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Predicting future states or actions of a given system remains a fundamental, yet unsolved challenge of intelligence, especially in the scope of complex and non-deterministic scenarios, such as modeling behavior of humans. Existing…

Machine Learning · Computer Science 2020-12-01 Maciej Zięba , Marcin Przewięźlikowski , Marek Śmieja , Jacek Tabor , Tomasz Trzcinski , Przemysław Spurek

Bill James invented the Pythagorean expectation in the late 70's to predict a baseball team's winning percentage knowing just their runs scored and allowed. His original formula estimates a winning percentage of ${\rm RS}^2/({\rm RS}^2+{\rm…

History and Overview · Mathematics 2014-06-18 Victor Luo , Steven J. Miller

Machine learning applications often require calibrated predictions, e.g. a 90\% credible interval should contain the true outcome 90\% of the times. However, typical definitions of calibration only require this to hold on average, and offer…

Machine Learning · Statistics 2020-09-10 Shengjia Zhao , Tengyu Ma , Stefano Ermon

We ask if there are alternative contest models that minimize error or information loss from misspecification and outperform the Pythagorean model. This article aims to use simulated data to select the optimal expected win percentage model…

Econometrics · Economics 2022-01-03 Justin Ehrlich , Christopher Boudreaux , James Boudreau , Shane Sanders

Probabilistic forecasting relies on past observations to provide a probability distribution for a future outcome, which is often evaluated against the realization using a scoring rule. Here, we perform probabilistic forecasting with…

Machine Learning · Statistics 2024-03-06 Lorenzo Pacchiardi , Rilwan Adewoyin , Peter Dueben , Ritabrata Dutta

In the sports of soccer, hockey and basketball the most commonly used statistics for player performance assessment are divided into two categories: offensive statistics and defensive statistics. However, qualitative assessments of…

Applications · Statistics 2017-04-04 Shael Brown

Maddox, et al. [9, 10] establish Bayesian methods for estimating home-team in-game win probability for college and NBA basketball. This paper introduces a Bayesian approach for estimating in-game home-team win probability for Division-I FBS…

Methodology · Statistics 2022-07-29 Jason T. Maddox , Ryan Sides , Jane L. Harvill

The setting of the classic prophet inequality is as follows: a gambler is shown the probability distributions of $n$ independent, non-negative random variables with finite expectations. In their indexed order, a value is drawn from each…

Data Structures and Algorithms · Computer Science 2018-12-31 Jack Wang

We use the martingale-theoretic approach of game-theoretic probability to incorporate imprecision into the study of randomness. In particular, we define several notions of randomness associated with interval, rather than precise,…

Probability · Mathematics 2021-06-24 Gert de Cooman , Jasper De Bock

The success of deep learning techniques over the last decades has opened up a new avenue of research for weather forecasting. Here, we take the novel approach of using a neural network to predict full probability density functions at each…

Machine Learning · Statistics 2022-01-05 Mariana Clare , Omar Jamil , Cyril Morcrette

Effective decision making requires understanding the uncertainty inherent in a prediction. In regression, this uncertainty can be estimated by a variety of methods; however, many of these methods are laborious to tune, generate…

Machine Learning · Statistics 2021-12-02 Tianhui Zhou , Yitong Li , Yuan Wu , David Carlson

Decision-Focused Learning (DFL) is an emerging learning paradigm that tackles the task of training a machine learning (ML) model to predict missing parameters of an incomplete optimization problem, where the missing parameters are…

Machine Learning · Computer Science 2025-06-23 Yehya Farhat

Uncertainty analysis in the form of probabilistic forecasting can significantly improve decision making processes in the smart power grid for better integrating renewable energy sources such as wind. Whereas point forecasting provides a…

Machine Learning · Statistics 2017-10-05 Kostas Hatalis , Alberto J. Lamadrid , Katya Scheinberg , Shalinee Kishore

Even though having more possession does not necessarily lead to winning, teams like Manchester City, Liverpool, and Leeds United notably have tried to recover the ball quickly after they lost it over the past few years. Nowadays, some of…

Applications · Statistics 2023-07-11 Ricardo Furbino Marques do Nascimento , Hugo M. R. Rios-Neto

Machine learning (ML) has emerged as a powerful tool for tackling complex regression and classification tasks, yet its success often hinges on the quality of training data. This study introduces an ML paradigm inspired by domain knowledge…

Machine Learning · Computer Science 2025-01-10 Mohsen Rashki

In various applications, probabilistic forecasts are required to quantify the inherent uncertainty associated with the forecast. However, numerous modern forecasting methods are still designed to create deterministic forecasts. Transforming…

Machine Learning · Computer Science 2023-02-06 Kaleb Phipps , Benedikt Heidrich , Marian Turowski , Moritz Wittig , Ralf Mikut , Veit Hagenmeyer

This paper considers the use of observed and predicted match statistics as inputs to forecasts of the outcomes of football matches. It is shown that, were it possible to know the match statistics in advance, highly informative forecasts of…

Applications · Statistics 2020-01-27 Edward Wheatcroft

Performance prediction or forecasting sporting outcomes involves a great deal of insight into the particular area one is dealing with, and a considerable amount of intuition about the factors that bear on such outcomes and performances. The…

In sports betting it is easier to predict the winner of a game match than the team that covers the bet. Since, a winner team might not cover a bet. This study focuses on the relation of the variable win to the betting variable cover the…

Applications · Statistics 2019-02-27 Luis A. Mateos

We consider concurrent games played by two-players on a finite-state graph, where in every round the players simultaneously choose a move, and the current state along with the joint moves determine the successor state. We study a…

Computer Science and Game Theory · Computer Science 2014-09-19 Krishnendu Chatterjee , Rasmus Ibsen-Jensen
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