Seminar on the “Philosophy of Game-Theoretic Probability” (with Glenn Shafer)

Posted on Updated on

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

More Info

Download the guest lecture syllabus (PDF) here, and find more info on Glenn Shafer’s person and work here.

Advertisements

Leave a Reply

Fill in your details below or click an icon to log in:

WordPress.com Logo

You are commenting using your WordPress.com account. Log Out / Change )

Twitter picture

You are commenting using your Twitter account. Log Out / Change )

Facebook photo

You are commenting using your Facebook account. Log Out / Change )

Google+ photo

You are commenting using your Google+ account. Log Out / Change )

Connecting to %s