Merging of opinions in game-theoretic probability

DOI10.1007/S10463-007-0165-XMaRDI QIDQ904058zbMATH OpenOpenAlexWikidataFDO

Authors Vladimir Vovk

Publication date 15 January 2016

Published in Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/0705.0372

zbMATH Keywords

game-theoretic probabilityJeffreys's law

Mathematics Subject Classification ID

Axioms; other general questions in probability (60A05) Continuity and singularity of induced measures (60G30) Probabilistic games; gambling (91A60)

Abstract: This paper gives game-theoretic versions of several results on "merging of opinions" obtained in measure-theoretic probability and algorithmic randomness theory. An advantage of the game-theoretic versions over the measure-theoretic results is that they are pointwise, their advantage over the algorithmic randomness results is that they are non-asymptotic, but the most important advantage over both is that they are very constructive, giving explicit and efficient strategies for players in a game of prediction.

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Cited in

(5)

• Game-theoretic probability combination with applications to resolving conflicts between statistical methods
• Merging and testing opinions
• Derandomization in game-theoretic probability
• Weak and strong merging of opinions
• Randomness is inherently imprecise

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