Related papers: Predicting football tables by a maximally parsimon…
We present a mathematical model to predict pedestrian motion over a finite horizon, intended for use in collision avoidance algorithms for autonomous driving. The model is based on a road map structure, and assumes a rational pedestrian…
This paper considers linear quadratic team decision problems where the players in the team affect each other's information structure through their decisions. Whereas the stochastic version of the problem is well known to be complex with…
In this paper, we introduce the models of permutations with bias, which are random permutations of a set, biased by some preference values. We present a new parametric test, together with an efficient way to calculate its p-value. The final…
There seems to be an upper limit to predicting the outcome of matches in (semi-)professional sports. Recent work has proposed that this is due to chance and attempts have been made to simulate the distribution of win percentages to identify…
The analysis of computer models can be aided by the construction of surrogate models, or emulators, that statistically model the numerical computer model. Increasingly, computer models are becoming stochastic, yielding different outputs…
We use the martingale-theoretic approach of game-theoretic probability to incorporate imprecision into the study of randomness. In particular, we define a notion of computable randomness associated with interval, rather than precise,…
Over the past two decades, Machine Learning (ML) techniques have been increasingly utilized for the purpose of predicting outcomes in sport. In this paper, we provide a review of studies that have used ML for predicting results in team…
For NCAA football, we provide a method for sports bettors to determine if they have a positive expected value bet based on the betting lines available to them and how they believe the game will end. The method we develop modifies…
The analysis of data such as graphs has been gaining increasing attention in the past years. This is justified by the numerous applications in which they appear. Several methods are present to predict graphs, but much fewer to quantify the…
Prediction is a complex notion, and different predictors (such as people, computer programs, and probabilistic theories) can pursue very different goals. In this paper I will review some popular kinds of prediction and argue that the theory…
We consider many-body problems in classical mechanics where a wide range of time scales limits what can be computed. We apply the method of optimal prediction to obtain equations which are easier to solve numerically. We demonstrate by…
In this study, we introduced various statistical performance metrics, based on the pinball loss and the empirical coverage, for the ranking of probabilistic forecasting models. We tested the ability of the proposed metrics to determine the…
This paper proposes probabilistic conformal prediction (PCP), a predictive inference algorithm that estimates a target variable by a discontinuous predictive set. Given inputs, PCP construct the predictive set based on random samples from…
We propose an original model for inferring team strengths using a Markov Random Field, which can be used to generate historical estimates of the offensive and defensive strengths of a team over time. This model was designed to be applied to…
We compare various extensions of the Bradley-Terry model and a hierarchical Poisson log-linear model in terms of their performance in predicting the outcome of soccer matches (win, draw, or loss). The parameters of the Bradley-Terry…
Estimations of physical parameters using data usually involve non-uniform experimental efficiencies. In this article, a method of maximum likelihood fit is introduced using the efficiency as a weight, while the probability distribution…
The main purpose of this article is to prove that, under certain assumptions in a linear prediction setting, optimal methods based upon model reduction and even an optimal predictor can be provided. The optimality is formulated in terms of…
In this work, we draw attention to a connection between skill-based models of game outcomes and Gaussian process classification models. The Gaussian process perspective enables a) a principled way of dealing with uncertainty and b) rich…
We present an extensive statistical analysis of the results of all sports competitions in five major sports leagues in England and the United States. We characterize the parity among teams by the variance in the winning fraction from…
The purpose of this text is to provide an accessible introduction to a set of recently developed algorithms for factorizing matrices. These new algorithms attain high practical speed by reducing the dimensionality of intermediate…