Modeling basketball games by inverse Gaussian processes

doi:10.1080/03610918.2020.1798461

CSpace

	Modeling basketball games by inverse Gaussian processes
	Tian, Xinyu 1,2; Gao, Yiran 3; Shi, Jian 1,2
	2020-07-25
发表期刊	COMMUNICATIONS IN STATISTICS-SIMULATION AND COMPUTATION
ISSN	0361-0918
页码	11
摘要	The scoring processes of home and away team in basketball games are modeled by two dependent inverse Gaussian processes with a team-specific parameter that measures the team strength. A common latent variable that measures the game pace is designed to characterize the dependence. A moment estimation method combined with maximum likelihood estimation is proposed to fit the parameters and a Bayesian method is applied to update the estimation and make in-game predictions. It is shown that the proposed model can obtain the same performance as the benchmark model, Gamma process model, in outcome prediction, point spread betting and model gambling.
关键词	Bayesian method Betting In-game prediction Inverse Gaussian process
DOI	10.1080/03610918.2020.1798461
收录类别	SCI
语种	英语
WOS研究方向	Mathematics
WOS类目	Statistics & Probability
WOS记录号	WOS:000553053100001
出版者	TAYLOR & FRANCIS INC
引用统计
文献类型	期刊论文
条目标识符	http://ir.amss.ac.cn/handle/2S8OKBNM/51874
专题	中国科学院数学与系统科学研究院
通讯作者	Shi, Jian
作者单位	1.Chinese Acad Sci, Acad Math & Syst Sci, Beijing, Peoples R China 2.Univ Chinese Acad Sci, Sch Math Sci, Beijing, Peoples R China 3.Beijing StatusWin Lottery Operat Technol Ltd, Beijing, Peoples R China
推荐引用方式 GB/T 7714	Tian, Xinyu,Gao, Yiran,Shi, Jian. Modeling basketball games by inverse Gaussian processes[J]. COMMUNICATIONS IN STATISTICS-SIMULATION AND COMPUTATION,2020:11.
APA	Tian, Xinyu,Gao, Yiran,&Shi, Jian.(2020).Modeling basketball games by inverse Gaussian processes.COMMUNICATIONS IN STATISTICS-SIMULATION AND COMPUTATION,11.
MLA	Tian, Xinyu,et al."Modeling basketball games by inverse Gaussian processes".COMMUNICATIONS IN STATISTICS-SIMULATION AND COMPUTATION (2020):11.