Related papers: Game-theoretic statistics and safe anytime-valid i…
Empirically, many strategic settings are characterized by stable outcomes in which players' decisions are publicly observed, yet no player takes the opportunity to deviate. To analyze such situations in the presence of incomplete…
We consider two-player non zero-sum infinite duration games played on weighted graphs. We extend the notion of secure equilibrium introduced by Chatterjee et al., from the Boolean setting to this quantitative setting. As for the Boolean…
Context: Software engineering has a problem in that when we empirically evaluate competing prediction systems we obtain conflicting results. Objective: To reduce the inconsistency amongst validation study results and provide a more formal…
Game-theoretic concepts have been extensively studied in economics to provide insight into competitive behaviour and strategic decision making. As computing systems increasingly involve concurrently acting autonomous agents, game-theoretic…
Predictive Business Process Monitoring is becoming an essential aid for organizations, providing online operational support of their processes. This paper tackles the fundamental problem of equipping predictive business process monitoring…
A major bottleneck in characterizing the failure modes of generative AI systems is the cost and time of annotation and evaluation. Consequently, adaptive testing paradigms have gained popularity, where one opportunistically decides which…
We introduce a testing-by-betting framework that leverages predictions on unlabeled data to enhance the power of sequential hypothesis testing. Given limited samples from the joint distribution of $(X,Y)$, and additional unlabeled samples…
Always-valid concentration inequalities are increasingly used as performance measures for online statistical learning, notably in the learning of generative models and supervised learning. Such inequality advances the online learning…
Traffic scenarios are inherently interactive. Multiple decision-makers predict the actions of others and choose strategies that maximize their rewards. We view these interactions from the perspective of game theory which introduces various…
In the gambling foundation of probability theory, rationality requires that a subject should always (never) find desirable all nonnegative (negative) gambles, because no matter the result of the experiment the subject never (always)…
We use the martingale-theoretic approach of game-theoretic probability to incorporate imprecision into the study of randomness. In particular, we define a notion of computable randomness associated with interval, rather than precise,…
We develop a dynamic version of the SSVI parameterisation for the total implied variance, ensuring that European vanilla option prices are martingales, hence preventing the occurrence of arbitrage, both static and dynamic. Insisting on the…
In game theory, players have continuous expected payoff functions and can use fixed point theorems to locate equilibria. This optimization method requires that players adopt a particular type of probability measure space. Here, we introduce…
Explaining AI systems is fundamental both to the development of high performing models and to the trust placed in them by their users. The Shapley framework for explainability has strength in its general applicability combined with its…
Simple stochastic games are turn-based 2.5-player games with a reachability objective. The basic question asks whether one player can ensure reaching a given target with at least a given probability. A natural extension is games with a…
The technique of ``testing by betting" frames nonparametric sequential hypothesis testing as a multiple-round game, where a player bets on future observations that arrive in a streaming fashion, accumulates wealth that quantifies evidence…
Variational inequalities (VIs) encompass many fundamental problems in diverse areas ranging from engineering to economics and machine learning. However, their considerable expressivity comes at the cost of computational intractability. In…
This paper extends results of Mortimer and Williams (1991) about changes of probability measure up to a random time under the assumptions that all martingales are continuous and that the random time avoids stopping times. We consider…
A/B tests are typically analyzed via frequentist p-values and confidence intervals; but these inferences are wholly unreliable if users endogenously choose samples sizes by *continuously monitoring* their tests. We define *always valid*…
We develop horizon-aware anytime-valid tests and confidence sequences for bounded means under a strict deadline $N$. Using the betting/e-process framework, we cast horizon-aware betting as a finite-horizon optimal control problem with state…