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We consider a nonparametric Bayesian approach to estimate the diffusion coefficient of a stochastic differential equation given discrete time observations over a fixed time interval. As a prior on the diffusion coefficient, we employ a…

Statistics Theory · Mathematics 2020-07-22 Shota Gugushvili , Frank van der Meulen , Moritz Schauer , Peter Spreij

In recent years, great emphasis has been placed on the prediction of association football. Due to this, several studies have proposed different types of statistical models to predict the outcome of a football match. However, most existing…

Methodology · Statistics 2025-08-11 Roberto Macrì-Demartino , Leonardo Egidi , Nicola Torelli

Statistical applications in sports have long centered on how to best separate signal (e.g. team talent) from random noise. However, most of this work has concentrated on a single sport, and the development of meaningful cross-sport…

Applications · Statistics 2017-11-23 Michael J. Lopez , Gregory J. Matthews , Benjamin S. Baumer

Numerous statistics have been proposed for the measure of offensive ability in major league baseball. While some of these measures may offer moderate predictive power in certain situations, it is unclear which simple offensive metrics are…

Applications · Statistics 2021-07-21 Blakeley B. McShane , Alexander Braunstein , James Piette , Shane T. Jensen

The Bradley-Terry model has previously been used in both Bayesian and frequentist interpretations to evaluate the strengths of sports teams based on win-loss game results. It has also been extended to handle additional possible results such…

Applications · Statistics 2023-01-10 John T. Whelan , Jacob E. Klein

In-game win probability models, which provide a sports team's likelihood of winning at each point in a game based on historical observations, are becoming increasingly popular. In baseball, basketball and American football, they have become…

Machine Learning · Computer Science 2021-08-16 Pieter Robberechts , Jan Van Haaren , Jesse Davis

Predictions and forecasts of machine learning models should take the form of probability distributions, aiming to increase the quantity of information communicated to end users. Although applications of probabilistic prediction and…

Machine Learning · Statistics 2024-03-19 Hristos Tyralis , Georgia Papacharalampous

Evaluating the overall ability of players in the National Hockey League (NHL) is a difficult task. Existing methods such as the famous "plus/minus" statistic have many shortcomings. Standard linear regression methods work well when player…

Applications · Statistics 2013-03-01 A. C. Thomas , Samuel L. Ventura , Shane Jensen , Stephen Ma

The distribution of waiting times until the occurrence of a critical event is a crucial statistical problem across several disciplines in Science. In this work we present a statistical model in which a relevant quantity X accumulates until…

Applications · Statistics 2021-01-12 Vivianne Olguín-Arias , Sergio Davis , Gonzalo Gutiérrez

This paper proposes a new Bayesian strategy for the smooth estimation of altimetric parameters. The altimetric signal is assumed to be corrupted by a thermal and speckle noise distributed according to an independent and non identically…

Applications · Statistics 2016-04-20 Abderrahim Halimi , Corinne Mailhes , Jean-Yves Tourneret , Hichem Snoussi

Spectral estimation (SE) aims to identify how the energy of a signal (e.g., a time series) is distributed across different frequencies. This can become particularly challenging when only partial and noisy observations of the signal are…

Machine Learning · Statistics 2019-01-15 Felipe Tobar

Signal processing makes extensive use of point estimators and accompanying error bounds. These work well up until the likelihood function has two or more high peaks. When it is important for an estimator to remain reliable, it becomes…

Methodology · Statistics 2025-03-04 Ning Xu , Christopher M. Foster , Jonathan H. Manton

We present a regularized logistic regression model for evaluating player contributions in hockey. The traditional metric for this purpose is the plus-minus statistic, which allocates a single unit of credit (for or against) to each player…

Applications · Statistics 2013-01-15 Robert B. Gramacy , Matthew A. Taddy , Shane T. Jensen

Batting average is one of the principle performance measures for an individual baseball player. It is natural to statistically model this as a binomial-variable proportion, with a given (observed) number of qualifying attempts (called…

Applications · Statistics 2008-12-18 Lawrence D. Brown

In this paper, we try to predict the winning team of a match in the multiplayer eSports game Dota 2. To address the weaknesses of previous work, we consider more aspects of prior (pre-match) features from individual players' match history,…

Applications · Statistics 2017-01-17 Yifan Yang , Tian Qin , Yu-Heng Lei

We consider the task of determining the number of chances a soccer team creates, along with the composite nature of each chance-the players involved and the locations on the pitch of the assist and the chance. We propose an interpretable…

Applications · Statistics 2018-02-26 Gavin A. Whitaker , Ricardo Silva , Daniel Edwards

The goal of this paper is to develop an adjusted plus-minus statistic for NHL players that is independent of both teammates and opponents. We use data from the shift reports on NHL.com in a weighted least squares regression to estimate an…

Applications · Statistics 2011-11-28 Brian Macdonald

Probability predictions are essential to inform decision making across many fields. Ideally, probability predictions are (i) well calibrated, (ii) accurate, and (iii) bold, i.e., spread out enough to be informative for decision making.…

Methodology · Statistics 2024-06-07 Adeline P. Guthrie , Christopher T. Franck

We propose a Bayesian nonparametric matrix clustering approach to analyze the latent heterogeneity structure in the shot selection data collected from professional basketball players in the National Basketball Association (NBA). The…

Methodology · Statistics 2020-10-19 Fan Yin , Guanyu Hu , Weining Shen

Originally devised for baseball, the Pythagorean Won-Loss formula estimates the percentage of games a team should have won at a particular point in a season. For decades, this formula had no mathematical justification. In 2006, Steven…

Applications · Statistics 2013-10-21 Kevin D. Dayaratna , Steven J. Miller