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Today’s clip is from episode 135 [https://learnbayesstats.com/episode/135-bayesian-calibration-and-model-checking-teemu-sailynoja] of the podcast, with Teemu Säilynoja.

Alex and Teemu discuss the importance of simulation-based calibration (SBC). They explore the practical implementation of SBC in probabilistic programming languages, the challenges faced in developing SBC methods, and the significance of both prior and posterior SBC in ensuring model reliability.

The discussion emphasizes the need for careful model implementation and inference algorithms to achieve accurate calibration.

Get the full conversation here [https://learnbayesstats.com/episode/135-bayesian-calibration-and-model-checking-teemu-sailynoja].

 * Intro to Bayes Course [https://topmate.io/alex_andorra/503302] (first 2 lessons free)
 * Advanced Regression Course [https://topmate.io/alex_andorra/1011122] (first 2 lessons free)


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Transcript

This is an automatic transcript and may therefore contain errors. Please get in touch [http://twitter.com/LearnBayesStats] if you're willing to correct them.

BITESIZE | Understanding Simulation-Based Calibration, with Teemu Säilynoja

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