Sub-Gaussians in game-theoretic probability --- Wouter Koolen
- https://wsc.project.cwi.nl/ml-reading-group/events/sub-gaussians-in-game-theoretic-probability-wouter-koolen
- Sub-Gaussians in game-theoretic probability --- Wouter Koolen
- 2019-10-04T11:30:00+02:00
- 2019-10-04T12:30:00+02:00
- When Oct 04, 2019 from 11:30 AM to 12:30 PM (Europe/Amsterdam / UTC200)
- Where L120 (Grace)
- Add event to calendar iCal
In their elegant Game-Theoretic Probability framework, Shafer and Vovk interpret probabilistic assumptions as the availability of certain elementary bets, and derive probabilistic consequences by strategically combining these bets. In this talk I will take this framework for a spin by deriving (game-theoretic) deviation inequalities for sub-Gaussian random variables.
Based on http://www.nieuwarchief.nl/serie5/pdf/naw5-2018-19-3-196.pdf