Seminar on the “Philosophy of Game-Theoretic Probability” (with Glenn Shafer)
In March, 2016, Barbara Osimani, Jürgen Landes, and Roland Poellinger will give a seminar on the “Philosophy of Game-Theoretic Probability” (co-organized with Prof. Dr. Thomas Augustin from LMU’s department of statistics). Students of LMU Munich can sign up for this course through LMU’s LSF system online and earn ECTS credit points for participation plus essay.
The event is open to all: Anyone interested in attending Glenn Shafer’s lectures only (all or some) is invited to join us at any time.
Short Description
The game-theoretic foundation for probability, launched with a 2001 book by Vladimir Vovk and Glenn Shafer, broadens the established measure-theoretic foundation for probability. This seminar and ten guest lectures by Glenn Shafer himself will provide an elementary introduction to the game-theoretic foundation, with an emphasis on its philosophical implications and its applications to the assessment of evidence.
Schedule
| Tuesday, 8 March, 2016 | 11:30-13:00 | Introduction to topics from Glenn Shafer’s work: Probability, decision/game theory, evidence, causality. |
| Tuesday, 15 March | 11:30-13:00 | Guest Lecture 1: The game-theoretic definition of probability |
| 13:00-14:00 | Lunch Break | |
| 14:00-15:30 | Guest Lecture 2: Frequentism | |
| 15:30-15:45 | Coffee Break | |
| 15:45-16:30 | Discussion and Tutorial | |
| Wednesday, 16 March | 11:30-13:00 | Guest Lecture 3: Dynamic martingale testing |
| 13:00-14:00 | Lunch Break | |
| 14:00-15:30 | Guest Lecture 4: How to forecast | |
| 15:30-15:45 | Coffee Break | |
| 15:45-16:30 | Discussion and Tutorial | |
| Thursday, 17 March | 11:30-13:00 | Guest Lecture 5: Subjective probability |
| 13:00-14:00 | Lunch Break | |
| 14:00-15:30 | Guest Lecture 6: Dempster’s rule of combination | |
| 15:30-15:45 | Coffee Break | |
| 15:45-16:30 | Discussion and Tutorial | |
| Friday, 18 March | 11:30-13:00 | Guest Lecture 7: Constructive decision theory |
| 13:00-14:00 | Lunch Break | |
| 14:00-15:30 | Guest Lecture 8: Causality as regularity | |
| 15:30-15:45 | Coffee Break | |
| 15:45-16:30 | Discussion and Tutorial | |
| Monday, 21 March | 11:30-13:00 | Guest Lecture 9: Game-theoretic finance I |
| 13:00-14:00 | Lunch Break | |
| 14:00-15:30 | Guest Lecture 10: Game-theoretic finance II | |
| 15:30-15:45 | Coffee Break | |
| 15:45-16:30 | Discussion and Tutorial | |
| TBA | (90 min.) | Review of select problems in the philosophy of probability and final discussion |
| TBA | (90 min.) | Essay meeting |
Location
The seminar (in English) will take place at the statistics department, seminar room 144, Ludwigstr. 33 (1st floor).
Downloads
- Lecture 1
- Lecture 2
- Extra Slides
- Lecture 3
- Lecture 4
- Lecture 5
- Lecture 6
- Lecture 7 (updated²)
- Lecture 8 (updated)
- Lecture 9
- Lecture 10 (updated)
More Info
Download the guest lecture syllabus (PDF) here, and find more info on Glenn Shafer’s person and work here.
