Related papers: Defensive forecasting for linear protocols

We apply the method of defensive forecasting, based on the use of game-theoretic supermartingales, to prediction with expert advice. In the traditional setting of a countable number of experts and a finite number of outcomes, the Defensive…

We initiate the study of incentive-compatible forecasting competitions in which multiple forecasters make predictions about one or more events and compete for a single prize. We have two objectives: (1) to incentivize forecasters to report…

The quality of probabilistic forecasts is crucial for decision-making under uncertainty. While proper scoring rules incentivize truthful reporting of precise forecasts, they fall short when forecasters face epistemic uncertainty about their…

Calibration means that forecasts and average realized frequencies are close. We develop the concept of forecast hedging, which consists of choosing the forecasts so as to guarantee that the expected track record can only improve. This…

Consider a two-player game repeated N times. Player 1 can choose between two styles (for interpretability, offensive and defensive), whereas Player 2 uses a single fixed style. Let X N\,:= \#wins -\#losses for Player 1 after N games, and…

A checkers-like model game with a simplified set of rules is studied through extensive simulations of agents with different expertise and strategies. The introduction of complementary strategies, in a quite general way, provides a tool to…

Dynamic game theory is an increasingly popular tool for modeling multi-agent, e.g. human-robot, interactions. Game-theoretic models presume that each agent wishes to minimize a private cost function that depends on others' actions. These…

What does it mean to say that, for example, the probability for rain tomorrow is between 20% and 30%? The theory for the evaluation of precise probabilistic forecasts is well-developed and is grounded in the key concepts of proper scoring…

In a prediction tournament, contestants "forecast" by asserting a numerical probability for each of (say) 100 future real-world events. The scoring system is designed so that (regardless of the unknown true probabilities) more accurate…

Modern applications require methods that are computationally feasible on large datasets but also preserve statistical efficiency. Frequently, these two concerns are seen as contradictory: approximation methods that enable computation are…

This paper is concerned with the synthesis of strategies in network systems with active cyber deception. Active deception in a network employs decoy systems and other defenses to conduct defensive planning against the intrusion of malicious…

We study the multiclass online learning problem where a forecaster makes a sequence of predictions using the advice of $n$ experts. Our main contribution is to analyze the regime where the best expert makes at most $b$ mistakes and to show…

The reported work points at developing a practical approach for power transmission planners to secure power networks from potential deliberate attacks. We study the interaction between a system planner (defender) and a rational attacker who…

Meteorological forecasting provides reliable prediction about the future weather within a given interval of time. Meteorological forecasting can be viewed as a form of hybrid diagnostic reasoning and can be mapped onto an integrated…

We consider preference communication in two-player multi-objective normal-form games. In such games, the payoffs resulting from joint actions are vector-valued. Taking a utility-based approach, we assume there exists a utility function for…

Nonlinear expectation, including sublinear expectation as its special case, is a new and original framework of probability theory and has potential applications in some scientific fields, especially in finance risk measure and management.…

We investigate a game played between two players, Maker and Breaker, on a countably infinite complete graph where the vertices are the rational numbers. The players alternately claim unclaimed edges. It is Maker's goal to have after…

We study dynamic signaling when the informed party does not observe the signals generated by her actions. A long-run player signals her type continuously over time to a myopic second player who privately monitors her behavior; in turn, the…

Deception plays critical roles in economics and technology, especially in emerging interactions in cyberspace. Holistic models of deception are needed in order to analyze interactions and to design mechanisms that improve them. Game theory…

Machine learning relies on the assumption that unseen test instances of a classification problem follow the same distribution as observed training data. However, this principle can break down when machine learning is used to make important…