KMS Of Academy of mathematics and systems sciences, CAS
| Modeling basketball games by inverse Gaussian processes | |
| Tian, Xinyu1,2; Gao, Yiran3; Shi, Jian1,2 | |
| 2020-07-25 | |
| Source Publication | COMMUNICATIONS IN STATISTICS-SIMULATION AND COMPUTATION
 |
| ISSN | 0361-0918 |
| Pages | 11 |
| Abstract | 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. |
| Keyword | Bayesian method Betting In-game prediction Inverse Gaussian process |
| DOI | 10.1080/03610918.2020.1798461 |
| Indexed By | SCI |
| Language | 英语 |
| WOS Research Area | Mathematics |
| WOS Subject | Statistics & Probability |
| WOS ID | WOS:000553053100001 |
| Publisher | TAYLOR & FRANCIS INC |
| Citation statistics | |
| Document Type | 期刊论文 |
| Identifier | http://ir.amss.ac.cn/handle/2S8OKBNM/51874 |
| Collection | 中国科学院数学与系统科学研究院 |
| Corresponding Author | Shi, Jian |
| Affiliation | 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 |
| Recommended Citation 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. |
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