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Merging of opinions in game-theoretic probability

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Abstract

This paper gives game-theoretic versions of several results on “merging of opinions” obtained in measure-theoretic probability and algorithmic randomness theory. An advantage of the game-theoretic versions over the measure-theoretic results is that they are pointwise, their advantage over the algorithmic randomness results is that they are non-asymptotic, but the most important advantage over both is that they are very constructive, giving explicit and efficient strategies for players in a game of prediction.

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Authors and Affiliations

  1. Computer Learning Research Centre, Department of Computer Science, Royal Holloway, University of London, Egham, Surrey, TW20 0EX, UK

    Vladimir Vovk

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  1. Vladimir Vovk
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Correspondence to Vladimir Vovk.

Additional information

This work was partially supported by EPSRC (grant EP/F002998/1), MRC (grant G0301107), and the Cyprus Research Promotion Foundation.

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Vovk, V. Merging of opinions in game-theoretic probability. Ann Inst Stat Math 61, 969–993 (2009). https://doi.org/10.1007/s10463-007-0165-x

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  • DOI: https://doi.org/10.1007/s10463-007-0165-x

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