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#44 Building Bayesian Models at scale, with Rémi Louf

#44 Building Bayesian Models at scale, with Rémi Louf

FromLearning Bayesian Statistics


#44 Building Bayesian Models at scale, with Rémi Louf

FromLearning Bayesian Statistics

ratings:
Length:
75 minutes
Released:
Jul 22, 2021
Format:
Podcast episode

Description

Episode sponsored by Paperpile: https://paperpile.com/ (paperpile.com)
Get 20% off until December 31st with promo code GOODBAYESIAN21
Bonjour my dear Bayesians! Yes, it was bound to happen one day — and this day has finally come. Here is the first ever 100% French speaking ‘Learn Bayes Stats’ episode! Who is to blame, you ask? Well, who better than Rémi Louf?
Rémi currently works as a senior data scientist at Ampersand, a big media marketing company in the US. He is the author and maintainer of several open source libraries, including MCX and BlackJAX. He holds a PhD in statistical Physics, a Masters in physics from the Ecole Normale Supérieure and a Masters in Philosophy from Oxford University.
I think I know what you’re wondering: how the hell do you go from physics to philosophy to Bayesian stats?? Glad you asked, as it was my first question to Rémi! He’ll also tell us why he created MXC and BlackJax, what his main challenges are when working on open-source projects, and what the future of PPLs looks like to him.
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/) !
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, Nathaniel Neitzke, Zwelithini Tunyiswa, Elea McDonnell Feit, Bertrand Wilden, James Thompson, Stephen Oates, Gian Luca Di Tanna, Jack Wells, Matthew Maldonado, Ian Costley, Ally Salim, Larry Gill, Joshua Duncan, Ian Moran, Paul Oreto, Colin Caprani, George Ho, Colin Carroll, Nathaniel Burbank, Michael Osthege, Rémi Louf, Clive Edelsten, Henri Wallen, Hugo Botha, Vinh Nguyen, Raul Maldonado, Marcin Elantkowski, Tim Radtke, Adam C. Smith, Will Kurt, Andrew Moskowitz, Hector Munoz, Marco Gorelli, Simon Kessell, Bradley Rode, Patrick Kelley, Rick Anderson, Casper de Bruin and Philippe Labonde.
Visit https://www.patreon.com/learnbayesstats (https://www.patreon.com/learnbayesstats) to unlock exclusive Bayesian swag ;)
Links from the show:
Rémi on GitHub: https://github.com/rlouf (https://github.com/rlouf)
Rémi on Twitter: https://twitter.com/remilouf (https://twitter.com/remilouf)
Rémi's website: https://rlouf.github.io/ (https://rlouf.github.io/)
BlackJAX -- Fast & modular sampling library: https://github.com/blackjax-devs/blackjax (https://github.com/blackjax-devs/blackjax)
MCX -- Probabilistic programs on CPU & GPU, powered by JAX: https://github.com/rlouf/mcx (https://github.com/rlouf/mcx)
aeppl, Tools for a PPL in Aesara: https://github.com/aesara-devs/aeppl (https://github.com/aesara-devs/aeppl)
French Presidents' popularity dashboard: https://www.pollsposition.com/popularity (https://www.pollsposition.com/popularity)
How to model presidential approval (in French): https://anchor.fm/pollspolitics/episodes/10-Comment-Modliser-la-Popularit-e121jh2 (https://anchor.fm/pollspolitics/episodes/10-Comment-Modliser-la-Popularit-e121jh2)
LBS #23, Bayesian Stats in Business & Marketing, with Elea McDonnel Feit: https://www.learnbayesstats.com/episode/23-bayesian-stats-in-business-and-marketing-analytics-with-elea-mcdonnel-feit (https://www.learnbayesstats.com/episode/23-bayesian-stats-in-business-and-marketing-analytics-with-elea-mcdonnel-feit)
LBS #30, Symbolic Computation & Dynamic Linear Models, with Brandon Willard: https://www.learnbayesstats.com/episode/symbolic-computation-dynamic-linear-models-brandon-willard (https://www.learnbayesstats.com/episode/symbolic-computation-dynamic-linear-models-brandon-willard)



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Released:
Jul 22, 2021
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