Merging of opinions in game-theoretic probability

DOI10.1007/S10463-007-0165-XzbMATH Open1332.91034arXiv0705.0372OpenAlexW2003250942WikidataQ62046706 ScholiaQ62046706MaRDI QIDQ904058FDOQ904058

Authors: Vladimir Vovk 

Publication date: 15 January 2016

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

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.

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

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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)

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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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