Episode 13

#13 Building a Probabilistic Programming Framework in Julia, with Chad Scherrer

How is Julia doing? I’m talking about the programming language, of course! What does the probabilistic programming landscape in Julia look like? What are Julia’s distinctive features, and when would it be interesting to use it?

To talk about that, I invited Chad Scherrer. Chad is a Senior Research Scientist at RelationalAI, a company that uses Artificial Intelligence technologies to solve business problems.

Coming from a mathematics background, Chad did his PhD at Indiana University of Bloomington and has been working in statistics and data science for a decade now. Through this experience, he’s been using and developing probabilistic programming languages – so he’s familiar with python, R, PyMC, Stan and all the blockbusters of the field. 

But since 2018, he’s particularly interested in Julia and developed Soss, an open-source lightweight probabilistic programming package for Julia. In this episode, he’ll tell us why he decided to create this package, and which choices he made that made Soss what it is today. But we’ll also talk about other projects in Julia, like Turing or Gen for instance.

Our theme music is « Good Bayesian », by Baba Brinkman (feat MC Lars and Mega Ran). Check out his awesome work at https://bababrinkman.com/ !

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About the Podcast

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Learning Bayesian Statistics
A podcast on Bayesian inference - the methods, the projects and the people who make it possible!

About your host

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Alexandre Andorra

Hi! I'm your host, Alex Andorra. By day, I'm a Bayesian modeler at the PyMC Labs consultancy. By night, I don't (yet) fight crime, but I'm an open-source enthusiast and core contributor to the awesome Python packages PyMC and ArviZ.

An always-learning statistician, I love building models and studying elections and human behavior. I also love Nutella a bit too much, but I don't like talking about it – I prefer eating it.

My goal is to make this podcast as interesting and useful to you as possible. So, hit me on Twitter or email with your questions and suggestions!