Tom Sterkenburg | Prequential randomness and probability ---- Vovk and Shen

I will start with an accessible introduction to the philosophical/historical background of the problem of defining a randomness notion for infinite outcome sequences. Then I will present the main result of this paper: the equivalence of two different ways -- following the game-theoretic and the measure-theoretic paradigm, respectively -- of defining the randomness of sequences of prediction-outcome pairs. If time permits, we might discuss in some more detail the prequential approach to probability, that motivated this paper.
  • Tom Sterkenburg | Prequential randomness and probability ---- Vovk and Shen
  • 2016-02-18T11:00:00+01:00
  • 2016-02-18T13:00:00+01:00
  • I will start with an accessible introduction to the philosophical/historical background of the problem of defining a randomness notion for infinite outcome sequences. Then I will present the main result of this paper: the equivalence of two different ways -- following the game-theoretic and the measure-theoretic paradigm, respectively -- of defining the randomness of sequences of prediction-outcome pairs. If time permits, we might discuss in some more detail the prequential approach to probability, that motivated this paper.
  • When Feb 18, 2016 from 11:00 AM to 01:00 PM (Europe/Amsterdam / UTC100)
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Find the paper here: here.