Related papers: Testing by Betting while Borrowing and Bargaining
Score-based statistical models play an important role in modern machine learning, statistics, and signal processing. For hypothesis testing, a score-based hypothesis test is proposed in \cite{wu2022score}. We analyze the performance of this…
Consider a mechanism that cannot observe how many players there are directly, but instead must rely on their self-reports to know how many are participating. Suppose the players can create new identities to report to the auctioneer at some…
Is it possible for a large sequence of measurements or observations, which support a hypothesis, to counterintuitively decrease our confidence? Can unanimous support be too good to be true? The assumption of independence is often made in…
Strategy changes are an essential part of evolutionary games. Here we introduce a simple rule that, depending on the value of a single parameter $w$, influences the selection of players that are considered as potential sources of the new…
In PCNs, nodes that forward payments between a source and a receiver are paid a small fee if the payment is successful. The fee is a compensation for temporarily committing funds to the payment. However, payments may fail due to…
Different models of capital exchange among economic agents have been proposed recently trying to explain the emergence of Pareto's wealth power law distribution. One important factor to be considered is the existence of risk aversion. In…
We propose a mean field control game model for the intra-and-inter-bank borrowing and lending problem. This framework allows to study the competitive game arising between groups of collaborative banks. The solution is provided in terms of…
We study the problem of prediction with expert advice with adversarial corruption where the adversary can at most corrupt one expert. Using tools from viscosity theory, we characterize the long-time behavior of the value function of the…
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…
Dice control involves "setting" the dice and then throwing them carefully, in the hope of influencing the outcomes and gaining an advantage at craps. How does one test for this ability? To specify the alternative hypothesis, we need a…
In the context of multiplayer games, the parallel repetition problem can be phrased as follows: given a game $G$ with optimal winning probability $1-\alpha$ and its repeated version $G^n$ (in which $n$ games are played together, in…
The manipulation of LIBOR by a group of banks became one of the major blows to the remaining confidence in financial industry. Yet, despite an enormous amount of popular literature on the subject, rigorous time-series studies are few. In my…
A rapidly growing literature on lying in behavioral economics and psychology shows that individuals often do not lie even when lying maximizes their utility. In this work, we attempt to incorporate these findings into the theory of…
We describe a general framework for weighted parametric multiple test procedures based on the closure principle. We utilize general weighting strategies that can reflect complex study objectives and include many procedures in the literature…
Gameplay under various forms of uncertainty has been widely studied. Feldman et al. (2010) studied a particularly low-information setting in which one observes the opponent's actions but no payoffs, not even one's own, and introduced an…
In recent years, transformer-based language representation models (LRMs) have achieved state-of-the-art results on difficult natural language understanding problems, such as question answering and text summarization. As these models are…
Bayesian clinical trials can benefit of available historical information through the elicitation of informative prior distributions. Concerns are however often raised about the potential for prior-data conflict and the impact of Bayes test…
The accumulation of individual fitness or wealth is modelled as a population game in which pairs of individuals are recurrently and randomly matched to play a game over a resource. In addition, all individuals have random access to a…
We consider a two-player game in which the first player (the Guesser) tries to guess, edge-by-edge, the path that second player (the Chooser) takes through a directed graph. At each step, the Guesser makes a wager as to the correctness of…
A (possibly illegal) game of chance, which is described in Chapter 14 of Marc Elsberg's thriller "GREED", seems to offer an excellent chance of winning. However, as the gambling starts and evolves over several rounds, the actual experience…