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.