Learning Bayesian Statistics

#109 Prior Sensitivity Analysis, Overfitting & Model Selection, with Sonja Winter


Listen Later

Proudly sponsored by PyMC Labs, the Bayesian Consultancy. Book a call, or get in touch!

  • My Intuitive Bayes Online Courses
  • 1:1 Mentorship with me

Our theme music is « Good Bayesian », by Baba Brinkman (feat MC Lars and Mega Ran). Check out his awesome work !

Visit our Patreon page to unlock exclusive Bayesian swag ;)

Takeaways

  • Bayesian methods align better with researchers' intuitive understanding of research questions and provide more tools to evaluate and understand models.
  • Prior sensitivity analysis is crucial for understanding the robustness of findings to changes in priors and helps in contextualizing research findings.
  • Bayesian methods offer an elegant and efficient way to handle missing data in longitudinal studies, providing more flexibility and information for researchers.
  • Fit indices in Bayesian model selection are effective in detecting underfitting but may struggle to detect overfitting, highlighting the need for caution in model complexity.
  • Bayesian methods have the potential to revolutionize educational research by addressing the challenges of small samples, complex nesting structures, and longitudinal data. 
  • Posterior predictive checks are valuable for model evaluation and selection.

Chapters

00:00 The Power and Importance of Priors

09:29 Updating Beliefs and Choosing Reasonable Priors

16:08 Assessing Robustness with Prior Sensitivity Analysis

34:53 Aligning Bayesian Methods with Researchers' Thinking

37:10 Detecting Overfitting in SEM

43:48 Evaluating Model Fit with Posterior Predictive Checks

47:44 Teaching Bayesian Methods

54:07 Future Developments in Bayesian Statistics

Thank you to my Patrons for making this episode possible!

Yusuke Saito, Avi Bryant, Ero Carrera, Giuliano Cruz, Tim Gasser, James Wade, Tradd Salvo, William Benton, James Ahloy, Robin Taylor,, Chad Scherrer, Zwelithini Tunyiswa, Bertrand Wilden, James Thompson, Stephen Oates, Gian Luca Di Tanna, Jack Wells, Matthew Maldonado, Ian Costley, Ally Salim, Larry Gill, Ian Moran, Paul Oreto, Colin Caprani, Colin Carroll, Nathaniel Burbank, Michael Osthege, Rémi Louf, Clive Edelsten, Henri Wallen, Hugo Botha, Vinh Nguyen, Marcin Elantkowski, Adam C. Smith, Will Kurt, Andrew Moskowitz, Hector Munoz, Marco Gorelli, Simon Kessell, Bradley Rode, Patrick Kelley, Rick Anderson, Casper de Bruin, Philippe Labonde, Michael Hankin, Cameron Smith, Tomáš Frýda, Ryan Wesslen, Andreas Netti, Riley King, Yoshiyuki Hamajima, Sven De Maeyer, Michael DeCrescenzo, Fergal M, Mason Yahr, Naoya Kanai, Steven Rowland, Aubrey Clayton, Jeannine Sue, Omri Har Shemesh, Scott Anthony Robson, Robert Yolken, Or Duek, Pavel Dusek, Paul Cox, Andreas Kröpelin, Raphaël R, Nicolas Rode, Gabriel Stechschulte, Arkady, Kurt TeKolste, Gergely Juhasz, Marcus Nölke, Maggi...

...more
View all episodesView all episodes
Download on the App Store

Learning Bayesian StatisticsBy Alexandre Andorra

  • 4.7
  • 4.7
  • 4.7
  • 4.7
  • 4.7

4.7

66 ratings


More shows like Learning Bayesian Statistics

View all
Odd Lots by Bloomberg

Odd Lots

2,000 Listeners

Conversations with Tyler by Mercatus Center at George Mason University

Conversations with Tyler

2,466 Listeners

Talk Python To Me by Michael Kennedy

Talk Python To Me

582 Listeners

The Quanta Podcast by Quanta Magazine

The Quanta Podcast

541 Listeners

Super Data Science: ML & AI Podcast with Jon Krohn by Jon Krohn

Super Data Science: ML & AI Podcast with Jon Krohn

301 Listeners

Sean Carroll's Mindscape: Science, Society, Philosophy, Culture, Arts, and Ideas by Sean Carroll

Sean Carroll's Mindscape: Science, Society, Philosophy, Culture, Arts, and Ideas

4,205 Listeners

Practical AI by Practical AI LLC

Practical AI

203 Listeners

Last Week in AI by Skynet Today

Last Week in AI

310 Listeners

Machine Learning Street Talk (MLST) by Machine Learning Street Talk (MLST)

Machine Learning Street Talk (MLST)

98 Listeners

Dwarkesh Podcast by Dwarkesh Patel

Dwarkesh Podcast

521 Listeners

Hard Fork by The New York Times

Hard Fork

5,536 Listeners

Latent Space: The AI Engineer Podcast by swyx + Alessio

Latent Space: The AI Engineer Podcast

98 Listeners

Risky Business with Nate Silver and Maria Konnikova by Pushkin Industries

Risky Business with Nate Silver and Maria Konnikova

290 Listeners

Prof G Markets by Vox Media Podcast Network

Prof G Markets

1,459 Listeners

The Opinions by The New York Times Opinion

The Opinions

621 Listeners