BTdecayLasso (Q149775)
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Bradley-Terry Model with Exponential Time Decayed Log-Likelihood and Adaptive Lasso
Language | Label | Description | Also known as |
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English | BTdecayLasso |
Bradley-Terry Model with Exponential Time Decayed Log-Likelihood and Adaptive Lasso |
Statements
7 December 2023
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We utilize the Bradley-Terry Model to estimate the abilities of teams using paired comparison data. For dynamic approximation of current rankings, we employ the Exponential Decayed Log-likelihood function, and we also apply the Lasso penalty for variance reduction and grouping. The main algorithm applies the Augmented Lagrangian Method described by Masarotto and Varin (2012) <doi:10.1214/12-AOAS581>.
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expanded from: GPL (≥ 2) (English)
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