- Series
- Job Candidate Talk
- Time
- Monday, February 27, 2017 - 3:05pm for 1 hour (actually 50 minutes)
- Location
- Skiles 006
- Speaker
- Sabyasachi Chatterjee – University of Chicago – sabyasachi@uchicago.edu – http://www.stat.uchicago.edu/~sabyasachi/
- Organizer
- Christian Houdré
We consider the problem of
estimating pairwise comparison probabilities in a tournament setting
after observing every pair of teams play with each other once. We assume
the true pairwise probability matrix satisfies a stochastic
transitivity condition which
is popular in the Social Sciences.This stochastic transitivity
condition generalizes the ubiquitous Bradley- Terry model used in the
ranking literature. We propose a computationally efficient estimator for
this problem, borrowing ideas from recent work on
Shape Constrained Regression. We show that the worst case rate of our
estimator matches the best known rate for computationally tractable
estimators. Additionally we show our estimator enjoys faster rates of
convergence for several sub parameter spaces of
interest thereby showing automatic adaptivity. We also study the
missing data setting where only a fraction of all possible games are
observed at random.