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Activity Number: 352
Type: Contributed
Date/Time: Tuesday, July 31, 2012 : 10:30 AM to 12:20 PM
Sponsor: Section on Bayesian Statistical Science
Abstract - #304367
Title: Bayesian Online Ranking Using W-Stein's Identity
Author(s): Chiu-Hsing Weng*+
Companies: National Chengchi University
Address: Dept of Statistics, Taipei 11623, , Taiwan, Republic of China
Keywords: Bayesian ; chess ; Glicko ; online ranking ; W-Stein's identity

For Internet games, large online ranking systems are much needed. We propose a Bayesian approximation method, based on a variant of Stein's identity (1981), to obtain online ranking algorithms with simple analytic update rules. Experiments on game data show that the accuracy of our approach is competitive with state of the art systems such as TrueSkill, but the running time as well as the code are much shorter. We also compare our method with Glicko rating system, designed for rating chess players.

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