BTdecayLasso

Bradley-Terry Model with Exponential Time Decayed Log-Likelihood and Adaptive Lasso

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We utilize the Bradley-Terry Model to estimate the abilities of teams using paired comparison data. For dynamic approximation of current rankings, we employ the Exponential Decayed Log-likelihood function, and we also apply the Lasso penalty for variance reduction and grouping. The main algorithm applies the Augmented Lagrangian Method described by Masarotto and Varin (2012) doi:10.1214/12-AOAS581.

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