Games of Incomplete Information Played By Statisticians

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Tác giả: Annie Liang

Ngôn ngữ: eng

Ký hiệu phân loại: 175.5 Ethics of recreation, leisure, public performances, communication

Thông tin xuất bản: 2019

Mô tả vật lý:

Bộ sưu tập: Metadata

ID: 163486

Players are statistical learners who learn about payoffs from data. They may interpret the same data differently, but have common knowledge of a class of learning procedures. I propose a metric for the analyst's "confidence" in a strategic prediction, based on the probability that the prediction is consistent with the realized data. The main results characterize the analyst's confidence in a given prediction as the quantity of data grows large, and provide bounds for small datasets. The approach generates new predictions, e.g. that speculative trade is more likely given high-dimensional data, and that coordination is less likely given noisy data.
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