Related papers: Another Correction. Error estimates for Binomial a…
In their 1993 paper 'Forecasting point and continuous processes: Prequential analysis' in Test, Vovk put forward a game-theoretic definition of the Poisson process. A key assumption therein is that the rate of the Poisson process is known…
Rejoinder: Monitoring Networked Applications With Incremental Quantile Estimation [arXiv:0708.0302]
We present a method of backward induction for computing approximate subgame perfect Nash equilibria of infinitely repeated games with discounted payoffs. This uses the selection monad transformer, combined with the searchable set monad…
We propose a novel online learning method for minimizing regret in large extensive-form games. The approach learns a function approximator online to estimate the regret for choosing a particular action. A no-regret algorithm uses these…
This is a 1971 dissertation. Only its extended abstract was published at the time. While some results appeared in other publications, a number of details remained unpublished and may still have relevance.
We give an elementary proof of the fact that a binomial random variable $X$ with parameters $n$ and $0.29/n \le p < 1$ with probability at least $1/4$ strictly exceeds its expectation. We also show that for $1/n \le p < 1 - 1/n$, $X$…
Corrections and acknowledgment for ``Local limit theory and large deviations for supercritical branching processes'' [math.PR/0407059]
We correct here two errors in our earlier paper "An algebraic model for finite loop spaces" [arXiv:1212.2033]
We analyze a posteriori error bounds for stabilized finite element discretizations of second-order steady-state mean field games. We prove the local equivalence between the $H^1$-norm of the error and the dual norm of the residual. We then…
Erratum to "From Uncertainty Principles to Wegner Estimates".
Exponential random graph models are an important tool in the statistical analysis of data. However, Bayesian parameter estimation for these models is extremely challenging, since evaluation of the posterior distribution typically involves…
Online learning algorithms that minimize regret provide strong guarantees in situations that involve repeatedly making decisions in an uncertain environment, e.g. a driver deciding what route to drive to work every day. While regret…
This is a typeset version of Alan Turing's declassified Second World War paper \textit{Paper on Statistics of Repetitions}. See the companion paper, \textit{The Applications of Probability to Cryptography}, also available from arXiv at…
In this note we provide a new proof for the results of Lipton et al. on the existence of an approximate Nash equilibrium with logarithmic support size. Besides its simplicity, the new proof leads to the following contributions: 1. For…
This paper considers binomial approximation of continuous time stochastic processes. It is shown that, under some mild integrability conditions, a process can be approximated in mean square sense and in other strong metrics by binomial…
The optimal value computation for turned-based stochastic games with reachability objectives, also known as simple stochastic games, is one of the few problems in $NP \cap coNP$ which are not known to be in $P$. However, there are some…
The vertex cover problem is a famous combinatorial problem, and its complexity has been heavily studied. While a 2-approximation can be trivially obtained for it, researchers have not been able to approximate it better than 2-\textit{o}(1).…
Many learning algorithms are known to converge to an equilibrium for specific classes of games if the same learning algorithm is adopted by all agents. However, when the agents are self-interested, a natural question is whether agents have…
We study the problem of super-replication for game options under proportional transaction costs. We consider a multidimensional continuous time model, in which the discounted stock price process satisfies the conditional full support…
Comment on ``Gibbs Sampling, Exponential Families, and Orthogonal Polynomials'' [arXiv:0808.3852]