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    题名: Rating players by Laplace’s approximation and dynamic modeling
    作者: 翁久幸;華軒甫
    Weng, Ruby Chiu-Hsing;Hua, Hsuan-Fu;Chang, Ching-Ju;Lin, Tse-Ching
    贡献者: 統計系
    关键词: Bradley–Terry;Elo;Laplace approximation;McNemar test;Posterior distribution
    日期: 2024-07
    上传时间: 2024-04-11
    摘要: 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.
    關聯: International Journal of Forecasting, Vol.40, No.3, pp.1152-1165
    数据类型: article
    DOI 連結: https://doi.org/10.1016/j.ijforecast.2023.10.004
    DOI: 10.1016/j.ijforecast.2023.10.004
    显示于类别:[統計學系] 期刊論文

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