10-880 Game Theoretic Probability, Statistics and Learning

12 units, Carnegie Mellon University

We will study the gametheoretic foundation for probability, statistics and learning, and its applications to prediction, testing, estimation and change detection. It will distinctively employ modern concepts around betting, evalues, and martingales, effectively bridging Bayesian, frequentist and modelfree or adversarial perspectives on these topics.

Prerequisites: (10-701 (min C) or 10-715 (min C) or 36-708 (min C)) and (36-700 (min C) or 36-705 (min C))

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