Related papers: Testing exchangeability by pairwise betting
We study concurrent graph games where n players cooperate against an opponent to reach a set of target states. Unlike traditional settings, we study distributed randomisation: team players do not share a source of randomness, and their…
In this paper we extend the investigation into the transition from sure to probabilistic sniping as introduced in Menkveld and Zoican \cite{mz2017}. In that paper, the authors introduce a stylized version of a competitive game in which high…
We construct a prequential test of probabilistic forecasts that does not reject correct forecasts when the data-generating processes is exchangeable and is not manipulable by a false forecaster.
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…
Sequences of repeated gambles provide an experimental tool to characterize the risk preferences of humans or artificial decision-making agents. The difficulty of this inference depends on factors including the details of the gambles offered…
Conformal prediction is a popular, modern technique for providing valid predictive inference for arbitrary machine learning models. Its validity relies on the assumptions of exchangeability of the data, and symmetry of the given model…
Hypothesis testing of structure in covariance matrices is of significant importance, but faces great challenges in high-dimensional settings. Although consistent frequentist one-sample covariance tests have been proposed, there is a lack of…
Malware attacks are costly. To mitigate against such attacks, organizations deploy malware detection tools that help them detect and eventually resolve those threats. While running only the best available tool does not provide enough…
A two-player one-round binary game consists of two cooperative players who each replies by one bit to a message that he receives privately; they win the game if both questions and answers satisfy some predetermined property. A game is…
We consider one-round games between a classical referee and two players. One of the main questions in this area is the parallel repetition question: Is there a way to decrease the maximum winning probability of a game without increasing the…
Simple games cover voting systems in which a single alternative, such as a bill or an amendment, is pitted against the status quo. A simple game or a yes-no voting system is a set of rules that specifies exactly which collections of ``yea''…
We study how to perform tests on samples of pairs of observations and predictions in order to assess whether or not the predictions are prudent. Prudence requires that that the mean of the difference of the observation-prediction pairs can…
This paper studies distribution-free inference in settings where the data set has a hierarchical structure -- for example, groups of observations, or repeated measurements. In such settings, standard notions of exchangeability may not hold.…
We introduce two-player games which build words over infinite alphabets, and we study the problem of checking the existence of winning strategies. These games are played by two players, who take turns in choosing valuations for variables…
We consider two-player partial-observation stochastic games on finite-state graphs where player 1 has partial observation and player 2 has perfect observation. The winning condition we study are \omega-regular conditions specified as parity…
We construct a financial "Turing test" to determine whether human subjects can differentiate between actual vs. randomized financial returns. The experiment consists of an online video-game (http://arora.ccs.neu.edu) where players are…
We consider the problem of uncertainty quantification for prediction in a time series: if we use past data to forecast the next time point, can we provide valid prediction intervals around our forecasts? To avoid placing distributional…
Betting strategies are often expressed formally as martingales. A martingale is called integer-valued if each bet must be an integer value. Integer-valued strategies correspond to the fact that in most betting situations, there is a minimum…
We study the parameterized complexity of counting variants of Swap- and Shift-Bribery problems, focusing on the parameterizations by the number of swaps and the number of voters. We show experimentally that Swap-Bribery offers a new…
We consider the problem of determining feasible systems from a finite set of simulated alternatives with respect to probability constraints, where the observations from stochastic simulations are Bernoulli distributed. Most statistically…