Related papers: Testing exchangeability by pairwise betting
In the context of understanding the nature of the risk transformation process of the financial system we propose an iterative risk-trading game between several agents who build their trading strategies based on a general utility setting.…
An accumulator is a bet that presents a rather unique payout structure, in that it combines multiple bets into a wager that can generate a total payout given by the multiplication of the individual odds of its parts. These potentially…
We propose a sequential, anytime-valid method to test the conditional independence of a response $Y$ and a predictor $X$ given a random vector $Z$. The proposed test is based on e-statistics and test martingales, which generalize likelihood…
We introduce a general Bayesian framework for graph matching grounded in a new theory of exchangeable random permutations. Leveraging the cycle representation of permutations and the literature on exchangeable random partitions, we define,…
We consider a two-player zero-sum stochastic differential game in which one of the players has a private information on the game. Both players observe each other, so that the non-informed player can try to guess his missing information. Our…
Can a probabilistic gambler get arbitrarily rich when all deterministic gamblers fail? We study this problem in the context of algorithmic randomness, introducing a new notion -- almost everywhere computable randomness. A binary sequence…
We develop e-values and e-processes testing the null hypothesis that a distribution over nonnegative integers is monotone, and that a distribution over integers is unimodal given a certain mode. Our e-processes lead to tests of power one…
In this article, we consider the problem of simultaneous testing of hypotheses when the individual test statistics are not necessarily independent. Specifically, we consider the problem of simultaneous testing of point null hypotheses…
Recently, the binary expansion testing framework was introduced to test the independence of two continuous random variables by utilizing symmetry statistics that are complete sufficient statistics for dependence. We develop a new test based…
We study a game where one player selects a random function, and the other has to guess that function, and show that with high probability the second player can correctly guess most of the random function. We apply this analysis to…
We consider the computational complexity of a problem modeling bribery in the context of voting systems. In the scenario of Swap Bribery, each voter assigns a certain price for swapping the positions of two consecutive candidates in his…
The problem of testing changes in covariance has received increasing attention in recent years, especially in the context of high-dimensional testing. A number of approaches have been proposed, all limited to the two-sample problem and…
We study the complexity of solving two-player infinite duration games played on a fixed finite graph, where the control of a node is not predetermined but rather assigned randomly. In classic random-turn games, control of each node is…
Machine learning systems deployed in the real world must operate under dynamic and often unpredictable distribution shifts. This challenges the validity of statistical safety assurances on the system's risk established beforehand. Common…
In repeated interactions between individuals, we do not expect that exactly the same situation will occur from one time to another. Contrary to what is common in models of repeated games in the literature, most real situations may differ a…
Sports betting markets are proven real-world laboratories to test theories of asset pricing anomalies and risky behaviour. Using a high-frequency dataset provided directly by a major bookmaker, containing the odds and amounts staked…
We use the indirect evolutionary approach to study evolutionarily stable preferences against multiple mutations in single- and multi-population matching settings, respectively. Players choose strategies to maximize their subjective…
Repeated game has long been the touchstone model for agents' long-run relationships. Previous results suggest that it is particularly difficult for a repeated game player to exert an autocratic control on the payoffs since they are jointly…
We present a new class of strategic games, mixed capability games, as a foundation for studying how different player capabilities impact the dynamics and outcomes of strategic games. We analyze the impact of different player capabilities…
We construct and study the transition probability matrix of evolutionary games in which the number of players is finite (and relatively small) of such games. We use a simplified version of the population games studied by Sandholm. After…