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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 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, Julio, Edvin Saveljev, Frederick Ayala, Jeffrey Powell, Gal Kampel, Adan Romero, Will Geary, Blake Walters, Jonathan Morgan and Francesco Madrisotti.
Links from the show
- Sonja’s website: https://winterstat.github.io/
- Sonja on Twitter: https://twitter.com/winterstat
- Sonja on GitHub: https://github.com/winterstat
- Under-Fitting and Over-Fitting – The Performance of Bayesian Model Selection and Fit Indices in SEM: https://www.tandfonline.com/doi/full/10.1080/10705511.2023.2280952
- LBS #102 – Bayesian Structural Equation Modeling & Causal Inference in Psychometrics, with Ed Merkle: https://youtu.be/lXd-qstzTh4?si=jLg_qZTt1oQqRO0R
- LBS #107 – Amortized Bayesian Inference with Deep Neural Networks, with Marvin Schmitt: https://learnbayesstats.com/episode/107-amortized-bayesian-inference-deep-neural-networks-marvin-schmitt/
- BayesFlow tutorial: https://bayesflow.org/_examples/Intro_Amortized_Posterior_Estimation.html
- LBS #106 Active Statistics, Two Truths & a Lie, with Andrew Gelman: https://learnbayesstats.com/episode/106-active-statistics-two-truths-a-lie-andrew-gelman/
- LBS #61 Why we still use non-Bayesian methods, with EJ Wagenmakers: https://learnbayesstats.com/episode/61-why-we-still-use-non-bayesian-methods-ej-wagenmakers/
- Bayesian Workflow paper: https://arxiv.org/abs/2011.01808
- Michael Betancourts’blog: https://betanalpha.github.io/writing/
- LBS #35 The Past, Present & Future of BRMS, with Paul Bürkner: https://learnbayesstats.com/episode/35-past-present-future-brms-paul-burkner/
- Bayesian Model-Building Interface in Python: https://bambinos.github.io/bambi/
- Advanced Regression online course: https://www.intuitivebayes.com/advanced-regression
- BLIMP: https://www.appliedmissingdata.com/blimp
Transcript
This is an automatic transcript and may therefore contain errors. Please get in touch if you’re willing to correct them.
Transcript
Priors represent a crucial part of the
Bayesian workflow, and actually a big
2
:reason for its power and usefulness.
3
:But why is that?
4
:How do you choose reasonable priors in
your models?
5
:What even is a reasonable prior?
6
:These are deep questions that today's
guest, Sonja Winter, will guide us
7
:through.
8
:an assistant professor in the College of
Education and Human Development of the
9
:University of Missouri, Sonia's research
focuses on the development and application
10
:of patient approaches to the analysis of
educational and developmental
11
:psychological data, with a specific
emphasis on the role of priors.
12
:What a coincidence!
13
:In this episode, she shares insights on
the selection of priors, prior sensitivity
14
:analysis, and the challenges of working
15
:with longitudinal data.
16
:She also explores the implications of
Bayesian methods for model selection and
17
:fit indices in structural equation
modeling, as well as the challenges of
18
:detecting overfitting in models.
19
:When she's not working, you'll find Sonja
baking delicious treats, gardening, or
20
:watching beautiful birds.
21
:This is Learning Bayesian Statistics,
episode.
22
:Welcome to Learning Bayesian Statistics, a
podcast about Bayesian inference, the
23
:methods, the projects, and the people who
make it possible.
24
:I'm your host, Alex Andorra.
25
:You can follow me on Twitter at alex
.andorra, like the country.
26
:For any info about the show, learnbasedats
.com is Laplace to be.
27
:Show notes, becoming a corporate sponsor,
unlocking Bayesian Merge, supporting the
28
:show on Patreon, everything is in there.
29
:That's learnbasedats .com.
30
:If you're interested in one -on -one
mentorship, online courses, or statistical
31
:consulting, feel free to reach out and
book a call.
32
:at topmate .io slash alex underscore and
dora see you around folks and best patient
33
:wishes to you all.
34
:Hello my dear patients, today I want to
thank the fantastic Jonathan Morgan and
35
:Francesco Madrisotti for supporting the
show on Patreon.
36
:Your support is invaluable and literally
makes this show possible.
37
:can't wait to talk with you guys in the
Slack channel.
38
:Second, with my friends and fellow PymC
core developers, Ravin Kumar and Tommy
39
:Capretto, we've just released our new
online course, Advanced Regression with
40
:Bambi and PymC.
41
:And honestly, after two years of
development, it feels really great to get
42
:these out into the world, not only because
it was, well, long and intense, but mainly
43
:because I am so proud of the level of
44
:of details, teachings, and exercises that
we've packed into this one.
45
:It's basically the course I wish I had
once I had gone through the beginner's
46
:phase when learning patience tests, that
moment when you're like...
47
:Okay, I know how to do basic models, but
where do I go from here?
48
:I remember feeling quite lost, so we
wanted to give you a one -stop shop for
49
:such intermediate models with the most
content possible, as evergreen as it gets.
50
:If that sounds interesting, go to
intuitivebase .com and check out the full
51
:syllabus.
52
:We're enrolling the first cohort as we
speak!
53
:Of course, you get a 10 % discount if
you're a patron of the show.
54
:Go to the Patreon page or the Slack
channel to get the code.
55
:Okay, back to the show now and looking
forward to seeing you in the intuitive
56
:base discourse.
57
:Sonia Winter, welcome to Learning Bayesian
Statistics.
58
:Thank you.
59
:Thanks for having me.
60
:I'm really excited to talk to you today.
61
:Same, same.
62
:That's a treat.
63
:I have a lot of questions.
64
:I really love.
65
:like everything you're doing in your
research.
66
:We're going to talk a lot about priors
today, folks.
67
:So yeah, like get ready.
68
:But first, can you provide a brief
overview of your research interests and
69
:how patient methods play a role in your
work?
70
:Yeah, sure.
71
:So my background is actually in
developmental psychology.
72
:I did a bachelor or master's degree at
Utrecht University.
73
:And during that time, I really realized
that a lot of work needed to be done on
74
:the analysis part of social science
research.
75
:And so I switched and got really into
structural equation models, which are
76
:these big multivariate models that include
latent variables.
77
:I'm sure we'll talk more about that later.
78
:But those models can be hard to estimate
and there are all these issues.
79
:And so I was introduced to Bayesian
statistics.
80
:right after my master's degree when I was
working with Rens van der Schoot, also at
81
:Utrecht University.
82
:And he asked me to do this big literature
review about it with him.
83
:And that really introduced me.
84
:And so now I focus a lot on Bayesian
estimation and how it can help us estimate
85
:these structural equation models.
86
:And then specifically more recently, I've
really been focusing on how those priors
87
:can really help us.
88
:both with estimation and also just with
understanding our models a little bit
89
:better.
90
:So yeah, I'm really excited about all of
that.
91
:Yeah, I can guess that sounds awesome.
92
:So structural equation modeling, we
already talked about it on the show.
93
:So today we're going to focus a bit more
on priors and how that fits into the SEM
94
:framework.
95
:So for people who don't know about SEM, I
definitely recommend episode 102 with Ed
96
:Merkel.
97
:And we talked exactly about structural
equation modeling and causal inference in
98
:psychometrics.
99
:So that will be a.
100
:a very good introduction i think to these
topics for people and what i'm curious
101
:about sonia is you work a lot on priors
and things like that but how how did you
102
:end up working on that was something that
you were always curious about or that
103
:something that appeared later later on in
your in your phd studies
104
:I would say definitely something that
started or piqued my interest a little bit
105
:later.
106
:I think so after I first got familiarized
with Bayesian methods, I was excited
107
:mostly by how it could help, like priors
could help us estimate, like avoid
108
:negative variances and those types of
things.
109
:But I saw them more as a pragmatic tool to
help with that.
110
:And I didn't really focus so much on that.
111
:I feel like I also was a little bit afraid
at the time of, you know, those
112
:researchers who talk a lot about, well, we
shouldn't really make our priors
113
:informative because that's subjective and
that's bad.
114
:And so I really typically use like
uninformative priors or like software
115
:defaults for a lot of my work in the
beginning.
116
:But then during my PhD studies, I
actually.
117
:Well, first of all, I worked with another
researcher, Sanaa Smith, who was also a
118
:PhD student at the time.
119
:And she was really intrigued by something
she found that these software defaults can
120
:really cause issues when you're,
especially when your data is like very
121
:small, it can, it can make your results
look wild.
122
:And so we worked on this paper together
and created a shiny app to demonstrate all
123
:of that.
124
:And that made me realize that maybe
uninformative priors.
125
:are not always the best way to go.
126
:And also a prior that looks informative in
one scenario might be relatively
127
:uninformative in another.
128
:And so I really started shifting my, my
perspective on priors and focusing more on
129
:how ignoring them is kind of like ignoring
the best part of Bayesian in my opinion,
130
:at this point.
131
:and so now I really want to look at how,
how they can help us and how we can be
132
:thoughtful.
133
:We don't want to drive our science by
priors, right?
134
:We want to learn something new from our
data, but we find that balance is really
135
:what I'm looking for now.
136
:Yeah, well, what a fantastic application
of updating your belief, right?
137
:From a meta standpoint, you just like
updated your priors pretty aggressively
138
:and also very rationally.
139
:That's really impressive.
140
:Well done.
141
:Because that's hard to do also.
142
:It's not something we like to do.
143
:So that's great.
144
:Well done on doing that.
145
:And actually now that you're on the other
side, how do you approach the selection of
146
:priors in your research and what advice do
you have for people new to Bayesian
147
:methods?
148
:Yeah, great question.
149
:I think at least within structural
equation modeling, we as like applied
150
:researchers are helped somewhat because
distributions, at least for priors, are
151
:sort of clear.
152
:Like you don't have to think too much
about them.
153
:And so you can immediately jump into
thinking about, okay, what level of
154
:information do I want to convey in those
priors?
155
:And I think whenever I'm working with
applied researchers, I try to strike a
156
:balance with them because I know they are
not typically comfortable using like super
157
:informative priors that are really narrow.
158
:And so I just asked them to think about,
well, what would be a reasonable range?
159
:Like if we are estimating a linear
regression parameter, what would that
160
:effect size look like?
161
:Right.
162
:It might be zero or it might be two, but
it's probably not going to be 20.
163
:And so we can.
164
:sort of shape our prior to align with
those sort of expectations about how
165
:probable certain values are versus others.
166
:It's a really, I don't know, interactive
process between me and the researcher to
167
:get this right, especially for those types
of parameters that they are really
168
:interested in.
169
:I think another type of parameter that is
more challenging for applied researchers
170
:are those that are placed on residual
variances, for example.
171
:Like people typically don't...
172
:think about the part of the outcome that
they can't explain that much.
173
:And so that's where I do rely a bit more
on sort of, I don't know, industry
174
:standard choices that are typically not
super informative.
175
:But then once we pick our like target
priors, I always advise the researcher to
176
:follow it up with a sensitivity analysis
to see.
177
:like how robust their findings are to
changes in those priorities, either making
178
:them more informative or less informative.
179
:And so yeah, that's really the approach I
take.
180
:Of course, if someone wants to go full
base and full informative and they have
181
:this, this wealth of previous research to
draw from, then I'm all for going, going
182
:that route as well.
183
:It's just not as common.
184
:Hmm.
185
:Hmm.
186
:Yeah, I see.
187
:in what, what are the...
188
:main difficulties you see from people that
you advise like that?
189
:Where do you see them having more defenses
up or just more difficulties because they
190
:have a hard time wrapping their head
around a specific concept?
191
:I think just all over, I think if anyone
has ever tried to do like a power analysis
192
:working with researchers, it's sort of a
similar concept because
193
:It is not, at least in my field or the
people I work with are not very typically
194
:already thinking about the exact parameter
estimates that they are expecting to see,
195
:right?
196
:They are just, they just go with the
hypothesis.
197
:I think these two things are correlated
and they might not even go as far as to
198
:think, is it positive or negative?
199
:So then once you ask them those questions,
it really forces them to go much deeper on
200
:their theory and really consider like.
201
:What is, what am I expecting?
202
:What is reasonable based on what I know
from, from previous studies or just
203
:experience.
204
:And that can be kind of challenging.
205
:It's, it's kind of, I think sometimes the
researchers might feel like I'm
206
:criticizing them for not knowing, but I
think that's perfectly normal to not know.
207
:Like we already have so many other things
to think about.
208
:But it definitely.
209
:is kind of a hurdle.
210
:Also the time commitment, I think, to
really consider the priors, especially if
211
:you're coming from a frequentist realm
where you just say, okay, maximum
212
:likelihood go.
213
:Not only do you not have to think about
the estimation, but then also your results
214
:are almost instant.
215
:And so that's always kind of a challenge
as well.
216
:I see.
217
:Yeah.
218
:Yeah.
219
:Definitely something also I seen, I seen
beginners.
220
:yeah, it, it really depends on also where
they are coming from, as you were saying.
221
:Yeah.
222
:I did.
223
:Your advice will depend a lot on that.
224
:yeah.
225
:Yeah.
226
:And actually you work also a lot on prior
sensitivity analysis.
227
:can you, can you tell people what that is?
228
:And the importance of it in your, in your
modeling workflow and.
229
:how you incorporate it into your research.
230
:Yeah.
231
:So a sensitivity analysis for priors is
something that you typically do after you
232
:run your main analysis.
233
:So you come up with your target set of
priors for all your parameters, estimate
234
:the model, look at the results, look at
the posteriors.
235
:And then in the next step, you think
about, well, how can I change these
236
:priors?
237
:in sort of meaningful ways, either making
them more informative, perhaps making them
238
:represent some other theory, making them
less informative as well.
239
:So making the influence of the prior
weaker in your results.
240
:And then you rerun your analysis for all
of those different prior scenarios, and
241
:then compare those results to the ones
that you actually obtained with your
242
:target analysis and your target priors.
243
:And the idea here is to see,
244
:how much your results actually depend on
those prior beliefs that you came into the
245
:analysis with.
246
:If you don't find any differences, then
you can say, well, my results are mostly
247
:influenced by my data, by the new evidence
that I obtained.
248
:They are robust to changes in prior
beliefs, right?
249
:It doesn't really matter what beliefs you
came into the analysis with.
250
:The results are going to be the same,
which is great.
251
:In other cases, you might find that your
results do change meaningfully.
252
:So for example, in effect that was
significant with your priors is no longer
253
:significant using a frequentist term here,
but hopefully people will understand once
254
:you change your priors.
255
:And that's, of course, is a little bit
more difficult to handle because what do
256
:you do?
257
:I want to say that the goal is not to
258
:use the sensitivity analysis to then go
back and change your priors and run the
259
:analysis again and report that in your
paper.
260
:That would be sort of akin to p -hacking.
261
:Instead, I think it just contextualizes
your findings.
262
:It's showing that the knowledge you came
into the analysis with is partially
263
:driving your results.
264
:And that probably means that the evidence
in your new data is not super strong.
265
:And so it may indicate some issues with
your theory or some issues with your data.
266
:And you have to collect more data to
figure out which of those it is basically.
267
:And so it's, it's kind of helping you also
figure out the next steps in your
268
:research, I feel, which is helpful.
269
:But it can be frustrating, of course, and
harder to convince maybe co -authors and
270
:reviewers to.
271
:move forward with a paper like that.
272
:But to me it is very interesting these
results from sensitivity analyses.
273
:Yeah, yeah, completely agree in that.
274
:That's very interesting to see the, yeah,
if the results differ on the priors, and
275
:that can also help, you know, settle any
argument on the choice of prior.
276
:You know, if people are really in
disagreement about which priors to choose,
277
:well, then you can run the model with both
sets of priors, and if the results don't
278
:change, it's like, well, let's stop
arguing.
279
:That's kind of...
280
:It's kind of silly.
281
:We just lost time.
282
:So let's just focus on the results then.
283
:I think it's a very interesting framework.
284
:And then there is another.
285
:So that is like that entails running the
model, running MCMC on the model.
286
:But there are some checks that you do
before that to ensure the robustness of
287
:your patient models.
288
:And one of that step is.
289
:very crucial and called primary predictive
checks.
290
:Can you talk about that to beat Sonja?
291
:Yeah, so as you said, these checks happen
before you do any actual analysis.
292
:So you can do them before you collect any
data.
293
:In fact, one reason for using them is to
figure out whether the priors you came up
294
:with results in sensible ranges of
possible parameter estimates, right?
295
:In some cases, especially with these
complex multivariate models, your priors
296
:may interact in unexpected ways and then
result in predictions that are not in line
297
:with what your theory is actually telling
you you should expect.
298
:And so prior predictive checks basically
until you specify your priors for all your
299
:parameters.
300
:And then you generate
301
:parameter values from those priors by
combining it with your model
302
:specification.
303
:And then those combinations of parameter
estimates are used to generate what are
304
:called prior predictive samples.
305
:So these are samples of some pre
-specified size that represent possible
306
:observations that align with what your
priors are conveying combined with your
307
:model.
308
:And so ideally,
309
:those prior predictive samples look kind
of like what you would expect your data to
310
:look like.
311
:And sometimes for researchers, it is
easier to think about what the data should
312
:look like compared to what the parameter
estimates can be.
313
:And so in that sense, prior predictive
checks can be really helpful in checking
314
:not just the priors, but checking the
researcher and making sure that they
315
:actually convey their knowledge to me, for
example, correctly.
316
:Yeah, did that answer your question?
317
:Yeah, yeah, I think that's a great
definition and definitely encourage any
318
:Bayesian practitioner to include prior
predictive checks in their workflow.
319
:Once you have written a model, that should
be the first thing you do.
320
:Do not run a CMC before doing prior
predictive checks.
321
:And recently, I feel like a lot of the
software packages for Bayesian methods
322
:have...
323
:included very simple ways of running these
checks, which when I first started looking
324
:at them, it was kind of more of a niche
step in the workflow.
325
:And so it required a few more steps and
some more like coding, but now it's as
326
:easy as just switching like a toggle to
get those prior predictive samples.
327
:So that's great.
328
:Yeah, yeah, yeah, completely agree.
329
:That's also, yeah, it's definitely
something that's, that's been more and
330
:more popular in the different
331
:classes and courses that I teach, whether
it's online courses or live workshops,
332
:always show prior predictive checks almost
all the time.
333
:So yeah, it's becoming way, way more
popular and widespread.
334
:So that's really good because I can tell
you when I work on a real model for
335
:clients, always the first thing I do
before running MCMC is prior predictive
336
:checks.
337
:And actually there is a fantastic way
of...
338
:you know, doing prior predictive checks,
like kind of industrialized and that's
339
:called simulation based calibration.
340
:Have you heard of that?
341
:No, I mean, maybe the term, but I have no
idea what it is.
342
:So that's just like making prior
predictive checks on an industrialized
343
:scale.
344
:Basically now instead of just
345
:running through the model forward, as you
explained, and generate prior predictive
346
:samples, what you're doing with SPC, so
simulation -based calibration, is
347
:generating not only prior predictive
samples, but prior samples of the
348
:parameters of the model.
349
:You stock these parameters in some object.
350
:but you don't give them to the model, but
you keep them somewhere safe.
351
:And then the prior predictive samples, so
the plausible observations generated by
352
:the model based on the prior samples that
you just kept in the fridge, these prior
353
:predictive samples, now you're going to
consider them as data.
354
:And you're going to tell the model, well,
run MCMC on these data.
355
:as if we had observed these prior
predictive samples in the wild, because
356
:that's what prior predictive samples are.
357
:It's possible samples we could observe
before we know anything about real data.
358
:So you feed that to the model.
359
:You make the model run MCMC on that.
360
:So that means backward inference.
361
:So now the model is going to find out
about the plausible parameter values which
362
:could have generated this data.
363
:And then what you're going to do is
compare the posterior
364
:distribution that the model inferred for
the parameter values to the true parameter
365
:values that you kept in the fridge before.
366
:You're going to get, so these parameter
values are true.
367
:So you just have one of them, because it's
just one sample from the prior parameters.
368
:And you're going to compare these value,
these value to the distribution of
369
:posterior parameters that you just got
from the model.
370
:And based on that,
371
:and how far the model is from the true
parameter, you can find out if your model
372
:is biased or if it's well calibrated.
373
:And that's a really great way to be much
more certain that the model is able to
374
:recover what you want it to recover.
375
:basically playing God, and then you're
trying to see if the model is able to
376
:recover the parameters that you use to
generate the data.
377
:And not only will you do that once, but
you want to do that many times, many, many
378
:times, because, well, the more you do it,
then you enter a kind of a frequentist
379
:realm, right?
380
:Where you're like, you just repeat the
experiments a lot.
381
:And then that's how you're going to see
how calibrated the model is, because then
382
:you can do some calibration plots.
383
:there are a lot of metrics around that
it's a kind of a developing area of the
384
:research but there are a lot of metrics
and one of them is basically just plotting
385
:the true parameter values and well for
instance the mean posterior value from the
386
:parameter and then if this mean is most of
the time along the the line x equals y
387
:well that means you are in pretty good
shape you are but I mean it's the mean
388
:here you
389
:So you have to look at the whole
distribution, but that's to give you an
390
:idea.
391
:And so the bottleneck is you want to do
that a lot of time.
392
:So you have to run MCMC a lot of times.
393
:Most of the time, if you're just doing a
regression, that should be okay.
394
:But sometimes it's going to take a lot of
time to run MCMC and it can be hard.
395
:In these cases, you have new algorithms
that can be efficient because there is one
396
:called
397
:amortized Bayesian inference, a method
called amortized Bayesian inference.
398
:We just covered that in episode 107 with
Marvin Schmidt.
399
:And basically that's exactly a use case
for amortized Bayesian inference because
400
:the model doesn't change, but the data
changes in each iteration of the loop.
401
:And so what amortized Bayesian inference
is doing is just, well, just is training a
402
:deep neural network on the model.
403
:as a first step.
404
:And then the second step is the inference,
but the inference is just instantaneous
405
:because you've trained the deep neural
network.
406
:And that means you can do, you can get as
black, almost as many poster samples as
407
:you want.
408
:Once you have trained the deep neural
network.
409
:And so that's why it's almost all
inspection inference.
410
:And that's a perfect use case for SBC
because then like you can just like you
411
:get new, a new,
412
:new samples for free.
413
:And actually, so I definitely encourage
people to look at that.
414
:It's still developing.
415
:So right now you cannot, for instance, use
Baseflow, which is the Python package that
416
:Marvin talked about in 1 .07 with PIMC,
but it's something we're working on.
417
:And the goal is that it's completely
compatible.
418
:But yeah, like I'll link to the tutorial
notebook in the show notes for people.
419
:who want to get an idea of what SPC is
because even though you're not applying it
420
:right now at least you have that in mind
and you know what that means and you can
421
:work your way to out that.
422
:Yeah that's amazing.
423
:I feel like one of the biggest hurdles in
the structural equation modeling approach
424
:with using Bayesian is just the time
commitment.
425
:I'm
426
:There is one analysis I was running and it
takes, I think for one analysis, it takes
427
:almost a week to run it because it's a big
sample and then it's a complicated model.
428
:And so if I would have to rerun that model
a thousand times, it would not be fun.
429
:so knowing that there's maybe some options
on the horizon to help us speed along that
430
:process would be, I think that would
change our field for sure.
431
:So that's very exciting.
432
:Yeah, yeah, yeah.
433
:That's really super exciting.
434
:And that's why I'm also super enthusiastic
about the desalmatized Bayesian infant
435
:stuff, because I discovered that in
episode 107, so it's not a long time ago.
436
:But as soon as I heard about that, I dug
into it, because that's super interesting.
437
:Yeah.
438
:I'm going to read about it after we finish
recording this.
439
:Yeah, yeah, for sure.
440
:And feel free to send me any questions.
441
:And I find it's also a very elegant way to
marry the Bayesian framework in the deep
442
:neural network methods.
443
:So I really love that.
444
:It's really elegant and promising, as you
were saying.
445
:Talking about SCM, so structural equation
modeling, do you find that Bayesian
446
:methods help?
447
:in for these kind of models and especially
when it comes to educational research
448
:which is one of your fields?
449
:Yes, I think Bayesian methods can sort of
help on both ends of the spectrum that we
450
:see with educational data which is either
we have very small samples and so
451
:researchers still have these ambitious
theoretical models that they want to test.
452
:but it's just not doable with frequentist
estimators.
453
:And so based with the priors, it can help
a little bit to boost the information that
454
:we have, which is really nice.
455
:And then on the other side, ever since
starting this position and moving into a
456
:college of education, I've been given
access to many large data sets that have
457
:very complicated nesting structures.
458
:That's something you see all the time in
education.
459
:You have
460
:schools and then teachers and students and
the students they change teachers because
461
:it's also longitudinal so there's a time
component and all of these different
462
:nested structures can be very hard to
model using estimators like nextman
463
:likelihood and bayesian methods not
necessarily structural equation modeling
464
:but maybe more a hierarchical linear model
or some other multi -level approach it can
465
:be super flexible to handle all of those
466
:structures and still give people results
that they can use to inform policy.
467
:Because that's something in education that
I didn't really see when I was still in
468
:the department of psychology before is
that a lot of the research here is really
469
:directly informing what is actually going
to happen in schools.
470
:And so it's really neat that these
Bayesian methods are allowing them to
471
:answer much more complicated research
questions and really make use of all of
472
:the data that they have.
473
:So that's been really exciting.
474
:And actually, I wanted to ask you
precisely what the challenges you face
475
:with longitudinal data and how do you
address these challenges because I know
476
:that can be pretty hard.
477
:I think with longitudinal data, the
biggest challenge actually doesn't have
478
:anything to do with the estimator.
479
:It is more just inherent in longitudinal
data, which is that we will always...
480
:unless you have a really special sample,
but we will always have missing data.
481
:Participants will always drop out at some
point or just skip a measurement.
482
:And of course, other estimation methods
also have options for accommodating
483
:missing data, such as full information
maximum likelihood.
484
:But I find that the Bayesian approach
where you can do imputation while you're
485
:estimating, so you're just imputing the
data at every posterior sample, is very
486
:elegant, efficient.
487
:and easy for researchers to wrap their
minds around.
488
:And it still allows you just like with
other multiple imputation methods to
489
:include an sort of auxiliary model
explaining the missingness, which helps
490
:with the like missing at random, type data
that we deal with a lot.
491
:And so I feel that that is especially
exciting.
492
:I honestly started thinking about this
more deeply when I started my position
493
:here and I met my new colleague.
494
:Dr.
495
:Brian Keller, he is working on some
software, it's called BLIMP, which I think
496
:it stands for Bayesian Latent Interaction
Modeling Program, I want to say.
497
:So it's actually created for modeling
interactions between latent variables,
498
:which is a whole other issue.
499
:But within that software, they actually
also created a really powerful method for
500
:dealing with missing data, or not
necessarily the method, but just the
501
:application of it.
502
:And so...
503
:Now that I've met him and he's always
talking about it, it makes me think about
504
:it more.
505
:So that's very exciting.
506
:Yeah, for sure.
507
:And feel free to add a link to this
project to Blimp in the show notes,
508
:because I think that's going to be very
interesting to listeners.
509
:And how, I'm wondering if patient methods
improve...
510
:the measurement and the evaluation
processes in educational settings, because
511
:I know it's a challenge.
512
:Is that something that you're working on
actively right now, or you've done any
513
:projects on that that you want to talk
about?
514
:Well, I teach measurement to grad
students.
515
:So it's not necessarily that I get to talk
about Bayes a lot in there.
516
:But what I'm realizing is that
517
:When we talk about measurement from a
frequentist standpoint, we typically start
518
:with asking students a bunch of questions.
519
:Let's say we're trying to measure math
ability.
520
:So we ask them a bunch of math questions.
521
:Then if we use frequentist estimation, we
can use those item responses to generate
522
:some sort of probability of those
responses giving some underlying level of
523
:math ability.
524
:So how probable is it that they gave these
answers given this level of math?
525
:But actually what we want to know is what
is the student's math ability, given the
526
:patterns of observed responses.
527
:And so Bayes theorem gives us a really
elegant way of answering exactly that
528
:question, right.
529
:Instead of the opposite way.
530
:And so I think in a big way, Bayesian
methods just align better with how people
531
:already think about the research that
they're doing or the thing, the questions
532
:that they're, they want to answer.
533
:I think.
534
:This is also a reason why a lot of
researchers struggle with getting the
535
:interpretation of things like a confidence
interval correct, right?
536
:It's just not intuitive.
537
:Whereas Bayesian methods, they are
intuitive.
538
:And so in that sense, I think not so much
like estimation wise, but just
539
:interpretation wise, Bayesian methods can
help a lot in our field.
540
:And then in addition to that, I think when
we do use Bayesian estimation,
541
:those posterior distributions, they can
give us so much more information about the
542
:parameters of interest that we are
interested in.
543
:And they can also help us understand what
future data would look like given those
544
:posteriors, right?
545
:If we move from like prior predictors to
posterior predictors, which are these
546
:samples generated from the posteriors,
that should look like our data should look
547
:like that data, right?
548
:If our model is doing a good job of
representing our data.
549
:And so,
550
:I think that's an exciting extension of
Bayes as well.
551
:It gives us more tools to evaluate our
model and to make sure that it's actually
552
:doing a good job of representing our data,
which is especially important in
553
:structural equation modeling, where we
rely very heavily on global measures of
554
:fit.
555
:And so this is a really nice new tool for
people to use.
556
:I see.
557
:Okay.
558
:Yeah.
559
:I am.
560
:I need to know about that in particular.
561
:That's...
562
:That's very interesting.
563
:Yeah.
564
:So I mean, I would have more questions on
that, but I want to ask you in particular
565
:on a publication you have about under
-fitting and over -fitting.
566
:And you've looked at the performance of
Bayesian model selection in SEM.
567
:I find that super interesting.
568
:So can you summarize the key findings of
this paper and...
569
:their application, their implications for
researchers using SEM?
570
:Yeah, for sure.
571
:This is a really fun project for me to
work on, kind of an extension of my
572
:dissertation.
573
:So it made me feel like, I'm really moving
on, creating a program of research.
574
:So yeah, thanks for asking about the
paper.
575
:So yeah, as I already kind of mentioned,
within structural equation modeling,
576
:Researchers rely really heavily on these
model selection and fit indices to make
577
:choices about what model they're going to
keep in the end.
578
:A lot of the times, researchers come in
with some idea of what the model would
579
:look like, but they are always tinkering a
little bit.
580
:They're ready to know that they're wrong
and they want to get to a better model.
581
:And so the same is true when we use
Bayesian estimation and we have sort of a
582
:similar set of indices to look at.
583
:in terms of the fit of a single model or
comparing multiple models and selecting
584
:the best one.
585
:And so very typically those indices are
tested in terms of how well they can
586
:identify underfit.
587
:And so underfit occurs when you forgot to
include a certain parameter.
588
:So your model is too simple for the
underlying data generating mechanism.
589
:You forgot something.
590
:And so all of these indices generally
work.
591
:pretty well, and that's also what we found
in our study in terms of selecting the
592
:correct model when there are some
alternatives that have fewer parameters or
593
:picking up on the correct model fitting
well by itself versus models that forget
594
:these parameters.
595
:But what we were really interested in is
looking at, OK, how well do these indices
596
:actually detect overfitting?
597
:So that's where you add parameters that
you don't really need.
598
:So you're making your model overly
complex.
599
:And when we have models that are too
complex, they tend not to generalize to
600
:new samples, right?
601
:They're optimized for our specific sample
and that's not really useful in science.
602
:So we want to make sure that we don't keep
going and like adding paths and making our
603
:models super complicated.
604
:And so surprisingly what we found across
like a range of over fitting scenarios is
605
:that they do not really do a good job of
detecting any of this.
606
:Most indices, if anything, just make the
model look better and better and better.
607
:Even some of these indices, like model
selection indices, will have a penalty
608
:term in their formula that's supposed to
penalize for having too many parameters,
609
:right?
610
:For making your model too complex.
611
:And even those were just like, yeah, this
is fine.
612
:Keep going, keep going.
613
:And so that's a little bit worrisome.
614
:And I think...
615
:We really need to think about developing
some new ways of detecting when we go too
616
:far, right?
617
:Figuring out at what point we need to stop
in our model modification, which is
618
:something that researchers really love to
do, especially in structural equation
619
:modeling.
620
:I won't speak for any other areas.
621
:And so, yeah, I think there's a lot of
work to be done.
622
:And I was very surprised that these
indices that are supposed to help us
623
:detect overfitting also didn't really do.
624
:a good job.
625
:And so I'm excited to work more on this.
626
:I would say in general, if people want an
actionable takeaway, it is always helpful
627
:when you have multiple models to compare
versus just your one model of interest.
628
:It will help you tease, sort of figure out
better, which one is the correct one
629
:versus just is your model good enough?
630
:And so that would be my, my advice for
researchers.
631
:Yeah.
632
:Yeah, definitely.
633
:I always like having a very basic and dumb
looking linear regression to compare to
634
:that and build my way on top of that
because you can already do really cool
635
:stuff with plain simple linear regression
and why making it harder if you cannot
636
:prove, you cannot discern a particular
effect of...
637
:of the new method you're applying.
638
:Yeah.
639
:And so do you have then from from your
dive into these, do you have some fit
640
:indices that you recommend?
641
:And how do they compare to traditional fit
indices?
642
:So I think for model
643
:fit of a single model within structural
equation modeling.
644
:The most popular ones are called
comparative fit index, the Tucker Lewis
645
:index, and then the root mean square error
of approximation.
646
:You'll see these in like every single
paper published.
647
:And so there are Bayesian versions of
those indices, but based on all my
648
:research using those so far,
649
:I would actually not recommend those at
all for evaluating the fit of your
650
:specific model.
651
:It seems from at least my research that
they are very sensitive to your sample
652
:size, which means that as you get a larger
and larger sample, your model will just
653
:keep looking better and better and better
and better, even if it's wrong.
654
:So something that would be flagged as like
a...
655
:a misspecified model with a small sample
might look perfectly fine with a large
656
:sample.
657
:And so that's not what you want, right?
658
:You want the fit index to reflect the
misspecification, not your sample size.
659
:And so I was really excited when these
were first introduced, but I think we need
660
:a lot more knowledge about how to actually
use them before they are really useful.
661
:And so my advice for researchers who want
to know something about their fit is
662
:really to look at
663
:the posterior predictive checks.
664
:And within structural equation modeling,
I'm not sure how widespread this is for
665
:other methods, but we have something
called a posterior predictive p -value,
666
:where we basically take our observed data
and evaluate the fit of that data to our
667
:model at each posterior iteration.
668
:For example, using a likelihood ratio test
or like a chi -square or something.
669
:And then we do the same for a posterior
predicted sample.
670
:using this in within each of those samples
as well.
671
:And the idea is that if your model fits
your data well, then about half of the
672
:predictive samples should fit better and
the other half should fit worse, right?
673
:Yours should be nicely cozy in the middle.
674
:If all of your posterior predictive
samples fit worse than your actual data,
675
:then it's an indication that you are
overfitting, right?
676
:Like,
677
:the model will never fit as well as it
does for your specific data.
678
:And so I think in that sense, that index
could potentially give some idea of
679
:overfitting, although again, in our study,
we didn't really see that happening.
680
:But I think it's a more informative method
of looking at fit within Bayesian
681
:structural equation modeling.
682
:And so even though it's kind of old
school, I think it's still probably the...
683
:the best option for researchers to look
at.
684
:Okay, yeah, thanks.
685
:That's like, I love that.
686
:That's very practical.
687
:And I think listeners really appreciate
that.
688
:I have like, I was wondering about SEMs
again, and if you have an example from
689
:your research where Bayesian SEM provided
significant insights that
690
:traditional methods might have missed.
691
:Yeah, so some work I'm working on right
now is with a group of researchers who are
692
:really interested in figuring out how
strong the evidence is that there is no
693
:effect, right?
694
:That some path is zero within a bigger
structural model.
695
:And with frequentist analysis, all we can
really do is fail to reject the known,
696
:right?
697
:We have an absence of evidence.
698
:but that doesn't mean that there's
evidence of absence.
699
:And so we can't really quantify like how
strong or how convinced we should be that
700
:that null is really a null effect.
701
:But with Bayesian methods, we have base
factors, right?
702
:And we can actually explicitly test the
evidence in favor of the estimate being
703
:zero versus the estimate being not zero,
right?
704
:Either smaller or larger than zero.
705
:And so that's really...
706
:When I talked to the applied researchers,
once they came to me with this problem,
707
:which started as just like a structural
equation modeling problem, but then I was
708
:like, well, have you ever considered using
Bayesian methods?
709
:Because I feel like it could really help
you get at that question.
710
:Like how strong is that evidence relative
to the evidence for an effect, right?
711
:And so we've been working on that right
now and it is very interesting to see the
712
:results and then also to communicate that
with them and see.
713
:They get so excited about it.
714
:So that's been fun.
715
:Yeah, for sure.
716
:That's super cool.
717
:And you don't have anything to share in
the show notes yet, right?
718
:Not yet.
719
:No, I'll keep you posted.
720
:Yeah, for sure.
721
:Because maybe by the time of publication,
you'll have something for us.
722
:Yes.
723
:And now I'd like to talk a bit about
your...
724
:your teaching because you teach a lot of
classes.
725
:You've talked a bit about that already at
the beginning of the show, but how do you
726
:approach teaching Bayesian methods to
students in your program, which is the
727
:statistics measurement and evaluation and
indication program?
728
:Yeah, so I got to be honest and say I have
never taught an entire class on Bayesian
729
:methods yet.
730
:I'm very excited that I just talked with
my colleagues and I got the okay to
731
:develop it and put it on the schedule.
732
:So it's coming.
733
:But I did recently join a panel
discussion, which was about teaching
734
:Bayesian methods.
735
:It was organized by the Bayesian Education
Research and Practice Section of the ISBA
736
:Association.
737
:And so the other two panelists, I was
really starstruck.
738
:to be honest, were E .J.
739
:Wagemakers and Joachim van de Kerkoven,
which are like, to me, those are really
740
:big names.
741
:And so talking to them, I really learned a
lot during that panel.
742
:I felt like I was more on the panel as a
as an audience member, but it was great
743
:for me.
744
:And and so from that, I think if I do get
to teach a class on Bayesian methods,
745
:which hopefully will be soon.
746
:I think I really want to focus on showing
students the entire Bayesian workflow,
747
:right?
748
:Just as we were talking about, starting
with figuring out priors, prior predictive
749
:checks, maybe some of that fancy
calibration.
750
:And then also doing sensitivity analyses,
looking at the fit with the posterior
751
:predictive samples, all of that stuff.
752
:I think...
753
:For me, I wouldn't necessarily combine
that with structural equation models
754
:because those are already pretty
complicated models.
755
:And so I think within a class that's
really focused on Bayesian methods, I
756
:would probably stick to a simple but
general model, such as a linear regression
757
:model, for example, to illustrate all of
those steps.
758
:Yeah, I've been just buying, like I have a
whole bookshelf now of books on Bayesian
759
:and teaching Bayesian.
760
:And so I'm excited to start reading those.
761
:developing my class soon yeah that's super
exciting well done congrats on that i'm
762
:glad to hear that so first eg vagon makers
was on the show i don't remember which
763
:episode but i will definitely link to it
in the show notes and second yeah which
764
:books are you are you gonna use well
765
:Good question.
766
:So there's one that I kind of like, but it
is very broad, which is written by David
767
:Kaplan, who's at the University of
Wisconsin Madison.
768
:And it's called, I think, vision
statistics for the social sciences.
769
:And so what I like about it is that many
of the examples that are used throughout
770
:the book are very relevant to the students
that I would be teaching.
771
:And it also covers a wide range.
772
:of models, which would be nice.
773
:But now that I've like philosophically
switched more to this workflow
774
:perspective, it's actually a little bit
difficult to find a textbook that covers
775
:all of those.
776
:And so I may have to rely a lot on some of
the online resources.
777
:I know there's some really great posts by,
I'm so bad with names.
778
:I want to say his name is Michael
something.
779
:Where he talks about workflow.
780
:Yes, probably.
781
:Yes, that sounds familiar.
782
:His posts are really informative and so I
would probably rely on those a lot as
783
:well.
784
:Especially because they also use
relatively simpler models.
785
:I think, yeah, for some of the components
of the workflow that they just haven't
786
:been covered in textbooks as much yet.
787
:So if anyone is writing a book right now,
please add some chapters on those lesser
788
:known.
789
:components, that would be great.
790
:Yeah.
791
:Yeah, so there is definitely Michael
Bedoncourt's blog.
792
:And I know Andrew Gelman is writing a book
right now about the Bayesian workflow.
793
:So the Bayesian workflow paper.
794
:Yeah, that's a good paper.
795
:Yeah, I'll put it in the show notes.
796
:But basically, he's turning that into a
book right now.
797
:Amazing.
798
:Yeah, so it's gonna be perfect for you.
799
:And have you taken a look at his latest
book, Active Statistics?
800
:Because that's exactly for preparing
teachers to teach patient stats.
801
:Yes, he has like an I feel like an older
book as well where he has these
802
:activities, but it's really nice that he
came out with this newer, more recent one.
803
:I haven't read it yet, but it's on my
804
:on my to buy list.
805
:I have to buy these books through the
department, so it takes a while.
806
:Yeah, well, and you can already listen to
episode 106 if you want.
807
:He was on the show and talked exactly
about these books.
808
:Amazing.
809
:I'll put it in the show notes.
810
:And what did we talk about?
811
:There was also Michael Betancourt, E .G.
812
:Wagenmarkers,
813
:Active statistics, microbed and code,
yeah, and the Bayesian workflow paper.
814
:Yeah, thanks for reminding me about that
paper.
815
:Yeah, it's a really good one.
816
:I think it's going to be helpful.
817
:I'm not sure they cover SBC already, but
that's possible.
818
:But SBC, in any case, you'll have it in
the Bayes flow tutorial that I already
819
:linked to in the show notes.
820
:So I'll put out that.
821
:And actually, what are future developments
in Bayesian stats that excite you the
822
:most, especially in the context of
educational research?
823
:Well, what you just talked about, and this
amortized estimation thing is very
824
:exciting to me.
825
:I think, as I mentioned, one of the
biggest hurdles for people switching to
826
:Bayesian methods is just the time
commitment, especially with structural
827
:equation models.
828
:And so knowing that people are working on
algorithms that will speed that up, even
829
:for a single analysis, it's just really
exciting to me.
830
:And in addition to that, sort of in a
similar vein, I think a lot of smart
831
:people are working on software, which is
lowering barriers to entry.
832
:People in education, they know a lot about
education, right?
833
:That's their field, but they don't have
time to really dive into.
834
:Bayesian statistics.
835
:And so for a long time, it was very
inaccessible.
836
:But now, for example, as you already
mentioned, Ed Merkel, he has his package
837
:Blavan, which is great for people who are
interested in structural equation modeling
838
:and Bayesian methods.
839
:And sort of similarly, you have that
Berkner has that BRMS package.
840
:And then if you want to go even more
accessible, there's JASP.
841
:which is that point and click sort of
alternative to SPSS, which I really enjoy
842
:showing people to let them know that they
don't need to be afraid that they'll lose
843
:access to SPSS at some point in their
life.
844
:So I think those are all great things.
845
:And in a similar vein, there are so many
more online resources now.
846
:Then when I first started learning about
base, like when people have questions or
847
:they want to get started, I have so many
links to send them of like papers, online
848
:courses, YouTube videos, podcasts like
this one.
849
:and so I think that's, what's really
exciting to me, not so much what we're
850
:doing behind the scenes, right?
851
:The actual method itself, although that's
also very exciting, but for working with
852
:people.
853
:in education or other applied fields.
854
:I'm glad that we are all working on making
it easier.
855
:So, yeah.
856
:Yeah.
857
:So first, thanks a lot for recommending
the show to people.
858
:I appreciate it.
859
:And yeah, completely resonate with what
you just told.
860
:Happy to hear that the educational efforts
are.
861
:useful for sure that's something that's
very dear to my heart and I spend a lot of
862
:time doing that so my people and yeah as
you are saying it's already hard enough to
863
:know a lot about educational research but
if you have to learn a whole new
864
:statistical framework from scratch it's
very hard and more than that it's not
865
:really valued and incentivized in the
academic realm so like why would you even
866
:spend time doing that?
867
:you'd much rather write a paper.
868
:So that's like, that's for sure that's an
issue.
869
:So yeah, definitely working together on
that is definitely helping.
870
:And on that note, I put all the links in
the show notes and also Paul Burkner was
871
:on the show episode 35.
872
:So for people who want to dig deeper about
Paul's work, especially BRMS, as you
873
:mentioned Sonia.
874
:definitely take a well give a give a
listen to that to that episode and also
875
:for people who are using Python more than
are but really like the formula syntax
876
:that BRMS has you can do that in Python
you can use a package called BAMI and it's
877
:basically BRMS in in Python in the
878
:that's built on top of PimC and that's
built by a lot of very smart and cool
879
:people like my friend Tomica Pretto.
880
:He's one of the main core developers.
881
:I just released actually an online course
with him about advanced regression in
882
:Bambi and Python.
883
:So it was a fun course.
884
:We've been developing that for the last
two years and we released that this week.
885
:So I have to say I'm quite relieved.
886
:Congratulations.
887
:Yeah, that's exciting.
888
:Yeah, that was a very fun one.
889
:It's just, I mean, it took so much time
that because we wanted something that was
890
:really comprehensive and as evergreen as
it gets.
891
:So we didn't want to do something, you
know, quick and then having to do it all
892
:over again one year later.
893
:So I wanted to take our time and basically
take people from normal linear regression
894
:and then okay, how do you generalize that?
895
:How do you handle?
896
:non -normal likelihoods, how do you handle
several categories?
897
:Because most of the examples out there in
the internet are somewhat introductory.
898
:How do you do Poisson regression and
binomial regression most of the time?
899
:But what about the most complex cases?
900
:What happens if you have zero inflated
data?
901
:What happens if you have data that's very
dispersed that a binomial or a Poisson
902
:cannot handle?
903
:What happens if you have multi -category
called data?
904
:More than two categories.
905
:You cannot use the binomial.
906
:You have to use the category called all
the multinomial distributions.
907
:And these ones are harder to handle.
908
:You need another link function that the
inverse logit.
909
:So it's a lot of stuff.
910
:But the cool thing is that then you can do
really powerful models.
911
:And if you marry that with hierarchical
models, that is really powerful stuff that
912
:you can do.
913
:So yeah, that's what the whole course is
about.
914
:I'll have Tommy actually on the show to
talk about that with him.
915
:So that's going to be a fun one.
916
:Yeah, I'm looking forward to hearing more
about it.
917
:Sounds like something I might recommend to
some people that I know.
918
:Yeah, yeah.
919
:that's exciting.
920
:Yeah, yeah, for sure.
921
:Happy to.
922
:Happy to.
923
:like send you send you the link I put the
link in the show notes anyway so that
924
:people who are interested can can take a
look and of course patrons of the show
925
:have a 10 % discount because they are they
are the best listeners in the world so you
926
:know they deserve a gift yes they are well
Sonya I've already taken quite a lot of
927
:your time so we're gonna we're gonna start
closing up but
928
:I'm wondering if you have any advice to
give to aspiring researchers who are
929
:interested in incorporating Bayesian
methods into their own work and who are
930
:working in your field, so educational
research?
931
:Yeah, I think the first thing I would say
is don't be scared, which I say a lot when
932
:I talk about statistics.
933
:Don't be scared and take your time.
934
:I think...
935
:A lot of people may come into Bayesian
methods after hearing about frequentist
936
:methods for years and years and years.
937
:And so it's going to take more than a week
or two to learn everything you need to
938
:know about Bayes, right?
939
:That's normal.
940
:We don't expect to familiarize ourselves
with a whole new field in a day or a week.
941
:And that's fine.
942
:Don't feel like a failure.
943
:Then.
944
:I don't know, I would also try and look
for papers in your field, right?
945
:Like if you're studying school climate, go
online and search for school climate base
946
:and see if anyone else has done any work
on your topic of interest using this new
947
:estimation method.
948
:It's always great to see examples of how
other people are using it within a context
949
:that you are familiar with, right?
950
:You don't have to start reading all these
technical papers.
951
:You can stay within your realm of
knowledge, within your realm of expertise,
952
:and then just eke out a little bit.
953
:And then after that, I mean, as we just
talked about, there are so many resources
954
:available that you can look for, and a lot
of them are starting to become super
955
:specific as well.
956
:So if you are interested in structural
equation models, go look for resources
957
:about Bayesian structural equation
modeling.
958
:But if you're interested in some other
model, try and find resources specific to
959
:those.
960
:And as you're going through this process,
a nice little side benefit that's going to
961
:happen is that you're going to get really
good at Googling because you've got to
962
:find all this information.
963
:But it's out there and it's there to find.
964
:So, yeah, that would really be my advice.
965
:Don't be scared.
966
:Yeah, it's a good one.
967
:That's definitely a good one because
then...
968
:Like if you're not scared to be
embarrassed or fail, you're gonna ask a
969
:lot of questions, you're gonna meet
interesting people, you're gonna learn way
970
:faster than you thought.
971
:So yeah, definitely great advice.
972
:Thanks, Sonja.
973
:And people in our field, Invasion Methods,
they are so nice.
974
:I feel like they are just so excited
when...
975
:I'm so excited when anyone shows any
interest in what I do.
976
:Yeah, don't be scared to reach out to
people either because they're going to be
977
:really happy that you did.
978
:True, true.
979
:Yeah, very good point.
980
:Yeah, I find that community is extremely
welcoming, extremely ready to help.
981
:And honestly, I still have to find trolls
in that community.
982
:That's really super value.
983
:I feel like it helps that a lot of us came
into this area through also kind of like a
984
:roundabout way, right?
985
:I don't think anyone is born thinking
they're going to be a Beijing statistician
986
:and so we understand.
987
:Yeah, yeah.
988
:Yeah, well, I did.
989
:I think my first word was prior.
990
:So, you know, okay.
991
:Well, you're the exception to the rule.
992
:Yeah, yeah.
993
:But you know, that's life.
994
:I'm used to being the black sheep.
995
:That's fine.
996
:no, I think I wanted to be a football
player or something like that.
997
:no, also I wanted to fly planes.
998
:I wanted to be a fighter pilot at some
point later after I had outgrown football.
999
:You're a thrill seeker.
::
I wanted to be a vet or something, but
then I had to take my pets to the vet and
::
they were
::
bleeding and I was like, no, I don't want
the event anymore.
::
Well, it depends on the kind of animals
you treat, but veterinarian can be a
::
thrill seeking experience too.
::
You know, like if you're specialized in
snakes or grizzlies or lions, I'm guessing
::
it's not all the time, you know, super,
super easy and tranquil.
::
no.
::
Awesome.
::
Well Sonia, that was really great to have
you on the show.
::
Of course, I'm going to ask you the last
two questions.
::
Ask every guest at the end of the show.
::
So if you had unlimited time and
resources, which problem would you try to
::
solve?
::
I thought about this a lot because I
wanted to solve many problems.
::
So when I give this answer, I'm hoping
that other people are taking care of all
::
those other problems.
::
But I think something that I've noticed
recently is that a lot of people seem to
::
have lost the ability or the interest in
critical thinking and being curious and
::
trying to figure out things by yourself.
::
And so that's something that I would like
to.
::
solve or improve somehow?
::
Don't ask me how, but I think being a
critical thinker and being curious are two
::
really important skills to have to succeed
in our society right now.
::
I mean, there's so much information being
thrown at us that it's really up to you to
::
figure out what to focus on and what to
ignore.
::
And for that, you really need this
critical thinking skill and...
::
and also the curiosity to actually look
for information.
::
And so I think that's, it's also a very
educational problem, I feel.
::
So if it's where I am right now in my
career, but yeah, that would be something
::
to solve.
::
Yeah.
::
Completely understand that was actually my
answer also.
::
So I like, really?
::
Yeah.
::
Yeah.
::
Yeah.
::
I completely agree with you.
::
Yeah.
::
These are topics I found.
::
I find them.
::
I find super interesting.
::
How do you.
::
do we teach critical thinking, how do we
teach the scientific methods, things like
::
that.
::
It's always something I'm super excited to
talk about.
::
Yeah, I also hope it will have some sort
of trickle down effect on all the other
::
problems, right?
::
Once the whole world is very skilled at
critical thinking, all the other issues
::
will be resolved pretty quickly.
::
Yeah, not only because it's directly
solved, but...
::
I would say mainly because then you have
maybe less barriers.
::
And so yeah, probably coming from that.
::
And then second question, if you could
have dinner with any great scientific
::
mind, dead, alive or fictional food.
::
So I ended up
::
Choosing Ada Lovelace who's like one of
the first or maybe the first woman who
::
ever worked in computer programming area.
::
I think she's very interesting I also
recently found out that she passed away
::
when she was only like 36 Which is like
I'm I'm getting at that age and she
::
already accomplished all these things By
the time she passed away and so now I'm
::
like, okay I gotta I gotta step it up, but
I would really love to talk to her about
::
just her experience.
::
being so unique in that very manly world
and in that very manly time in general, I
::
think it would be very interesting to hear
the challenges and also maybe some
::
advantages or like benefits that she saw,
like why did she go through all this
::
trouble to begin with?
::
Yeah, I think it would be an interesting
conversation to have for sure.
::
Yeah, yeah, definitely.
::
Yeah, great choice.
::
I think, I think somebody already
::
had answered.
::
I don't remember who, but yeah, it's not a
very common choice.
::
We can have a dinner party together.
::
Yeah, exactly.
::
That's perfect.
::
Fantastic.
::
Great.
::
Thank you.
::
Thank you so much, Sonja.
::
That was a blast.
::
I learned so much.
::
Me too.
::
You're welcome.
::
And well, as usual, I put resources and a
link to a website.
::
in the show notes for those who want to
dig deeper.
::
Thank you again, Sonia, for taking the
time and being on this show.
::
Yeah, thank you.
::
It was so much fun.
::
This has been another episode of Learning
Bayesian Statistics.
::
Be sure to rate, review, and follow the
show on your favorite podcatcher, and
::
visit learnbaystats .com for more
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::
access to more episodes to help you reach
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::
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::
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::
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::
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::
Alex Andorra.
::
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underscore Andorra, like the country.
::
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::
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::
Thank you so much for listening and for
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::
You're truly a good Bayesian.
::
Change your predictions after taking
information in.
::
And if you're thinking I'll be less than
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::
Let me show you how to be a good Bayesian
Change calculations after taking fresh
::
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::
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