A0315
Title: Rating of players by Laplace approximation and dynamic modeling
Authors: Chiu-Hsing Weng - National Chengchi University (Taiwan) [presenting]
Abstract: The Elo rating system is a simple and widely used method for calculating players' skills from paired comparison data. Many have extended it in various ways. Yet the question of updating players' variances remains to be further explored. We address the issue of variance update by using the Laplace approximation for posterior distribution, together with a random walk model for the dynamics of players' strengths. The random walk model is motivated by the Glicko system, but here we assume nonidentically distributed increments to take care of player heterogeneity. Experiments on men's professional matches showed that the prediction accuracy slightly improves when the variance update is performed. It also showed that young players' strengths may be better captured with the variance update.
