# Seminars & Colloquia Calendar

## Game-Theoretic Foundations for Probability and StatisticsÂ

#### Glenn Shafer, Rutgers Business SchoolÂ

Location: ** Hill 705**

Date & time: Thursday, 14 February 2019 at 5:00PM - 6:00PM

*Abstract:* Fermat and Pascal's two different methods for solving the problem of division lead to two different mathematical foundations for probability theory: a measure-theoretic foundation that generalizes the method of counting cases used by Fermat, and a game-theoretic foundation that generalizes the method of backward recursion used by Pascal. The game-theoretic foundation has flourished in recent decades, as documented by my forthcoming book with Vovk, Game-Theoretic Foundations for Probability and Finance. In this book's formulation, probability typically involves a perfect-information game with three players, a player who offers betting rates (Forecaster), a player who tests the reliability of the forecaster by trying to multiply the capital he risks betting at these rates (Skeptic), and a player who decides the outcomes (Reality).

In this talk I will review the game-theoretic foundation for probability as briefly as possible and then discuss its application to mathematical statistics. The usual formulation for mathematical statistics begins with the assumption that the statistician has only partial knowledge of the probability measure that describes a phenomenon. The corresponding game-theoretic move is to suppose that the statistician stands outside the perfect-information game, seeing only some of the moves or some of its consequences.

Charles Weibel Organizer's Page

Brooke Logan

Wujun Zhang Organizer's webpage

P. Gupta, X.Huang and J. Song Organizer's webpage

Swastik Kopparty, Sepehr Assadi Seminar webpage

Jeffry Kahn, Bhargav Narayanan, Jinyoung Park Organizer's webpage

Yonah Biers-Ariel, Mingjia Yang, and Doron Zeilberger --> homepage

Paul Feehan, Manousos Maridakis, Natasa Sesum Organizer's webpage

Lev Borisov, Emanuel Diaconescu, Angela Gibney, Nicolas Tarasca, and Chris Woodward Organizer's webpage

Jason Saied Seminar webpage

Brian Pinsky, Rashmika Goswami website

Corrine Yap Organizer's webpage

James Holland; Organizer website

Edna Jones Organizer's webpage

Brooke Ogrodnik website

Yanyan Li, Zheng-Chao Han, Jian Song, Natasa Sesum

Organizer: Luochen Zhao

Yanyan Li, Zheng-Chao Han, Natasa Sesum, Jian Song

Lisa Carbone, Yi-Zhi Huang, James Lepowsky, Siddhartha Sahi Organizer's webpage

Simon Thomas website

Kasper Larsen, Daniel Ocone and Kim Weston Organizer's page

Joel Lebowitz, Michael Kiessling

Yanyan Li, Haim Brezis

Stephen D. Miller, John C. Miller, Alex V. Kontorovich, Alex Walker seminar website

Stephen D. Miller

Organizers: Yanyan Li, Z.C. Han, Jian Song, Natasa Sesum

Yael Davidov Seminar webpage

Kristen Hendricks, Xiaochun Rong, Hongbin Sun, Chenxi Wu Organizer's page

Ebru Toprak, Organizer

Fioralba Cakoni Seminar webpage

- Show events from all categories

## Special Note to All Travelers

Directions: map and driving directions. If you need information on public transportation, you may want to check the New Jersey Transit page.

*Unfortunately, cancellations do occur from time to time. Feel free to call our department: 848-445-6969 before embarking on your journey. Thank you.*