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#21 Gaussian Processes, Bayesian Neural Nets & SIR Models, with Elizaveta Semenova

#21 Gaussian Processes, Bayesian Neural Nets & SIR Models, with Elizaveta Semenova

FromLearning Bayesian Statistics


#21 Gaussian Processes, Bayesian Neural Nets & SIR Models, with Elizaveta Semenova

FromLearning Bayesian Statistics

ratings:
Length:
62 minutes
Released:
Aug 13, 2020
Format:
Podcast episode

Description

I bet you heard a lot about epidemiological compartmental models such as SIR in the last few months? But what are they exactly? And why are they so useful for epidemiological modeling? 
Elizaveta Semenova will tell you why in this episode, by walking us through the case study she recently wrote with the Stan team. She’ll also tell us how she used Gaussian Processes on spatio-temporal data, to study the spread of Malaria, or to fit dose-response curves in pharmaceutical tests. 
And finally, she’ll tell us how she used Bayesian neural networks for drug toxicity prediction in her latest paper, and how Bayesian neural nets behave compared to classical neural nets. Ow, and you’ll also learn an interesting link between BNNs and Gaussian Processes…
I know: Liza works on _a lot_ of projects! But who is she? Well, she’s a postdoctorate in Bayesian Machine Learning at the pharmaceutical company AstraZeneca, in Cambridge, UK. 
Elizaveta did her masters in theoretical mathematics in Moscow, Russia, and then worked in financial services as an actuary in various European countries. She then did a PhD in epidemiology at the University of Basel, Switzerland. This is where she got interested in health applications – be it epidemiology, global health or more small-scale biological questions. But she’ll tell you all that in the 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/ (https://bababrinkman.com/) !
Links from the show:
Liza on Twitter: https://twitter.com/liza_p_semenova (https://twitter.com/liza_p_semenova)
Liza on GitHub: https://github.com/elizavetasemenova (https://github.com/elizavetasemenova)
Liza's blog: https://elizavetasemenova.github.io/blog/ (https://elizavetasemenova.github.io/blog/)
A Bayesian neural network for toxicity prediction: https://www.biorxiv.org/content/10.1101/2020.04.28.065532v2 (https://www.biorxiv.org/content/10.1101/2020.04.28.065532v2)
Bayesian Neural Networks for toxicity prediction -- Video presentation: https://www.youtube.com/watch?v=BCQ2oVlu_tY&t=751s (https://www.youtube.com/watch?v=BCQ2oVlu_tY&t=751s)
Bayesian workflow for disease transmission modeling in Stan: https://mc-stan.org/users/documentation/case-studies/boarding_school_case_study.html (https://mc-stan.org/users/documentation/case-studies/boarding_school_case_study.html)
Andrew Gelman's comments on the SIR case-study: https://statmodeling.stat.columbia.edu/2020/06/02/this-ones-important-bayesian-workflow-for-disease-transmission-modeling-in-stan/ (https://statmodeling.stat.columbia.edu/2020/06/02/this-ones-important-bayesian-workflow-for-disease-transmission-modeling-in-stan/)
Determining organ weight toxicity with Bayesian causal models: https://www.biorxiv.org/content/10.1101/754853v1
Material for Applied Machine Learning Days ("Embracing uncertainty"): https://github.com/elizavetasemenova/EmbracingUncertainty
Predicting Drug-Induced Liver Injury with Bayesian Machine Learning: https://pubs.acs.org/doi/abs/10.1021/acs.chemrestox.9b00264
Ordered Logistic Regression in Stan, PyMC3 and Turing: https://medium.com/@liza_p_semenova/ordered-logistic-regression-and-probabilistic-programming-502d8235ad3f
PyMCon website: https://pymc-devs.github.io/pymcon/
PyMCon Call For Proposal: https://pymc-devs.github.io/pymcon/cfp
PyMCon Sponsorship Form: https://docs.google.com/forms/d/e/1FAIpQLSdRDI1z0U0ZztONOFiZt2VdsBIZtAWB4JAUA415Iw8RYqNbXQ/viewform
PyMCon Volunteer Form: https://docs.google.com/forms/d/e/1FAIpQLScCLW5RkNtBz1u376xwelSsNpyWImFisSMjZGP35fYi2QHHXw/viewform

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
Released:
Aug 13, 2020
Format:
Podcast episode

Titles in the series (100)

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, and I live in Paris. By day, I'm a data scientist and modeler at the https://www.pymc-labs.io/ (PyMC Labs) consultancy. By night, I don't (yet) fight crime, but I'm an open-source enthusiast and core contributor to the python packages https://docs.pymc.io/ (PyMC) and https://arviz-devs.github.io/arviz/ (ArviZ). I also love https://www.pollsposition.com/ (election forecasting) and, most importantly, 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 https://www.patreon.com/learnbayesstats (unlock exclusive Bayesian swag on Patreon)! This podcast uses the following third-party services for analysis: Podcorn - https://podcorn.com/privacy