2012 Fiscal Year Final Research Report
Study of prediction theory based on game-theoretic probability
| Project/Area Number |
22650057
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| Research Category |
Grant-in-Aid for Challenging Exploratory Research
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| Allocation Type | Single-year Grants |
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| Research Field |
Statistical science
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| Research Institution | The University of Tokyo |
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Principal Investigator |
TAKEMURA Akimichi 東京大学, 大学院・情報理工学系研究科, 教授 (10171670)
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| Project Period (FY) |
2010 – 2012
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| Keywords | 統計的予測・制御 / ゲーム論的確率論 |
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| Research Abstract |
The game-theoretic probability initiated by Shafer and Vovk reconstructs the probability theory based only on protocols of games. In this study we obtained many results in this framework, such as reconstruction of pricing theory in multinomial games, probability forecasting based on regression, and new sufficient condition for the law of iterated logarithm.
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