
#135 Bayesian Calibration and Model Checking, with Teemu Säilynoja
Falha ao colocar no Carrinho.
Falha ao adicionar à Lista de Desejos.
Falha ao remover da Lista de Desejos
Falha ao adicionar à Biblioteca
Falha ao seguir podcast
Falha ao parar de seguir podcast
-
Narrado por:
-
De:
Sobre este áudio
Proudly sponsored by PyMC Labs, the Bayesian Consultancy. Book a call, or get in touch!
- Intro to Bayes Course (first 2 lessons free)
- Advanced Regression 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!
Visit our Patreon page to unlock exclusive Bayesian swag ;)
Takeaways:
- Teemu focuses on calibration assessments and predictive checking in Bayesian workflows.
- Simulation-based calibration (SBC) checks model implementation
- SBC involves drawing realizations from prior and generating prior predictive data.
- Visual predictive checking is crucial for assessing model predictions.
- Prior predictive checks should be done before looking at data.
- Posterior SBC focuses on the area of parameter space most relevant to the data.
- Challenges in SBC include inference time.
- Visualizations complement numerical metrics in Bayesian modeling.
- Amortized Bayesian inference benefits from SBC for quick posterior checks. The calibration of Bayesian models is more intuitive than Frequentist models.
- Choosing the right visualization depends on data characteristics.
- Using multiple visualization methods can reveal different insights.
- Visualizations should be viewed as models of the data.
- Goodness of fit tests can enhance visualization accuracy.
- Uncertainty visualization is crucial but often overlooked.
Chapters:
09:53 Understanding Simulation-Based Calibration (SBC)
15:03 Practical Applications of SBC in Bayesian Modeling
22:19 Challenges in Developing Posterior SBC
29:41 The Role of SBC in Amortized Bayesian Inference
33:47 The Importance of Visual Predictive Checking
36:50 Predictive Checking and Model Fitting
38:08 The Importance of Visual Checks
40:54 Choosing Visualization Types
49:06 Visualizations as Models
55:02 Uncertainty Visualization in Bayesian Modeling
01:00:05 Future Trends in Probabilistic Modeling
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...