政大機構典藏-National Chengchi University Institutional Repository(NCCUR):Item 140.119/150736

English | 正體中文 | 简体中文 | Post-Print筆數 : 27 | Items with full text/Total items : 113303/144284 (79%)
Visitors : 50794695 Online Users : 741

RC Version 6.0 © Powered By DSPACE, MIT. Enhanced by NTU Library IR team.

Home ‧ Login ‧ Upload ‧ Help ‧ About ‧ Administer

政大機構典藏 > 商學院 > 統計學系 > 期刊論文 > Item 140.119/150736

Please use this identifier to cite or link to this item: https://nccur.lib.nccu.edu.tw/handle/140.119/150736

Title:	Rating players by Laplace’s approximation and dynamic modeling
Authors:	翁久幸;華軒甫 Weng, Ruby Chiu-Hsing;Hua, Hsuan-Fu;Chang, Ching-Ju;Lin, Tse-Ching
Contributors:	統計系
Keywords:	Bradley–Terry;Elo;Laplace approximation;McNemar test;Posterior distribution
Date:	2024-07
Issue Date:	2024-04-11
Abstract:	The Elo rating system is a simple and widely used method for calculating players’ skills from paired comparison data. Many have extended it in various ways. Yet the question of updating players’ variances remains to be further explored. In this paper, we address the issue of variance update by using the Laplace approximation for posterior distributions, together with a random walk model for the dynamics of players’ strengths and a lower bound on player variance. The random walk model is motivated by the Glicko system, but here we assume nonidentically distributed increments to deal with player heterogeneity. Experiments on men’s professional matches showed that the prediction accuracy slightly improves when the variance update is performed. They also showed that new players’ strengths may be better captured with the variance update.
Relation:	International Journal of Forecasting, Vol.40, No.3, pp.1152-1165
Data Type:	article
DOI 連結:	https://doi.org/10.1016/j.ijforecast.2023.10.004
DOI:	10.1016/j.ijforecast.2023.10.004
Appears in Collections:	[統計學系] 期刊論文

Files in This Item:

File	Description	Size	Format
index.html		0Kb	HTML	137	View/Open

社群 sharing

著作權政策宣告 Copyright Announcement

1.本網站之數位內容為國立政治大學所收錄之機構典藏，無償提供學術研究與公眾教育等公益性使用，惟仍請適度，合理使用本網站之內容，以尊重著作權人之權益。商業上之利用，則請先取得著作權人之授權。
The digital content of this website is part of National Chengchi University Institutional Repository. It provides free access to academic research and public education for non-commercial use. Please utilize it in a proper and reasonable manner and respect the rights of copyright owners. For commercial use, please obtain authorization from the copyright owner in advance.

2.本網站之製作，已盡力防止侵害著作權人之權益，如仍發現本網站之數位內容有侵害著作權人權益情事者，請權利人通知本網站維護人員(nccur@nccu.edu.tw)，維護人員將立即採取移除該數位著作等補救措施。
NCCU Institutional Repository is made to protect the interests of copyright owners. If you believe that any material on the website infringes copyright, please contact our staff(nccur@nccu.edu.tw). We will remove the work from the repository and investigate your claim.

Loading...