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Estimating win probability is one of the classic modeling tasks of sports analytics. Many widely used win probability estimators use machine learning to fit the relationship between a binary win/loss outcome variable and certain game-state…

Methodology · Statistics 2025-08-21 Ryan S. Brill , Ronald Yurko , Abraham J. Wyner

This paper presents a general and efficient framework for probabilistic inference and learning from arbitrary uncertain information. It exploits the calculation properties of finite mixture models, conjugate families and factorization. Both…

Artificial Intelligence · Computer Science 2011-05-19 M. C. Garrido , P. E. Lopez-de-Teruel , A. Ruiz

The estimation of rare event probabilities plays a pivotal role in diverse fields. Our aim is to determine the probability of a hazard or system failure occurring when a quantity of interest exceeds a critical value. In our approach, the…

Methodology · Statistics 2025-04-11 Lea Friedli , David Ginsbourger , Arnaud Doucet , Niklas Linde

Forecasting techniques for assessing the power of future experiments to discriminate between theories or discover new laws of nature are of great interest in many areas of science. In this paper, we introduce a Bayesian forecasting method…

Data Analysis, Statistics and Probability · Physics 2024-09-24 Mohammad Hossein Namjoo

A restricted Boltzmann machine is a generative probabilistic graphic network. A probability of finding the network in a certain configuration is given by the Boltzmann distribution. Given training data, its learning is done by optimizing…

Disordered Systems and Neural Networks · Physics 2020-05-28 Sangchul Oh , Abdelkader Baggag , Hyunchul Nha

We study inference with a small labeled sample, a large unlabeled sample, and high-quality predictions from an external model. We link prediction-powered inference with empirical likelihood by stacking supervised estimating equations based…

Methodology · Statistics 2025-12-19 Guanghui Wang , Mengtao Wen , Changliang Zou

We consider an empirical likelihood framework for inference for a statistical model based on an informative sampling design. Covariate information is incorporated both through the weights and the estimating equations. The estimator is based…

Methodology · Statistics 2019-05-03 Sanjay Chaudhuri , Mark S. Handcock

A framework for relativistic thermodynamics and statistical physics is built by first exploiting the symmetries between energy and momentum in the derivation of the Boltzmann distribution, then using Einstein's energy-momentum relationship…

Statistical Mechanics · Physics 2020-07-09 Alexander Taskov

The most fundamental problem in statistical causality is determining causal relationships from limited data. Probability trees, which combine prior causal structures with Bayesian updates, have been suggested as a possible solution. In this…

Machine Learning · Computer Science 2022-05-19 Tue Herlau

Prediction and modelling of competitive sports outcomes has received much recent attention, especially from the Bayesian statistics and machine learning communities. In the real world setting of outcome prediction, the seminal \'{E}l\H{o}…

Machine Learning · Statistics 2017-01-30 Franz J. Király , Zhaozhi Qian

We propose a statistical framework for quantifying the importance of single events that do not provide intermediate rewards but offer implicit incentives through the reward structure at the end of a multi-event contest. Applying the…

Applications · Statistics 2022-07-07 Daniel Goller , Sandro Heiniger

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

We give elementary examples within a framework for studying decisions under uncertainty where probabilities are only roughly known. The framework, in gambling terms, is that the size of a bet is proportional to the gambler's perceived…

Probability · Mathematics 2023-12-19 David J. Aldous , F. Thomas Bruss

We examine the {combinatorial} or {probabilistic} definition ("Boltzmann's principle") of the entropy or cross-entropy function $H \propto \ln \mathbb{W}$ or $D \propto - \ln \mathbb{P}$, where $\mathbb{W}$ is the statistical weight and…

Statistical Mechanics · Physics 2015-05-13 Robert K. Niven

In information theory, one area of interest is gambling, where mutual information characterizes the maximal gain in wealth growth rate due to knowledge of side information; the betting strategy that achieves this maximum is named the Kelly…

Information Theory · Computer Science 2019-05-08 Dror A. Vinkler , Haim H. Permuter , Neri Merhav

These lectures concern two topics that are becoming increasingly important in the analysis of High Energy Physics (HEP) data: Bayesian statistics and multivariate methods. In the Bayesian approach we extend the interpretation of probability…

Data Analysis, Statistics and Probability · Physics 2010-12-17 G. Cowan

These lectures deal with the problem of inductive inference, that is, the problem of reasoning under conditions of incomplete information. Is there a general method for handling uncertainty? Or, at least, are there rules that could in…

Data Analysis, Statistics and Probability · Physics 2016-09-08 Ariel Caticha

In Major League Baseball, strategy and planning are major factors in determining the outcome of a game. Previous studies have aided this by building machine learning models for predicting the winning team of any given game. We extend this…

Machine Learning · Computer Science 2025-11-05 Morgan Allen , Paul Savala

We consider an empirical likelihood framework for inference for a statistical model based on an informative sampling design and population-level information. The population-level information is summarized in the form of estimating equations…

Methodology · Statistics 2022-09-07 Sanjay Chaudhuri , Mark S. Handcock , Michael S. Rendall

While a large body of work has scrutinized the meaning of conditional sentences, considerably less attention has been paid to formal models of their pragmatic use and interpretation. Here, we take a probabilistic approach to pragmatic…

Computation and Language · Computer Science 2022-10-14 Britta Grusdt , Daniel Lassiter , Michael Franke
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