Valerio Gherardi’s Personal Website

 

Exponential of a 2x2 real matrix

Mathematics
Explicit formulae
Nov 4, 2024
Valerio Gherardi

 

Dutch book arguments

Bayesian Methods
Statistics
Reviewing the classical “Dutch book” derivations of the probability axioms in the subjectivist interpretation of probability.
Aug 12, 2024
Valerio Gherardi

 

The UV diagram for a pure substance

Thermodynamics
Physics
Describing a pure substance at a phase transition in terms of internal energy and volume removes all degeneracies.
Jul 1, 2024
Valerio Gherardi

 

“The Physics and Mathematics of the Second Law of Thermodynamics” by E.H. Lieb and J. Yngvason

Comment on…
Thermodynamics
Physics
A seminal article with enlightening views on the logical structure of Thermodynamics.
Jun 25, 2024
Valerio Gherardi

 

“Data Fission: Splitting a Single Data Point” by Leiner et al.

Comment on…
Selective Inference
Model Selection
Statistics
An interesting idea for dealing with selective inference.
Jun 3, 2024
Valerio Gherardi

 

Statements of the Second Law of Thermodynamics

Thermodynamics
Physics
Close-up on the equivalence between Kelvin’s/Clausius’ postulates and Clausius’ theorem.
Jun 1, 2024
Valerio Gherardi

 

Authorship Attribution in Lennon-McCartney Songs

Comment on…
Authorship Verification
Natural Language Processing
Machine Learning
Music
Statistics
An open access paper by M. Glickman, J. Brown, and R. Song.
May 23, 2024
Valerio Gherardi

 

Frequentist bounds for Bayesian sequential hypothesis testing

Sequential Hypothesis Testing
Bayesian Methods
Frequentist Methods
Statistics
A general bound on the type I error rate of Bayesian sequential hypothesis testing based on the Bayes factor.
May 22, 2024
Valerio Gherardi

AIC in the well-specified linear model: theory and simulation

Model Selection
Linear Models
Regression
Statistics
R
Some illustrations of the Akaike Information Criterion (AIC) at work in a toy example.
May 17, 2024
Valerio Gherardi

 

Grammar as a biometric for Authorship Verification

Authorship Verification
Natural Language Processing
Forensic Science
Machine Learning
Statistics
R
Notes on preprint 2403.08462 by A. Nini, O. Halvani, L. Graner, S. Ishihara and myself.
Apr 25, 2024
Valerio Gherardi

 

“Induction and Deduction in Bayesian Data Analysis” by A. Gelman

Comment on…
Bayesian Methods
Statistics
On the importance of model checks in Bayesian data analysis.
Apr 25, 2024
Valerio Gherardi

 

“The Abuse of Power” by J. M. Hoenig and D. M. Heisey

Comment on…
Hypothesis Testing
Statistics
Why observed power calculations are useless (plus a few other points I don’t buy).
Apr 18, 2024
Valerio Gherardi

 

AIC for the linear model: known vs. unknown variance

Model Selection
Linear Models
Regression
Statistics
Does knowledge of noise variance have any effect on model selection for the mean?
Mar 13, 2024
Valerio Gherardi

 

“A Closer Look at the Deviance” by T. Hastie

Comment on…
Maximum Likelihood Estimation
Linear Models
Statistics
A nice review of properties of Deviance for one parameter exponential families.
Mar 7, 2024
Valerio Gherardi

 

No binomial overdispersion from variations at the individual level

Population Dynamics
Biology
Ecology
Statistics
Some notes on the causes of overdispersion in count data.
Mar 6, 2024
Valerio Gherardi

 

On the first and second laws of thermodynamics for open systems

Open Systems
Thermodynamics
Physics
Matter transfer in open systems changes the relationship between heat and entropy, and work and volume.
Mar 4, 2024
Valerio Gherardi

 

Gravity waves in an ideal fluid

Atmospheric Physics
Fluid Dynamics
Waves
Physics
Compares the “parcel” method with standard linearization of fluid dynamics equations.
Feb 22, 2024
Valerio Gherardi

 

Binary digits of uniform random variables

Probability Theory
… are independent fair coin tosses.
Jan 29, 2024
Valerio Gherardi

Interpreting the Likelihood Ratio cost

Forensic Science
Bayesian Methods
Information Theory
Probability Theory
R
Analysis of infinite sample properties and comparison with cross-entropy loss.
Nov 15, 2023
Valerio Gherardi

 

Conditional Probability

Probability Theory
Measure Theory
Notes on the formal definition of conditional probability.
Nov 3, 2023
Valerio Gherardi

 

Prefix-free codes

Information Theory
Entropy
Probability Theory
Generalities about prefix-free (a.k.a. instantaneous) codes
Oct 31, 2023
Valerio Gherardi

AB tests and repeated checks

AB testing
Sequential Hypothesis Testing
Frequentist Methods
Statistics
R
False Positive Rates under repeated checks - a simulation study using R.
Jul 27, 2023
Valerio Gherardi

Testing functional specification in linear regression

Statistics
Model Misspecification
Regression
Linear Models
R
Some options in R, using the {lmtest} package.
Jul 11, 2023
Valerio Gherardi

 

Sum and ratio of independent random variables

Mathematics
Probability Theory
Sufficient conditions for independence of sum and ratio.
Jun 14, 2023
Valerio Gherardi

 

Fisher’s Randomization Test

Statistics
Frequentist Methods
Causal Inference
Notes and proofs of basic theorems
Jun 7, 2023
Valerio Gherardi

 

p-values and measure theory

Probability Theory
Measure Theory
Frequentist Methods
Statistics
Self-reassurance that p-value properties don’t depend on regularity assumptions on the test statistic.
Jun 7, 2023
Valerio Gherardi

Linear regression with autocorrelated noise

Statistics
Regression
Time Series
Linear Models
Model Misspecification
R
Effects of noise autocorrelation on linear regression. Explicit formulae and a simple simulation.
May 25, 2023
Valerio Gherardi

Model Misspecification and Linear Sandwiches

Statistics
Regression
Linear Models
Model Misspecification
R
Being wrong in the right way. With R excerpts.
May 14, 2023
Valerio Gherardi

 

Consistency and bias of OLS estimators

Statistics
Regression
Linear Models
Model Misspecification
OLS estimators are consistent but generally biased - here’s an example.
May 12, 2023
Valerio Gherardi

 

Bayes, Neyman and the Magic Piggy Bank

Statistics
Confidence Intervals
Frequentist Methods
Bayesian Methods
Compares frequentist properties of credible intervals and confidence intervals in a gambling game involving a magic piggy bank.
May 1, 2023
Valerio Gherardi

 

Correlation Without Causation

Statistics
Cum hoc ergo propter hoc
Mar 30, 2023
Valerio Gherardi

 

How to get away with selection. Part II: Mathematical Framework

Statistics
Selective Inference
Model Misspecification
Mathematicals details on Selective Inference, model misspecification and coverage guarantees.
Nov 25, 2022
Valerio Gherardi

How to get away with selection. Part I: Introduction

Statistics
Selective Inference
R
Introducing the problem of Selective Inference, illustrated through a simple simulation in R.
Nov 14, 2022
Valerio Gherardi

 

kgrams v0.1.2 on CRAN

Natural Language Processing
R
kgrams: Classical k-gram Language Models in R.
Nov 13, 2021
Valerio Gherardi

 

{r2r} now on CRAN

Data Structures
R
Introducing {r2r}, an R implementation of hash tables.
Jul 6, 2021
Valerio Gherardi
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