Dear All,
The CEU Department of Cognitive Science and the Center for Cognitive Computation (CCC)
invites you to the upcoming event of the Budapest Computational Neuroscience
Forum<https://ccc.ceu.edu/budapest-computational-neuroscience-forum>um>.
Speaker: József Konczer<https://konczer.github.io/>
Title: Statistical Games, Playful approach to statistics
Abstract: This work contains the mathematical exploration of a few prototypical games in
which central concepts from statistics and probability theory naturally emerge. The first
two kinds of games are termed Fisher and Bayesian games, which are connected to
Frequentist and Bayesian statistics, respectively. Later, a more general type of game is
introduced, termed Statistical game, in which a further parameter, the players'
relative risk aversion, can be set. In this work, we show that Fisher and Bayesian games
can be viewed as limiting cases of Statistical games. Therefore, Statistical games can be
viewed as a unified framework, incorporating both Frequentist and Bayesian statistics.
Furthermore, a philosophical framework is (re-)presented -- often referred to as minimax
regret criterion -- as a general approach to decision making.
The main motivation for this work was to embed Bayesian statistics into a broader
decision-making framework, where, based on collected data, actions with consequences have
to be made, which can be translated to utilities (or rewards/losses) of the
decision-maker. The work starts with the simplest possible toy model, related to
hypothesis testing and statistical inference. This choice has two main benefits: i.) it
allows us to determine (conjecture) the behaviour of the equilibrium strategies in various
limiting cases ii.) this way, we can introduce Statistical games without requiring
additional stochastic parameters. The work contains game theoretical methods related to
two-player, non-cooperative games to determine and prove equilibrium strategies of Fisher,
Bayesian and Statistical games. It also relies on analytical tools for derivations
concerning various limiting cases.
Time: 17:30 Tuesday, 5 November 2024.
Location: CEU Budapest (1051 Budapest, Nádor u. 15.) N15. room 203.
Zoom: Meeting ID: 976 1541
3014<https://ceu-edu.zoom.us/j/97615413014?pwd=BbaIDK56amazlaex84ukFP3MEurhMX.1>
Passcode: 525888
Should you have any inquiries about the series, please contact Mihály
Bányai<mailto:mihaly.s.banyai@gmail.com>.
Please, be informed that video/photo recording might take place at the event and the
edited version of the video material might be published to communicate or promote
CEU's activities. Please, find our Privacy Notice
here<https://www.ceu.edu/privacy>cy>.
Best regards,
Ildikó Varga
Department Coordinator (Budapest)
Department of Cognitive Science
[cid:447b18a6-abf1-4517-86f3-13befdd7f579]
H-1051 Budapest
Nádor u. 15. FT room 404.
tel: +36-1 327-3000 2941
http://www.ceu.edu<http://www.ceu.edu/>
http://cognitivescience.ceu.edu<http://cognitivescience.ceu.edu/>
________________________________
From: Ildiko Zsoka Varga
Sent: Wednesday, October 30, 2024 10:01 AM
To: 'talks(a)cogsci.ceu.edu (talks(a)cogsci.ceu.edu)' <talks(a)cogsci.ceu.edu>
Subject: Budapest Computational Neuroscience Forum: József Konczer, 5 November, 17:30
Dear All,
The CEU Department of Cognitive Science and the Center for Cognitive Computation (CCC)
invites you to the upcoming event of the Budapest Computational Neuroscience
Forum<https://ccc.ceu.edu/budapest-computational-neuroscience-forum>um>.
Speaker: József Konczer<https://konczer.github.io/>
Title: Statistical Games, Playful approach to statistics
Abstract: This work contains the mathematical exploration of a few prototypical games in
which central concepts from statistics and probability theory naturally emerge. The first
two kinds of games are termed Fisher and Bayesian games, which are connected to
Frequentist and Bayesian statistics, respectively. Later, a more general type of game is
introduced, termed Statistical game, in which a further parameter, the players'
relative risk aversion, can be set. In this work, we show that Fisher and Bayesian games
can be viewed as limiting cases of Statistical games. Therefore, Statistical games can be
viewed as a unified framework, incorporating both Frequentist and Bayesian statistics.
Furthermore, a philosophical framework is (re-)presented -- often referred to as minimax
regret criterion -- as a general approach to decision making.
The main motivation for this work was to embed Bayesian statistics into a broader
decision-making framework, where, based on collected data, actions with consequences have
to be made, which can be translated to utilities (or rewards/losses) of the
decision-maker. The work starts with the simplest possible toy model, related to
hypothesis testing and statistical inference. This choice has two main benefits: i.) it
allows us to determine (conjecture) the behaviour of the equilibrium strategies in various
limiting cases ii.) this way, we can introduce Statistical games without requiring
additional stochastic parameters. The work contains game theoretical methods related to
two-player, non-cooperative games to determine and prove equilibrium strategies of Fisher,
Bayesian and Statistical games. It also relies on analytical tools for derivations
concerning various limiting cases.
Time: 17:30 Tuesday, 5 November 2024.
Location: CEU Budapest (1051 Budapest, Nádor u. 15.) N15. room 203.
Zoom: Meeting ID: 976 1541
3014<https://ceu-edu.zoom.us/j/97615413014?pwd=BbaIDK56amazlaex84ukFP3MEurhMX.1>
Passcode: 525888
Should you have any inquiries about the series, please contact Mihály
Bányai<mailto:mihaly.s.banyai@gmail.com>.
Please, be informed that video/photo recording might take place at the event and the
edited version of the video material might be published to communicate or promote
CEU's activities. Please, find our Privacy Notice
here<https://www.ceu.edu/privacy>cy>.
Best regards,
Ildikó Varga
Department Coordinator (Budapest)
Department of Cognitive Science
[cid:ccecb7df-0ac9-4d85-9b7f-73dad69412e4]
H-1051 Budapest
Nádor u. 15. FT room 404.
tel: +36-1 327-3000 2941
http://www.ceu.edu<http://www.ceu.edu/>
http://cognitivescience.ceu.edu<http://cognitivescience.ceu.edu/>
______________________________________________
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