First strongly Bayes-consistent algorithm for metric-valued regression with unbounded loss in the agnostic setting, based on metric medoids and semi-stable compression.
Theory of Statistics
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A generalization of Elo ratings updates player strengths via the score (log-likelihood gradient) for varied game outcomes, with derived properties of zero expected value, summation to zero, and reversion to unobserved true skills.
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Metric-valued regression
First strongly Bayes-consistent algorithm for metric-valued regression with unbounded loss in the agnostic setting, based on metric medoids and semi-stable compression.
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Score-Driven Rating System for Sports
A generalization of Elo ratings updates player strengths via the score (log-likelihood gradient) for varied game outcomes, with derived properties of zero expected value, summation to zero, and reversion to unobserved true skills.