Game-theoretic probability: a brief introduction to its mathematics and philosophy

Prof Vladimir Vovk (Royal Holloway)

Friday 25th March, 2011 15:00-16:00 326


Game-theoretic probability is a framework for probability that is as old as the currently dominant measure-theoretic probability; it can be traced back to Ville, von Mises, and even Pascal. In this talk I will argue that, despite being out of fashion in mainstream probability and statistics, game-theoretic probability has important advantages. Its philosophical advantage is that it gives an interpretation of probability which is applicable to "open" probabilistic theories, ones that give probability forecasts only occasionally. One of its mathematical advantages is that it leads to stronger versions of limit theorems of probability. If there is time left, I will also discuss connections of the game-theoretic approach to hypothesis testing with traditional approaches using Bayes factors and p-values.

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