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In most popular sports leagues, like the MLB, NBA, and NFL, none of the commonly used statistics take into account the strengths of the opponents a player faces. One of the main reasons for this is the conventional belief that a player's…
A ray-tracing method inspired by ergodic billiards is used to estimate the theoretically best decision rule for a set of linear separable examples. While the Bayes-optimum requires a majority decision over all Perceptrons separating the…
We consider the problem of estimating the partition function $Z(\beta)=\sum_x \exp(\beta(H(x))$ of a Gibbs distribution with the Hamiltonian $H:\Omega\rightarrow\{0\}\cup[1,n]$. As shown in [Harris & Kolmogorov 2024], the log-ratio $q=\ln…
Hit-and-Run is known to be one of the best random sampling algorithms, its mixing time is polynomial in dimension. Nevertheless, in practice the number of steps required to achieve uniformly distributed samples is rather high. We propose…
This paper introduces a novel algorithm for two-player deterministic games with perfect information, which we call PROBS (Predict Results of Beam Search). Unlike existing methods that predominantly rely on Monte Carlo Tree Search (MCTS) for…
Probability predictions are essential to inform decision making across many fields. Ideally, probability predictions are (i) well calibrated, (ii) accurate, and (iii) bold, i.e., spread out enough to be informative for decision making.…
We present efficient data-driven approaches to predict Feynman periods in $\phi^4$-theory from properties of the underlying Feynman graphs. We find that the numbers of cuts and cycles determines the period to approximately 2% accuracy. Hepp…
American football is unique in that offensive and defensive units typically consist of separate players who don't share the field simultaneously, which tempts one to evaluate them independently. However, a team's offensive and defensive…
We introduce a new paradigm for game theory -- Bayesian satisfaction. This novel approach is a synthesis of the idea of Bayesian rationality introduced by Aumann, and satisfaction games. The concept of Bayesian rationality for which, in…
This paper presents a hierarchical Bayesian approach to the estimation of components' reliability (survival) using a Weibull model for each of them. The proposed method can be used to estimation with general survival censored data, because…
The steady-state Bayesian vector autoregression (BVAR) makes it possible to incorporate prior information about the long-run mean of the process. This has been shown in many studies to substantially improve forecasting performance, and the…
In this paper, we propose a Bayesian predictive density estimator to predict the time until the r-th goal is scored in a hockey game, using ancillary information such as their performances in the past, points and specialists' opinions. To…
Process reward models (PRMs) play a central role in guiding inference-time scaling algorithms for large language models (LLMs). However, we observe that even state-of-the-art PRMs can be poorly calibrated. Specifically, they tend to…
An empirical Bayes problem has an unknown prior to be estimated from data. The predictive recursion (PR) algorithm provides fast nonparametric estimation of mixing distributions and is ideally suited for empirical Bayes applications. This…
This paper studies the design of optimal proper scoring rules when the principal has partial knowledge of an agent's signal distribution. Recent work characterizes the proper scoring rules that maximize the increase of an agent's payoff…
This paper introduces an explicit algorithm for computing perfect public equilibrium (PPE) payoffs in repeated games with imperfect public monitoring, public randomization, and discounting. The method adapts the established framework by…
In 2024, Major League Baseball released new bat tracking data, reporting swing-by-swing bat speed and swing length measured at the point of contact. While exciting, the data present challenges for their interpretation. The timing of the…
Feedback delays are inevitable in real-world multi-agent learning. They are known to severely degrade performance, and the convergence rate under delayed feedback is still unclear, even for bilinear games. This paper derives the rate of…
Time series forecasting is widely used in a multitude of domains. In this paper, we present four models to predict the stock price using the SPX index as input time series data. The martingale and ordinary linear models require the…
Based on expert opinions, informative prior elicitation for the common Weibull lifetime distribution usually presents some difficulties since it requires to elicit a two-dimensional joint prior. We consider here a reliability framework…