Papers › Nonparametric Estimation in the Dynamic Bradley-Terry Model
Nonparametric Estimation in the Dynamic Bradley-Terry Model
Heejong Bong, Wanshan Li, Shamindra Shrotriya, Alessandro Rinaldo
We propose a time-varying generalization of the Bradley-Terry model that allows for nonparametric modeling of dynamic global rankings of distinct teams. We develop a novel estimator that relies on kernel smoothing to pre-process the pairwise comparisons over time and is applicable in sparse settings where the Bradley-Terry may not be fit. We obtain necessary and sufficient conditions for the existence and uniqueness of our estimator. We also derive time-varying oracle bounds for both the estimation error and the excess risk in the model-agnostic setting where the Bradley-Terry model is not necessarily the true data generating process. We thoroughly test the practical effectiveness of our model using both simulated and real world data and suggest an efficient data-driven approach for bandwidth tuning.
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