Related papers: Game-theoretic statistics and safe anytime-valid i…
A recurring debate in the philosophy of statistics concerns what, exactly, should count as a measure of evidence for or against a given hypothesis. P-values, likelihood ratios, and Bayes factors all have their defenders. In this paper we…
Simple stochastic games can be solved by value iteration (VI), which yields a sequence of under-approximations of the value of the game. This sequence is guaranteed to converge to the value only in the limit. Since no stopping criterion is…
When testing a statistical hypothesis, is it legitimate to deliberate on the basis of initial data about whether and how to collect further data? Game-theoretic probability's fundamental principle for testing by betting says yes, provided…
A safe Pareto improvement (SPI) [41] is a modification of a game that leaves all players better off with certainty. SPIs are typically proven under qualitative assumptions about the way different games are played. For example, we assume…
This paper considers the problem of secure parameter estimation when the estimation algorithm is prone to causative attacks. Causative attacks, in principle, target decision-making algorithms to alter their decisions by making them…
Real-world applications often require improved models by leveraging a range of cheap incidental supervision signals. These could include partial labels, noisy labels, knowledge-based constraints, and cross-domain or cross-task annotations…
We study strategic interaction in data-driven games where players face uncertainty about payoff distributions inferred from finite samples. To model calibrated attitudes toward such uncertainty, we formulate distributionally robust games…
Artificial intelligence-based systems for player risk detection have become central to harm prevention efforts in the gambling industry. However, growing concerns around transparency and effectiveness have highlighted the absence of…
Dynamic decision-making in rapidly evolving research domains, including marketing, finance, and pharmaceutical development, presents a significant challenge. Researchers frequently confront the need for real-time action within a doubly…
In team-based invasion sports such as soccer and basketball, analytics is important for teams to understand their performance and for audiences to understand matches better. The present work focuses on performing visual analytics to…
When predictions support decisions they may influence the outcome they aim to predict. We call such predictions performative; the prediction influences the target. Performativity is a well-studied phenomenon in policy-making that has so far…
Quantitative verification techniques have been developed for the formal analysis of a variety of probabilistic models, such as Markov chains, Markov decision process and their variants. They can be used to produce guarantees on quantitative…
Maximizing product use is a central goal of many businesses, which makes retention and monetization two central analytics metrics in games. Player retention may refer to various duration variables quantifying product use: total playtime or…
How can we monitor, in real time, whether one uncertain prospect has any upside over another? To answer this question, we develop a novel family of sequential, anytime-valid tests for stochastic dominance (SD; also known as stochastic…
Sequential monitoring of randomized trials traditionally relies on parametric assumptions or asymptotic approximations. We discuss a family of nonparametric sequential tests - collectively called e-RT - for binary, event-only, and…
Performativity of predictions refers to the phenomenon where prediction-informed decisions influence the very targets they aim to predict -- a dynamic commonly observed in policy-making, social sciences, and economics. In this paper, we…
We develop a martingale approach for studying continuous-time stochastic differential games of control and stopping, in a non-Markovian framework and with the control affecting only the drift term of the state-process. Under appropriate…
This paper considers the use of observed and predicted match statistics as inputs to forecasts of the outcomes of football matches. It is shown that, were it possible to know the match statistics in advance, highly informative forecasts of…
Sports analytics -- broadly defined as the pursuit of improvement in athletic performance through the analysis of data -- has expanded its footprint both in the professional sports industry and in academia over the past 30 years. In this…
E-variables are tools for retaining type-I error guarantee with optional stopping. We extend E-variables for sequential two-sample tests to general null hypotheses and anytime-valid confidence sequences. We provide implementations for…