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Let the objective unction \( f \) depends on the target variable \( x \) along with a nuisance variable \( s \): \( f(v) = f(x,s) \). The goal is to identify the marginal solution \( x^{*} = \arg\min_{x} \min_{s} f(x,s) \). This paper…

Optimization and Control · Mathematics 2026-05-12 Vladimir Spokoiny

Bradley-Terry-Luce (BTL) model estimation is a well-established strategy to rank a collection of items given a dataset of pairwise comparisons. Although the theoretical performance of BTL estimation methods, such as spectral and maximum…

Machine Learning · Computer Science 2026-05-25 Dongmin Lee , Anuran Makur , Japneet Singh

The Bradley-Terry-Luce (BTL) model is a popular statistical approach for estimating the global ranking of a collection of items using pairwise comparisons. To ensure accurate ranking, it is essential to obtain precise estimates of the model…

Statistics Theory · Mathematics 2022-06-24 Wanshan Li , Shamindra Shrotriya , Alessandro Rinaldo

We propose a novel combinatorial inference framework to conduct general uncertainty quantification in ranking problems. We consider the widely adopted Bradley-Terry-Luce (BTL) model, where each item is assigned a positive preference score…

Machine Learning · Statistics 2021-10-04 Yue Liu , Ethan X. Fang , Junwei Lu

This paper revisits the classical inference results for profile quasi maximum likelihood estimators (profile MLE) in the semiparametric estimation problem. We mainly focus on two prominent theorems: the Wilks phenomenon and Fisher expansion…

Statistics Theory · Mathematics 2014-06-18 Andreas Andresen , Vladimir Spokoiny

Large language model (LLM) evaluation platforms increasingly rely on pairwise human judgments. These data are noisy, sparse, and non-uniform, yet leaderboards are reported with limited uncertainty quantification. We study this as…

Methodology · Statistics 2026-04-08 Jiachun Li , David Simchi-Levi , Will Wei Sun

Given partially observed pairwise comparison data generated by the Bradley-Terry-Luce (BTL) model, we study the problem of top-$k$ ranking. That is, to optimally identify the set of top-$k$ players. We derive the minimax rate with respect…

Statistics Theory · Mathematics 2021-07-16 Pinhan Chen , Chao Gao , Anderson Y. Zhang

The Bradley-Terry-Luce (BTL) model is one of the most widely used models for ranking a collection of items or agents based on pairwise comparisons among them. Given $n$ agents, the BTL model endows each agent $i$ with a latent skill score…

Machine Learning · Computer Science 2025-12-03 Anuran Makur , Japneet Singh

Suppose that we observe entries or, more generally, linear combinations of entries of an unknown $m\times T$-matrix $A$ corrupted by noise. We are particularly interested in the high-dimensional setting where the number $mT$ of unknown…

Statistics Theory · Mathematics 2011-05-16 Angelika Rohde , Alexandre B. Tsybakov

The Bradley-Terry-Luce (BTL) model is a benchmark model for pairwise comparisons between individuals. Despite recent progress on the first-order asymptotics of several popular procedures, the understanding of uncertainty quantification in…

Statistics Theory · Mathematics 2022-08-11 Chao Gao , Yandi Shen , Anderson Y. Zhang

We consider a general multivariate model where univariate marginal distributions are known up to a parameter vector and we are interested in estimating that parameter vector without specifying the joint distribution, except for the…

General Economics · Economics 2024-02-01 Ivan Medovikov , Valentyn Panchenko , Artem Prokhorov

Semi-supervised learning by self-training heavily relies on pseudo-label selection (PLS). The selection often depends on the initial model fit on labeled data. Early overfitting might thus be propagated to the final model by selecting…

Machine Learning · Statistics 2023-06-27 Julian Rodemann , Jann Goschenhofer , Emilio Dorigatti , Thomas Nagler , Thomas Augustin

We present a sublinear query algorithm for outputting a near-optimal low-rank approximation to any positive semidefinite Toeplitz matrix $T \in \mathbb{R}^{d \times d}$. In particular, for any integer rank $k \leq d$ and $\epsilon,\delta >…

Data Structures and Algorithms · Computer Science 2022-11-22 Michael Kapralov , Hannah Lawrence , Mikhail Makarov , Cameron Musco , Kshiteej Sheth

In this paper we consider the problem of inference in statistical models characterized by moment restrictions by casting the problem within the Exponentially Tilted Empirical Likelihood (ETEL) framework. Because the ETEL function has a well…

Methodology · Statistics 2017-04-10 Siddhartha Chib , Minchul Shin , Anna Simoni

This paper studies inference in linear models with a high-dimensional parameter matrix that can be well-approximated by a ``spiked low-rank matrix.'' A spiked low-rank matrix has rank that grows slowly compared to its dimensions and nonzero…

Statistics Theory · Mathematics 2023-01-04 Victor Chernozhukov , Christian Hansen , Yuan Liao , Yinchu Zhu

Statistical inference in parametric models (e.g., the Bradley--Terry model and its variants) for paired-comparison data has been explored in the high-dimensional regime, in which the number of items involving in paired comparisons diverges.…

Methodology · Statistics 2026-04-01 Haoyue Song , Lianqiang Qu , Ting Yan , Yuguo Chen

We propose, for multivariate Gaussian copula models with unknown margins and structured correlation matrices, a rank-based, semiparametrically efficient estimator for the Euclidean copula parameter. This estimator is defined as a one-step…

Methodology · Statistics 2014-10-02 Johan Segers , Ramon van den Akker , Bas J. M. Werker

This technical report studies the problem of ranking from pairwise comparisons in the classical Bradley-Terry-Luce (BTL) model, with a focus on score estimation. For general graphs, we show that, with sufficiently many samples, maximum…

Machine Learning · Statistics 2023-04-17 Yanxi Chen

We consider the estimation problem in high-dimensional semi-supervised learning. Our goal is to investigate when and how the unlabeled data can be exploited to improve the estimation of the regression parameters of linear model in light of…

Methodology · Statistics 2023-03-21 Siyi Deng , Yang Ning , Jiwei Zhao , Heping Zhang

The purpose of this article is to develop a general parametric estimation theory that allows the derivation of the limit distribution of estimators in non-regular models where the true parameter value may lie on the boundary of the…

Statistics Theory · Mathematics 2022-11-28 Junichiro Yoshida , Nakahiro Yoshida
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