$500: Explain Infra-Bayes In The Language Of Game Theory

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Here's my current best guess at how Infra-Bayes works:

  • We want to get worst-case guarantees for an agent using a Bayesian-like framework.
  • So, let our agent be a Bayesian which models the environment as containing an adversary which chooses worst-case values for any of the things over which we want worst-case guarantees.
  • That's just a standard two-player zero-sum game between the agent and the adversary, so we can import all the nice intuitive stuff from game theory.
  • ... but instead of that, we're going to express everything in the unnecessarily-abstract language of measure theory and convex sets, and rederive a bunch of game theory without mentioning that that's what we're doing.

This bounty is for someone to write an intuitively-accessible infrabayes explainer in game theoretic language, and explain how the game-theoretic concepts relate to the concepts in existing presentations of infra-bayes. In short: provide a translation.


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