snowle.pdf
TRANSCRIPT
8172019 snowlepdf
httpslidepdfcomreaderfullsnowlepdf 12
1 snowl 211
111
50000
bullbull
bull
Bradley-Terry +MM
f( )
112
( )
K ( )Bradley-Terry K 1000
K ( )
12
2 Bradley-Terry
Bradley-Terry i
θi i θi i j
P (i j ) = θiθi+θj
Bradley-Terry 2 n
8172019 snowlepdf
httpslidepdfcomreaderfullsnowlepdf 22
P (i ) = θiθ1+θ2++θn
foralli isin 1n
( )3 (123421567)
Bradley-Terry 123
P (1 2 3 4 2 1 5 6 7 ) = θ1θ2θ3θ1θ2θ3+θ4θ2+θ1θ5θ6θ7
3 MM
Bradley-Terry
L(θ) =mprodi=1
mprodj=1
983080 θiθi+θj
983081wij
m θ1 θ2θm wij i j
θ(k+1)i = W i
983131sumj=i
N ij
θ(k)i +θ
(k)j
983133minus1
W i = sumj=iwij i N ij = wij + wjisumi
θ(k+1)i = 1
( )
θ(k+1)i = W i
983131sumjlti
N ij
θ(k)i +θ
(k+1)j
+ sumjgti
N ij
θ(k)i +θ
(k)j
983133minus1
[1] David R Hunter MM algorithms for generalized Bradley-Terry models The Annals of
Statistics32(1)384-406 (2004)
8172019 snowlepdf
httpslidepdfcomreaderfullsnowlepdf 22
P (i ) = θiθ1+θ2++θn
foralli isin 1n
( )3 (123421567)
Bradley-Terry 123
P (1 2 3 4 2 1 5 6 7 ) = θ1θ2θ3θ1θ2θ3+θ4θ2+θ1θ5θ6θ7
3 MM
Bradley-Terry
L(θ) =mprodi=1
mprodj=1
983080 θiθi+θj
983081wij
m θ1 θ2θm wij i j
θ(k+1)i = W i
983131sumj=i
N ij
θ(k)i +θ
(k)j
983133minus1
W i = sumj=iwij i N ij = wij + wjisumi
θ(k+1)i = 1
( )
θ(k+1)i = W i
983131sumjlti
N ij
θ(k)i +θ
(k+1)j
+ sumjgti
N ij
θ(k)i +θ
(k)j
983133minus1
[1] David R Hunter MM algorithms for generalized Bradley-Terry models The Annals of
Statistics32(1)384-406 (2004)