Sub-Gaussians in game-theoretic probability --- Wouter Koolen

  • 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.

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