Markov decision processes with dynamic transition probabilities: an analysis of shooting strategies in basketball

DOI10.1214/20-AOAS1348MaRDI QIDQ2044233zbMATH OpenFDO

Authors Nathan Sandholtz, Luke Bornn

Publication date 4 August 2021

Published in The Annals of Applied Statistics (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1812.05170, https://projecteuclid.org/euclid.aoas/1600454859

zbMATH Keywords

basketballBayesian hierarchical modelMarkov decision processoptical tracking datasimulation

Mathematics Subject Classification ID

Compound decision problems in statistical decision theory (62C25) Markov processes: estimation; hidden Markov models (62M05) Applications of statistics to social sciences (62P25)

Abstract: In this paper we model basketball plays as episodes from team-specific non-stationary Markov decision processes (MDPs) with shot clock dependent transition probabilities. Bayesian hierarchical models are employed in the modeling and parametrization of the transition probabilities to borrow strength across players and through time. To enable computational feasibility, we combine lineup-specific MDPs into team-average MDPs using a novel transition weighting scheme. Specifically, we derive the dynamics of the team-average process such that the expected transition count for an arbitrary state-pair is equal to the weighted sum of the expected counts of the separate lineup-specific MDPs. We then utilize these non-stationary MDPs in the creation of a basketball play simulator with uncertainty propagated via posterior samples of the model components. After calibration, we simulate seasons both on-policy and under altered policies and explore the net changes in efficiency and production under the alternate policies. Additionally, we discuss the game-theoretic ramifications of testing alternative decision policies.

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Cites work

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Cited in

(6)

• A unified theory for bivariate scores in possessive ball-sports: the case of handball
• A discrete-time and finite-state Markov chain based in-play prediction model for NBA basketball matches
• Home advantage and mispricing in indoor sports' ghost games: the case of European basketball
• Markov-switching decision trees
• Expected points above average: a novel NBA player metric based on Bayesian hierarchical modeling
• On the combination of data smoothing and Markov-switching models

Describes a project that uses

Uses Software

• Stan

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