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Department of Mathematical Sciences

Seminar Archives

On this page you can find information about seminars in this and previous academic years, where available on the database.

Statistics Seminars: [RSS TALK] Game-theoretic probability: a brief introduction

Presented by Vladimir Vovk, Royal Holloway, University of London

12 May 2011 16:30 in CM101

Game-theoretic probability is a framework for probability that is as old as the currently dominant measure-theoretic probability; it can be traced back to Ville, von Mises, and even Pascal. In this talk I will argue that, despite being out of fashion in mainstream probability and statistics, game-theoretic probability has important advantages, both philosophical and mathematical. If there is time left, I will also discuss connections of the game-theoretic approach to hypothesis testing with traditional approaches using Bayes factors and p-values.

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