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      <title-group>
        <article-title>An Introduction to Multi-Agent Statistics</article-title>
      </title-group>
      <contrib-group>
        <contrib contrib-type="author">
          <string-name>Mathias Winther Madsen</string-name>
        </contrib>
      </contrib-group>
      <abstract>
        <p>Building on ideas from probabilistic dynamic epistemic logic, the aim of this workshop contribution is to present the practical details of how to build and use Bayesian models that can represent multi-agent uncertainty, including probability distributions over (other people's) probability distributions. The key insight that underlies the approach taken here is that probabilities like PA(') are random variables and can be treated as such. By keeping carefully track of what various agents know under various circumstances, this way of looking at the issue provides enough structure to support queries about higher-order probabilistic belief statements.</p>
      </abstract>
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    <sec id="sec-1">
      <title>-</title>
      <p>
        Recent decades have seen a surge in two kinds of computational reasoning,
sophistcated dynamic logics for multi-agent and higher-order uncertainty [
        <xref ref-type="bibr" rid="ref1 ref4">1, 4</xref>
        ],
and probabilistic reasoning using causal Bayesian networks, often in
conjunction with approximation methods like Markov Chain Monte Carlo or Gibbs
sampling [
        <xref ref-type="bibr" rid="ref2">2</xref>
        ]. The purpose of my contribution to the workshop is to explain and
strengthen the connection between these two styles of computational reasoning
by presenting a system that integrates the core insights from dynamic logic into
an explicitly statistical framework.
      </p>
      <p>In this system, a series of statements about uncertain events can be
translated systematically into a statistical model that includes information about
which agents possess what pieces of information. This posterior model can be
queried for higher-order questions such as the probability that a specific agent
assigns to the beliefs of another agent.</p>
      <p>
        The principles underlying this dynamic style of model construction come
almost directly out of the literature on dynamic epistemic logic, especially its
probabilistic incarnations [
        <xref ref-type="bibr" rid="ref4">4</xref>
        ]. My strategy throughout has been to use the
simplest possible version of these ideas but to augment them with a useful
statistical interpretation.
      </p>
      <p>Because of space constraints, this note is not intended to completely specify
the nature of the system, but rather to provide a suggestive and representative
overview of its features. This makes the current abstract less formal than some
(including perhaps myself) may prefer, but I hope the loss of precision is made
up by the gain in intuitive clarity.</p>
    </sec>
    <sec id="sec-2">
      <title>Multi-Agent Probability Models</title>
      <p>Conventional single-agent probability theory has the following characteristics:</p>
      <sec id="sec-2-1">
        <title>The agent starts with a prior over the entire sample space.</title>
        <p>New information comes in the form of propositions which, if they are
informative, are inconsistent with certain parts of the sample space.
This information is incorporated in the model by deleting the obsolete
parts of the sample space and then renormalizing the remaining part so
that it still contains a total probability of 1.</p>
        <p>At any particular time, we can query such a model for the posterior
probability the agent assigns to some particular proposition, or about the
expected value of of some random variable.</p>
        <p>In multi-agent probability theory with visible announcements, the situation is
slightly different:</p>
      </sec>
      <sec id="sec-2-2">
        <title>The agents all start with a prior over the same sample space.</title>
        <p>Information is then given in the form of “announcements,” that is,
partitions of the sample space. Each equivalence class in this partition
corresponds to a proposition which will be communicated to the agent when
the actual world falls in that class. This allows us to let all other agents
know that we relay a certain piece of information to an agent without
revealing the actual content of the message.</p>
        <p>The information an agent receives is incorporated into his or her knowledge
representation by cutting up the sample space into information cells, one
for each possible message, and then renormalizing these cells so that they
form local posterior probability measures.</p>
        <p>Because the agents may have different pieces of information, they can
ask meaningful questions about the probability that other agents assign a
specific probability to a certain event, or compute the expected value of
such probability assignments, etc.</p>
        <p>Using these principles, we can translate a set of prior probability distributions
and uncertain announcements into a posterior model. The relevant
computations that can be performed on this model are discussed briefly below.
2</p>
      </sec>
    </sec>
    <sec id="sec-3">
      <title>Whispering and Note-Passing</title>
      <p>If we want to model secret or uncertain announcements, this picture has to be
complicated a bit more: We then have to introduce random variables whose
values are announcements (i.e., partitions of the sample space). Using such
a representation, we can allow for the possibility that an agent A possesses
different kinds of information in different possible worlds.</p>
      <p>
        A convenient way of thinking about this situation [
        <xref ref-type="bibr" rid="ref3">3</xref>
        ] is that each possible
world in the sample space contains all the information necessary to completely
settle the two questions
1. What are the ontic facts about the universe, as expressed by the values of
the random variables X; Y; Z; : : :?
2. What are the epistemic facts about the agents, as expressed by the list of
variables that they know the value of?
To make this a bit more concrete, suppose we have an ontic description of the
world which only contains a single coin flip X. In a single-agent scenario, we
could model this situation by a sample space with just two possible worlds.
However, if we want to introduce an uncertain announcement into this model,
we have to introduce a second variable Y which keeps track of what the receiving
agent knows in any particular possible world.
      </p>
      <p>We could, for instance, announce the value of X to the agent when Y = 1,
and announce a tautology (“ 1 = 1”) when Y = 0, as in Figure 1. In that case,
our agent will be able to distinguish the worlds (X; Y ) = (0; 1) and (1; 1), but
not the worlds (0; 0) and (1; 0).</p>
      <p>1=2</p>
      <p>X = 0; Y = 0</p>
      <p>X = 1; Y = 0
1=2
1</p>
      <p>X = 0; Y = 1</p>
      <p>X = 1; Y = 1
1</p>
    </sec>
    <sec id="sec-4">
      <title>Types and Type Transitions</title>
      <p>Probability theory, be it multi-agent or single-agent, contains entities of two
kinds, random variables and propositions. Random variables are functions from
the sample space into some domain, typically the real number line; propositions
are functions from the sample space into the truth value set fT; F g. Because
the sample space is assumed to be equipped with a probability measure, the
random variables have expected values, and the propositions have probabilities.</p>
      <p>Given a set of random variables, we can construct new ones using arithmetic
operations like addition, multiplication, and the like. Similarly, we can construct
new propositions out of old ones using the logical operations of conjunction,
1=2
negation, etc. These two families of operations thus map objects onto other
objects of the same type (ignoring some trivial arity issues).</p>
      <p>There are, however, also operations that cross the type boundary. Ineqalities
and other tests can convert random variables into propositions, as in “ X Y ”
or “X = 3” (cf. Fig. 2). Reversely, we can convert propositions into random
variables by forming indicator functions: For instance, “ X &gt; 2” is a proposition
and thus has a truth value in each possible world; but “ I(X &gt; 2)” is (in the
notation I will use) a random variable that takes the value 0 or 1.</p>
      <p>The most conceptually important operations of this kind, however, are the
probabilities modalities. When ' is a proposition, PA(') is a random
variable; but unlike conventional random variables, its value in a particular possible
world depends on facts outside that world. Specifically, its value at a world !
is the conditional probability A assigns to the extension of ' given the
information available at world !. Computing this number involves measuring the
intersection of the information cell around ! with the extension of '.</p>
      <p>These probabilities will usually be different in different information cells
— either because the content of an announcement can differ between cells, or
because the actual announcement itself can differ. However, the value of PA(')
in ! is wholly determined once we know which of A’s information cells ! falls
in, and if we are, for instance, computing its expected value, this means that
we only have to perform one computation per information cell.</p>
    </sec>
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