Bayesian Methodologies Seminar: Game-theoretic probability and its applications
- Date: 05/26/2010
Lecturer(s):
Glenn Shafer (Rutgers University)
Location:
University of Regina
Description:
The game-theoretic framework, introduced by Vovk and myself in 2001 (www.probabilityandfinance.com), uses game theory instead of measure theory as a mathematical framework for probability. Classical theorems are proven by betting strategies that multiply a player's stake by a large factor if the theorem's prediction fails. In this talk, I will discuss the basic idea of game-theoretic probability and two important applications: (1) defensive forecasting, (2) the game-theoretic interpretation of Bayesian and Dempster-Shafer inference.
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