Valerio Gherardi's Personal Website
AIC in the well-specified linear model: theory and simulation
Some illustrations of the Akaike Information Criterion (AIC) at work in a toy example.
"Annual adult survival rates for four sympatric breeding swallow species" by Imlay et al.
An obscure mark-recapture data analysis.
Grammar as a biometric for Authorship Verification
Notes on preprint 2403.08462 by A. Nini, O. Halvani, L. Graner, S. Ishihara and myself.
"Induction and Deduction in Bayesian Data Analysis" by A. Gelman
On the importance of model checks in Bayesian data analysis.
"The Abuse of Power" by J. M. Hoenig and D. M. Heisey
Why observed power calculations are useless (plus a few other points I don't buy).
AIC for the linear model: known vs. unknown variance
Does knowledge of noise variance have any effect on model selection for the mean?
"A Closer Look at the Deviance" by T. Hastie
A nice review of properties of Deviance for one parameter exponential families.
No binomial overdispersion from variations at the individual level
Some notes on the causes of overdispersion in count data.
On the first and second laws of thermodynamics for open systems
Matter transfer in open systems changes the relationship between heat and entropy, and work and volume.
Gravity waves in an ideal fluid
Compares the "parcel" method with standard linearization of fluid dynamics equations.
Binary digits of uniform random variables
... are independent fair coin tosses.
Interpreting the Likelihood Ratio cost
Analysis of infinite sample properties and comparison with cross-entropy loss.
Conditional Probability
Notes on the formal definition of conditional probability.
Prefix-free codes
Generalities about prefix-free (a.k.a. instantaneous) codes
AB tests and repeated checks
False Positive Rates under repeated checks - a simulation study using R.
Testing functional specification in linear regression
Some options in R, using the `{lmtest}` package.
Sum and ratio of independent random variables
Sufficient conditions for independence of sum and ratio.
Fisher's Randomization Test
Notes and proofs of basic theorems
p-values and measure theory
Self-reassurance that p-value properties don't depend on regularity assumptions on the test statistic.
Linear regression with autocorrelated noise
Effects of noise autocorrelation on linear regression. Explicit formulae and a simple simulation.
Model Misspecification and Linear Sandwiches
Being wrong in the right way. With R excerpts.
Consistency and bias of OLS estimators
OLS estimators are consistent but generally biased - here's an example.
Bayes, Neyman and the Magic Piggy Bank
Compares frequentist properties of credible intervals and confidence intervals in a gambling game involving a magic piggy bank.
Correlation Without Causation
*Cum hoc ergo propter hoc*
How to get away with selection. Part II: Mathematical Framework
Mathematicals details on Selective Inference, model misspecification and coverage guarantees.
How to get away with selection. Part I: Introduction
Introducing the problem of Selective Inference, illustrated through a simple simulation in R.
kgrams v0.1.2 on CRAN
kgrams: Classical k-gram Language Models in R.
R Client for R-universe APIs
{runi}, an R package to interact with R-universe repository APIs
Automatic resumes of your R-developer portfolio from your R-Universe
Create automatic resumes of your R packages using the R-Universe API.
{r2r} now on CRAN
Introducing {r2r}, an R implementation of hash tables.
Test post
A short description of the post.