model Assessment, Non-Parametric Models, And Much More, with Aki Vehtari
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Dec 02, 2020 |
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#28 Game Theory, Industrial Organization & Policy Design, with Shosh Vasserman
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Nov 20, 2020 |
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#27 Modeling the US Presidential Elections, with Andrew Gelman & Merlin Heidemanns
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Nov 01, 2020 |
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#26 What you’ll learn & who you’ll meet at the PyMC Conference, with Ravin Kumar & Quan Nguyen
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Oct 24, 2020 |
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#25 Bayesian Stats in Football Analytics, with Kevin Minkus
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Oct 09, 2020 |
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#24 Bayesian Computational Biology in Julia, with Seth Axen
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Sep 24, 2020 |
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#23 Bayesian Stats in Business and Marketing Analytics, with Elea McDonnel Feit
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Sep 10, 2020 |
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#22 Eliciting Priors and Doing Bayesian Inference at Scale, with Avi Bryant
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Aug 26, 2020 |
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#21 Gaussian Processes, Bayesian Neural Nets & SIR Models, with Elizaveta Semenova
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Aug 13, 2020 |
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#20 Regression and Other Stories, with Andrew Gelman, Jennifer Hill & Aki Vehtari
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Jul 30, 2020 |
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#19 Turing, Julia and Bayes in Economics, with Cameron Pfiffer
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Jul 03, 2020 |
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#SpecialAnnouncement: Patreon Launched!
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Jun 26, 2020 |
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#18 How to ask good Research Questions and encourage Open Science, with Daniel Lakens
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Jun 18, 2020 |
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#17 Reparametrize Your Models Automatically, with Maria Gorinova
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Jun 04, 2020 |
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#16 Bayesian Statistics the Fun Way, with Will Kurt
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May 21, 2020 |
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#15 The role of Python in Science and Education, with Michael Kennedy
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May 06, 2020 |
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#14 Hidden Markov Models & Statistical Ecology, with Vianey Leos-Barajas
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Apr 22, 2020 |
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#13 Building a Probabilistic Programming Framework in Julia, with Chad Scherrer
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Apr 08, 2020 |
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#12 Biostatistics and Differential Equations, with Demetri Pananos
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Mar 25, 2020 |
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#11 Taking care of your Hierarchical Models, with Thomas Wiecki
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Mar 11, 2020 |
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#10 Exploratory Analysis of Bayesian Models, with ArviZ and Ari Hartikainen
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Feb 26, 2020 |
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#9 Exploring the Cosmos with Bayes and Maggie Lieu
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Feb 12, 2020 |
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#8 Bayesian Inference for Software Engineers, with Max Sklar
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Jan 29, 2020 |
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#7 Designing a Probabilistic Programming Language & Debugging a Model, with Junpeng Lao
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Jan 16, 2020 |
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#6 A principled Bayesian workflow, with Michael Betancourt
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Jan 03, 2020 |
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#5 How to use Bayes in the biomedical industry, with Eric Ma
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Dec 17, 2019 |
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#4 Dirichlet Processes and Neurodegenerative Diseases, with Karin Knudson
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Dec 04, 2019 |
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#3.2 How to use Bayes in industry, with Colin Carroll
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Nov 18, 2019 |
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#3.1 What is Probabilistic Programming & Why use it, with Colin Carroll
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Nov 05, 2019 |
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#2 When should you use Bayesian tools, and Bayes in sports analytics, with Chris Fonnesbeck
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Oct 23, 2019 |
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#1 Bayes, open-source and bioinformatics, with Osvaldo Martin
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Oct 08, 2019 |
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#0 What is this podcast?
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Sep 20, 2019 |