“Probably the most stimulating four hours I’ve ever experienced.”

That’s how mandolin master Chris Thile described his guest-hosting duties on “A Prairie Home Companion” this month. That, and, “There’s so much going on at once, you just have to learn to keep it together.”

The Grammy-winning bandleader of the Punch Brothers and Nickel Creek filled in for Garrison Keillor on the Feb. 7 and 14 episodes of “Prairie Home,” following in the toe-tapping footsteps of his Creek bandmate Sara Watkins as only the second guest host in the 40-year history of the above-average radio show.

Just two weekends after leaving the Fitzgerald Theater thoroughly stimulated, Thile will return to the Twin Cities for his own gig Sunday at First Avenue with the Punch Brothers. The progressive string quintet is promoting its fourth album, “Phosphorescent Blues,” which was released in January. The T Bone Burnett-produced record grew out of a collaboration with two other Minnesota-bred cultural icons, filmmakers Joel and Ethan Coen, whose 2013 movie “Inside Llewyn Davis” featured original music by the Punch Brothers.

Before you start considering Thile an honorary Minnesotan, though, the Southern California native admitted he could probably never live in a cold northern climate.

“It’s pretty bad timing weather-wise,” he said of his various February jaunts. And anyway, he recently settled into a new home in Portland, Ore., where his wife, actress Claire Coffee, is based for her role on NBC’s “Grimm.” The couple are expecting their first child in May.

“It’s a grand, crazy time for me right now,” said Thile, who in 2012 won a $500,000 Mac­Arthur “genius grant.”

Here’s more of what he had to say by phone before a gig in Asheville, N.C., this week.

On filling in for Keillor: “I’ve always felt that Garrison has created the ‘Prairie Home’ world so thoroughly and brilliantly — that world with the skits, fake advertisements, music and overall themes — he’s created this thing where he doesn’t actually need to always tell it to us himself, we can get there ourselves. It was fun to test that theory over those two weeks.”

On the thought of a post-Keillor “Prairie Home:” “I think of the show as a great work of art that can live on the way a great novel, record or score can live on. It’d be different without him, of course, but like I said, he’s created this world that is also about the listener’s imagination. But that said, Garrison to me seems like a fella with a lot of gas left in the tank.”

On the 10-minute epic “Familiarity,” which opens the new album: “We all knew that wouldn’t be the populist approach to sequencing the record [laughs]. We tried it every other way, but it just came down to that’s just how it had to be. It sort of breathes the narrative life into the record. It almost seems like a courtesy thing, too: After you hear that song first, it’s like, ‘Are you still in? I think you’re going to like this record then.’ ”

On working with famed producer T Bone Burnett: “After the experience of working with him on ‘Llewyn Davis,’ it was a pretty easy conclusion for us to ask him to work with us. He was very encouraging to us and seemed to get where we were coming from. And we are really, really happy with how it turned out. When you’re working on music that hasn’t been recorded yet, it can be very abstract and hard to communicate, but with him that part of it was easier. Also, we’re the worst perfectionists ever. He would help us step back and realize when we had already achieved a magic moment.”

On the dangers of being too virtuosic a band: “There’s so much possibility in the Punch Brothers. There’s a lot of ability coursing through the fingers, voices and minds of these guys. When you can do a lot of things, you tend to try and do them all. You can get to have this bizarre, almost kitschy amount of ornament. Finally, the boys and I started focusing on and figuring out why we should do the things we do. There’s more of a ‘why’ to what we are doing on this record.”

On the on-and-off-again Nickel Creek: “We took ourselves off indefinite-hiatus mode. But I don’t think Nickel Creek will ever be the main thing for any of us again. It’s just one of the irons we all have in the fire now. I don’t know when we’ll pull it back out. But we did have a great time getting back together.”

(Thile’s other Nickel Creek bandmate, Sean Watkins, will also be in Minneapolis on March 6 for a solo set at the Parkway Theater.)