Related papers: Bayesian logistic betting strategy against probabi…
In this paper we introduce the novel framework of distributionally robust games. These are multi-player games where each player models the state of nature using a worst-case distribution, also called adversarial distribution. Thus each…
Game theory is the study of tractable games which may be used to model more complex systems. Board games, video games and sports, however, are intractable by design, so "ludological" theories about these games as complex phenomena should be…
Probabilistic models analyze data by relying on a set of assumptions. Data that exhibit deviations from these assumptions can undermine inference and prediction quality. Robust models offer protection against mismatch between a model's…
With the increasing sophistication of attacks on cyber-physical systems, deception has emerged as an effective tool to improve system security and safety by obfuscating the attacker's perception. In this paper, we present a solution to the…
Based on decision trees, many fields have arguably made tremendous progress in recent years. In simple words, decision trees use the strategy of "divide-and-conquer" to divide the complex problem on the dependency between input features and…
This paper investigates the strategic concealment of environment representations used by players in competitive games. We consider a defense scenario in which one player (the Defender) seeks to infer and exploit the representation used by…
Social reasoning - inferring unobservable beliefs and intentions from partial observations of other agents - remains a challenging task for large language models (LLMs). We evaluate the limits of current reasoning language models in the…
We consider multi-agent systems where agents actions and beliefs are determined aleatorically, or "by the throw of dice". This system consists of possible worlds that assign distributions to independent random variables, and agents who…
Logistic regression with unknown sizes has many important applications in biological and medical sciences. All models about this problem in the literature are parametric ones. A semiparametric regression model is proposed. This model…
The paper describes the use of Bayesian regression for building time series models and stacking different predictive models for time series. Using Bayesian regression for time series modeling with nonlinear trend was analyzed. This approach…
It is often the case that risk assessment and prognostics are viewed as related but separate tasks. This chapter describes a risk-based approach to prognostics that seeks to provide a tighter coupling between risk assessment and fault…
Optimizing strategic decisions (a.k.a. computing equilibrium) is key to the success of many non-cooperative multi-agent applications. However, in many real-world situations, we may face the exact opposite of this game-theoretic problem --…
We introduce and study Maker/Breaker-type positional games on random graphs. Our main concern is to determine the threshold probability $p_{F}$ for the existence of Maker's strategy to claim a member of $F$ in the unbiased game played on…
Accurately predicting the outcome of sporting events has been a goal for many groups who seek to maximize profit. What makes this challenging is that the outcome of an event can be influenced by many factors that dynamically change across…
This paper extends my research applying statistical decision theory to treatment choice with sample data, using maximum regret to evaluate the performance of treatment rules. The specific new contribution is to study as-if optimization…
We give a game-theoretic proof of the celebrated Erdos-Feller-Kolmogorov-Petrowsky law of the iterated logarithm for fair coin tossing. Our proof, based on Bayesian strategy, is explicit as many other game-theoretic proofs of the laws in…
This is a verbatim copy of a technical report I wrote in 2017-2018 to obtain the law of the iterated logarithm using the guarantee on the wealth of an online betting strategy.
Game-theoretic motion planners are a powerful tool for the control of interactive multi-agent robot systems. Indeed, contrary to predict-then-plan paradigms, game-theoretic planners do not ignore the interactive nature of the problem, and…
Recently, the market size of online game has been increasing astonishingly fast, and so does the importance of good game design. In online games, usually a human user competes with others, so the fairness of the game system to all users is…
We introduce a notion of strategies based on averaging for nonlocal games in quantum information theory. These so-called statistical strategies come in a commuting type and a more specific spatial type, which are respectively special cases…