Third Workshop on Game-Theoretic Probability and Related Topics

Programme. Venue: MX01 (School of Management)

8:30 - 9:00 Registration (MX02)
9:00 - 10:30 Session 1 (review talk) Chair: Glenn Shafer

Kei Takeuchi (Emeritus, University of Tokyo), Zero-sum two person game, Kullback-Leibler information, sequential hypothesis testing, in relation to Shafer-Vovk theory
Initial discussants: Glenn Shafer (the slides are here) and Marco Cattaneo
10:30 - 11:00 Break
11:00 - 12:30 Session 2 (review talk) Chair: Frank Coolen

Akimichi Takemura, Review of works of Tokyo group on game-theoretic probability and some thoughts on basing probability theory on perfect information games
Initial discussant: Matthias Troffaes (the slides are here)
12:30 - 14:00 Lunch
14:00 - 15:30 Session 3 (review talk) Chair: Thomas Augustin

Glenn Shafer, Betting interpretations of probability
Initial discussants: Philip Dawid (Professor Dawid's notes are here) and Yuri Kalnishkan
15:30 - 16:00 Break
16:00 - 17:30 Session 4 (research talks) Chair: Akimichi Takemura

Vladimir Vovk, How rough can security prices be in idealized financial markets?
Steven de Rooij, Switching investments
Shin-ichiro Takazawa (Department of Mathematics, Kobe University), Exponential inequalities and the law of the iterated logarithm in unbounded forecasting games

9:00 - 10:30 Session 5 (review talk) Chair: Yakov Ben-Haim

Gert de Cooman, Imprecise probabilities
Initial discussants: Akimichi Takemura and Vladimir Vovk (the slides are here)
10:30 - 11:00 Break
11:00 - 12:30 Session 6 (review talk) Chair: Philip Dawid

Matthias Troffaes, Sequential decision making
Initial discussant: Glenn Shafer
12:30 - 14:00 Lunch
14:00 - 15:30 Session 7 (research talks) Chair: Alexander Shen

Yuri Kalnishkan, The aggregating algorithm as a special case of defensive forecasting
Alexey Chernov, Application of defensive forecasting to multiobjective prediction
Frank Coolen, Nonparametric predictive inference
15:30 - 16:00 Break
16:00--18:00 Session 8 (research talks) Chair: Gert de Cooman

Thomas Augustin, Imprecise measurement error models - towards a more reliable analysis of messy data
Vladimir V'yugin, On games of continuous and discrete randomized forecasting
Peter McCullagh, Predictive fiducial inference
Yakov Ben-Haim, Forecasting with poor data and models: an info-gap approach
19:30 - 20:00 Drinks reception (North Quad)
20:00 - Conference dinner (Large Boardroom)

9:00 - 10:30 Session 9 (research talks) Chair: Peter McCullagh

Akio Fujiwara, Randomness criteria in terms of f-divergences
Fedor Zhdanov, Competitive online generalized linear regression under square loss
Grant Olney Passmore, Towards algebraic descriptive randomness
10:30 - 11:00 Break
11:00 - 12:30 Session 10 (review talk) Chair: Kei Takeuchi

Philip Dawid, Prequential statistics
Initial discussants: Peter McCullagh and Alexey Chernov
12:30 - 14:00 Lunch
14:00 - 15:30 Session 11 (review talk) Chair: Alex Gammerman

Alexander Shen, Algorithmic randomness
Initial discussants: Vladimir V'yugin and Alexey Chernov
15:30 - 16:00 Coffee

Professor Binmore's talk had to be cancelled because of his illness, but his slides are here.

This page is maintained by Vladimir Vovk. Last modified on 17 July 2010