#103 Improving Sampling Algorithms & Prior Elicitation, with Arto Klami

Proudly sponsored by PyMC Labs, the Bayesian Consultancy. Book a call, or get in touch!My Intuitive Bayes Online Courses1:1 Mentorship with meChanging perspective is often a great way to solve burning research problems. Riemannian spaces are such a perspective change, as Arto Klami, an Associate Professor of computer science at the University of Helsinki and member of the Finnish Center for Artificial Intelligence, will tell us in this episode.He explains the concept of Riemannian spaces, their application in inference algorithms, how they can help sampling Bayesian models, and their similarity with normalizing flows, that we discussed in episode 98.Arto also introduces PreliZ, a tool for prior elicitation, and highlights its benefits in simplifying the process of setting priors, thus improving the accuracy of our models.When Arto is not solving mathematical equations, you’ll find him cycling, or around a good board game.Our theme music is « Good Bayesian », by Baba Brinkman (feat MC Lars and Mega Ran). Check out his awesome work at https://bababrinkman.com/ !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 Mackintosh, Grant Pezzolesi, Avram Aelony, Joshua Meehl, Javier Sabio, Kristian Higgins, Alex Jones, Gregorio Aguilar, Matt Rosinski, Bart Trudeau, Luis Fonseca, Dante Gates, Matt Niccolls, Maksim Kuznecov, Michael Thomas, Luke Gorrie, Cory Kiser and Julio.Visit https://www.patreon.com/learnbayesstats to unlock exclusive Bayesian swag ;)Takeaways:- Riemannian spaces offer a way to improve computational efficiency and accuracy in Bayesian inference by considering the curvature of the posterior distribution.- Riemannian spaces can be used in Laplace approximation and Markov chain Monte Carlo...