Learning Bayesian Statistics
Can Neural Networks Replace MCMC?
3:51
Today’s clip is from Episode 167 of Learning Bayesian Statistics, featuring Paul-Christian Bürkner and Steve Bronder, recorded live at StanCon 2026 in Uppsala, Sweden. Paul Bürkner, creator of brms and a leading researcher behind BayesFlow, explains how neural networks can replace MCMC for Bayesian inference. Instead of evaluating likelihood and prior densities, the networks are trained on…