21 citations · 25 across the 3 of their papers we have counts for
3 papers
cs.GT2012
Strategy-Proof Prediction Markets
Ayman Ghoneim, Robert C. Williamson
Prediction markets aggregate agents' beliefs regarding a future event, where each agent is paid based on the accuracy of its reported belief when compared to the realized outcome.…
cs.IT2009★ 21 cited
Generalised Pinsker Inequalities
Mark D. Reid, Robert C. Williamson
We generalise the classical Pinsker inequality which relates variational divergence to Kullback-Liebler divergence in two ways: we consider arbitrary f-divergences in place of KL d…
stat.ML2009★ 4 cited
Information, Divergence and Risk for Binary Experiments
Mark D. Reid, Robert C. Williamson
We unify f-divergences, Bregman divergences, surrogate loss bounds (regret bounds), proper scoring rules, matching losses, cost curves, ROC-curves and information. We do this by sy…