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We introduce an evolutionary game with feedback between perception and reality, which we call the reality game. It is a game of chance in which the probabilities for different objective outcomes (e.g., heads or tails in a coin toss) depend…

General Finance · Quantitative Finance 2009-02-09 Dmitriy Cherkashin , J. Doyne Farmer , Seth Lloyd

Multiple testing of a single hypothesis and testing multiple hypotheses are usually done in terms of p-values. In this paper we replace p-values with their natural competitor, e-values, which are closely related to betting, Bayes factors,…

Statistics Theory · Mathematics 2021-10-26 Vladimir Vovk , Ruodu Wang

High performance machine learning models have become highly dependent on the availability of large quantity and quality of training data. To achieve this, various central agencies such as the government have suggested for different data…

Machine Learning · Computer Science 2019-11-27 Zhiliang Chen

Data-driven most powerful tests are statistical hypothesis decision-making tools that deliver the greatest power against a fixed null hypothesis among all corresponding data-based tests of a given size. When the underlying data…

Statistics Theory · Mathematics 2023-03-15 Albert Vexler , Alan D. Hutson

Inference is the process of using facts we know to learn about facts we do not know. A theory of inference gives assumptions necessary to get from the former to the latter, along with a definition for and summary of the resulting…

Machine Learning · Statistics 2021-09-27 Beau Coker , Cynthia Rudin , Gary King

We present an AI-assisted framework for predicting individual runs of complex quantum experiments, including contextuality and causality (adaptive measurements), within our long-term programme of discovering a local hidden-variable theory…

Quantum Physics · Physics 2026-02-20 Florian Pauschitz , Ben Moseley , Ghislain Fourny

We consider the problem of predicting human players' actions in repeated strategic interactions. Our goal is to predict the dynamic step-by-step behavior of individual players in previously unseen games. We study the ability of neural…

Computer Science and Game Theory · Computer Science 2019-11-11 Yoav Kolumbus , Gali Noti

Players are statistical learners who learn about payoffs from data. They may interpret the same data differently, but have common knowledge of a class of learning procedures. I propose a metric for the analyst's "confidence" in a strategic…

Theoretical Economics · Economics 2020-07-13 Annie Liang

We address counterfactual analysis in empirical models of games with partially identified parameters, and multiple equilibria and/or randomized strategies, by constructing and analyzing the counterfactual predictive distribution set (CPDS).…

Econometrics · Economics 2024-10-17 Brendan Kline , Elie Tamer

This article uses data from two experimental studies of two-person Prisoner's Dilemma games [1, 2] and compares the data with the theoretic predictions calculated with the use of a quantum game theoretical method. The experimental findings…

Quantum Physics · Physics 2007-07-23 Matthias Hanauske , Steffen Bernius , Wolfgang Köenig , Berndt Dugall

Causality and game theory are two influential fields that contribute significantly to decision-making in various domains. Causality defines and models causal relationships in complex policy problems, while game theory provides insights into…

Artificial Intelligence · Computer Science 2025-04-21 Maarten C. Vonk , Mauricio Gonzalez Soto , Anna V. Kononova

A number of applications require two-sample testing on ranked preference data. For instance, in crowdsourcing, there is a long-standing question of whether pairwise comparison data provided by people is distributed similar to…

Machine Learning · Statistics 2020-11-20 Charvi Rastogi , Sivaraman Balakrishnan , Nihar B. Shah , Aarti Singh

Expanding the ideas of the author's paper 'Nonexpansive maps and option pricing theory' (Kibernetica 34:6 (1998), 713-724) we develop a pure game-theoretic approach to option pricing, by-passing stochastic modeling. Risk neutral…

Optimization and Control · Mathematics 2022-05-03 Vassili Kolokoltsov

Most machine learning approaches to scientific discovery frame hypotheses as end-to-end predictions, obscuring the incremental structure of scientific reasoning. We propose The Hypothesis Game, a symbolic formalism for hypothesis refinement…

An active hypothesis testing problem is formulated. In this problem, the agent can perform a fixed number of experiments and then decide on one of the hypotheses. The agent is also allowed to declare its experiments inconclusive if needed.…

Information Theory · Computer Science 2019-01-23 Dhruva Kartik , Ashutosh Nayyar , Urbashi Mitra

We show that the Brier game of prediction is mixable and find the optimal learning rate and substitution function for it. The resulting prediction algorithm is applied to predict results of football and tennis matches. The theoretical…

Machine Learning · Computer Science 2009-11-02 Vladimir Vovk , Fedor Zhdanov

Self-testing allows us to determine, through classical interaction only, whether some players in a non-local game share particular quantum states. Most work on self-testing has concentrated on developing tests for small states like one pair…

Quantum Physics · Physics 2016-05-04 Matthew McKague

In Major League Baseball, strategy and planning are major factors in determining the outcome of a game. Previous studies have aided this by building machine learning models for predicting the winning team of any given game. We extend this…

Machine Learning · Computer Science 2025-11-05 Morgan Allen , Paul Savala

In his constructive and well-informed commentary, Andrei Khrennikov acknowledges a privileged status of classical probability theory with respect to statistical analysis. He also sees advantages offered by the Contextuality-by-Default…

Quantum Physics · Physics 2018-12-14 Ehtibar N. Dzhafarov , Maria Kon

The hypothesis of randomness is fundamental in statistical machine learning and in many areas of nonparametric statistics; it says that the observations are assumed to be independent and coming from the same unknown probability…

Probability · Mathematics 2022-02-08 Vladimir Vovk
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