相关论文: Game-theoretic statistics and safe anytime-valid i…
Stochastic variational inference offers an attractive option as a default method for differentiable probabilistic programming. However, the performance of the variational approach depends on the choice of an appropriate variational family.…
Given a positive random variable $X$, $X\ge0$ a.s., a null hypothesis $H_0:E(X)\le\mu$ and a random sample of infinite size of $X$, we construct test supermartingales for $H_0$, i.e. positive processes that are supermartingale if the null…
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…
We present an approach for systematically anticipating the actions and policies employed by \emph{oblivious} environments in concurrent stochastic games, while maximizing a reward function. Our main contribution lies in the synthesis of a…
We introduce the prediction value (PV) as a measure of players' informational importance in probabilistic TU games. The latter combine a standard TU game and a probability distribution over the set of coalitions. Player $i$'s prediction…
Rational verification is the problem of determining which temporal logic properties will hold in a multi-agent system, under the assumption that agents in the system act rationally, by choosing strategies that collectively form a…
We consider multiplayer stochastic games in which the payoff of each player is a bounded and Borel-measurable function of the infinite play. By using a generalization of the technique of Martin (1998) and Maitra and Sudderth (1998), we show…
Instrumental variables have been widely used to estimate the causal effect of a treatment on an outcome. Existing confidence intervals for causal effects based on instrumental variables assume that all of the putative instrumental variables…
We define a game on 1-safe Petri nets, where a user plays against an environment in order to reach a goal on the system. The goal is expressed through an LTL-X formula, and represents a behaviour of the system that the user needs to…
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…
The established language for statistical testing --- significance levels, power, and p-values --- is overly complicated and deceptively conclusive. Even teachers of statistics and scientists who use statistics misinterpret the results of…
We propose a general framework for statistical inference on the overall strengths of players in pairwise comparisons, allowing for potential shifts in the covariate distribution. These covariates capture important contextual information…
Match-fixing undermines the integrity of sport by eroding public trust and threatening the financial sustainability of clubs and leagues. The global expansion of sports betting markets has created new incentives and opportunities for…
This study proposes a statistically grounded framework for real-time win probability evaluation and player assessment in score-based team sports, based on minute-by-minute cumulative box-score data. We introduce a continuous dominance…
We consider discrete time partially observable zero-sum stochastic game with average payoff criterion. We study the game using an equivalent completely observable game. We show that the game has a value and also we come up with a pair of…
Mathematics is a limited component of solutions to real-world problems, as it expresses only what is expected to be true if all our assumptions are correct, including implicit assumptions that are omnipresent and often incorrect.…
Training models through self-play alone (without any human data) has been a longstanding goal in AI, but its effectiveness for training large language models remains unclear, particularly in code generation where rewards based on unit tests…
The present paper introduces a novel notion of `(effective) computability', called viability, of strategies in game semantics in an intrinsic (i.e., without recourse to the standard Church-Turing computability), non-inductive and…
We consider concurrent games played on graphs. At every round of the game, each player simultaneously and independently selects a move; the moves jointly determine the transition to a successor state. Two basic objectives are the safety…
We study the problems of sequential nonparametric two-sample and independence testing. Sequential tests process data online and allow using observed data to decide whether to stop and reject the null hypothesis or to collect more data,…