Related papers: A penalty criterion for score forecasting in socce…
We propose and throughly investigate a temporalized version of the popular Massey's technique for rating actors in sport competitions. The method can be described as a dynamic temporal process in which team ratings are updated at every…
In order to identify expertise, forecasters should not be tested by their calibration score, which can always be made arbitrarily small, but rather by their Brier score. The Brier score is the sum of the calibration score and the refinement…
This paper investigates two feature-scoring criteria that make use of estimated class probabilities: one method proposed by \citet{shen} and a complementary approach proposed below. We develop a theoretical framework to analyze each…
With the increasingly detailed investigation of game play and tactics in invasive team sports such as soccer, it becomes ever more important to present causes, actions and findings in a meaningful manner. Visualizations, especially when…
Penalized estimation principle is fundamental to high-dimensional problems. In the literature, it has been extensively and successfully applied to various models with only structural parameters. As a contrast, in this paper, we apply this…
Score matching is a recently developed parameter learning method that is particularly effective to complicated high dimensional density models with intractable partition functions. In this paper, we study two issues that have not been…
Variable selection is fundamental to high-dimensional statistical modeling. Many variable selection techniques may be implemented by maximum penalized likelihood using various penalty functions. Optimizing the penalized likelihood function…
We construct an objective function that consists of a quadratic approximation term and a penalty term. Thanks to the quadratic approximation, we can deal with various kinds of loss functions into a unified way, and by taking advantage of…
We study optimal conformity measures for various criteria of efficiency of classification in an idealised setting. This leads to an important class of criteria of efficiency that we call probabilistic; it turns out that the most standard…
Scoring rules are widely used to rank athletes in sports and candidates in elections. Each position in each individual ranking is worth a certain number of points; the total sum of points determines the aggregate ranking. The question is…
Probability estimation models play an important role in various fields, such as weather forecasting, recommendation systems, and sports analysis. Among several models estimating probabilities, it is difficult to evaluate which model gives…
Verifying probabilistic forecasts for extreme events is a highly active research area because popular media and public opinions are naturally focused on extreme events, and biased conclusions are readily made. In this context, classical…
Most machine learning classifiers are designed to output posterior probabilities for the classes given the input sample. These probabilities may be used to make the categorical decision on the class of the sample; provided as input to a…
In machine learning, it is common to optimize the parameters of a probabilistic model, modulated by an ad hoc regularization term that penalizes some values of the parameters. Regularization terms appear naturally in Variational Inference,…
Conformal prediction is often calibrated with a single pooled threshold, but this can hide cross-group heterogeneity in score distributions and distort group-wise coverage. We study this phenomenon through the population score distributions…
We introduce a class of proper scoring rules for evaluating spatial point process forecasts based on summary statistics. These scoring rules rely on Monte-Carlo approximations of expectations and can therefore easily be evaluated for any…
Winning the coin toss at the end of a tied soccer game gives a team the right to choose whether to kick either first or second on all five rounds of penalty kicks, when each team is allowed one kick per round. There is considerable evidence…
Graphical models are usually learned without regard to the cost of doing inference with them. As a result, even if a good model is learned, it may perform poorly at prediction, because it requires approximate inference. We propose an…
With the vast amount of data collected on football and the growth of computing abilities, many games involving decision choices can be optimized. The underlying rule is the maximization of an expected utility of outcomes and the law of…
Numerous variable selection methods rely on a two-stage procedure, where a sparsity-inducing penalty is used in the first stage to predict the support, which is then conveyed to the second stage for estimation or inference purposes. In this…