#150 Fast Bayesian Deep Learning, with David Rügamer, Emanuel Sommer & Jakob Robnik
Wed Jan 28 2026
• Support & get perks!
• Proudly sponsored by PyMC Labs! Get in touch at alex.andorra@pymc-labs.com
• Intro to Bayes and Advanced Regression courses (first 2 lessons free)
Our theme music is « Good Bayesian », by Baba Brinkman (feat MC Lars and Mega Ran). Check out his awesome work !
Chapters:00:00 Scaling Bayesian Neural Networks04:26 Origin Stories of the Researchers09:46 Research Themes in Bayesian Neural Networks12:05 Making Bayesian Neural Networks Fast16:19 Microcanonical Langevin Sampler Explained22:57 Bottlenecks in Scaling Bayesian Neural Networks29:09 Practical Tools for Bayesian Neural Networks36:48 Trade-offs in Computational Efficiency and Posterior Fidelity40:13 Exploring High Dimensional Gaussians43:03 Practical Applications of Bayesian Deep Ensembles45:20 Comparing Bayesian Neural Networks with Standard Approaches50:03 Identifying Real-World Applications for Bayesian Methods57:44 Future of Bayesian Deep Learning at Scale01:05:56 The Evolution of Bayesian Inference Packages01:10:39 Vision for the Future of Bayesian Statistics
Thank you to my Patrons for making this episode possible!
Come meet Alex at the Field of Play Conference in Manchester, UK, March 27, 2026!
Links from the show:
David Rügamer:* Website* Google Scholar* GitHubEmanuel Sommer:* Website* GitHub* Google ScholarJakob Robnik:* Google Scholar* GitHub* Microcanonical Langevin paper* LinkedIn
More
• Support & get perks! • Proudly sponsored by PyMC Labs! Get in touch at alex.andorra@pymc-labs.com • Intro to Bayes and Advanced Regression courses (first 2 lessons free) Our theme music is « Good Bayesian », by Baba Brinkman (feat MC Lars and Mega Ran). Check out his awesome work ! Chapters:00:00 Scaling Bayesian Neural Networks04:26 Origin Stories of the Researchers09:46 Research Themes in Bayesian Neural Networks12:05 Making Bayesian Neural Networks Fast16:19 Microcanonical Langevin Sampler Explained22:57 Bottlenecks in Scaling Bayesian Neural Networks29:09 Practical Tools for Bayesian Neural Networks36:48 Trade-offs in Computational Efficiency and Posterior Fidelity40:13 Exploring High Dimensional Gaussians43:03 Practical Applications of Bayesian Deep Ensembles45:20 Comparing Bayesian Neural Networks with Standard Approaches50:03 Identifying Real-World Applications for Bayesian Methods57:44 Future of Bayesian Deep Learning at Scale01:05:56 The Evolution of Bayesian Inference Packages01:10:39 Vision for the Future of Bayesian Statistics Thank you to my Patrons for making this episode possible! Come meet Alex at the Field of Play Conference in Manchester, UK, March 27, 2026! Links from the show: David Rügamer:* Website* Google Scholar* GitHubEmanuel Sommer:* Website* GitHub* Google ScholarJakob Robnik:* Google Scholar* GitHub* Microcanonical Langevin paper* LinkedIn