Bradley-Terry likelihood Hessian

ID: bradley-terry-likelihood-hessian

In log abilities, the negative Hessian matrix is a weighted Graph Laplacian of the comparison graph. If that comparison graph is a connected graph and the abilities are finite, the quadratic form vanishes only for constant vectors. Thus the log-likelihood is strictly concave after fixing the common additive constant. If the directed graph of observed wins is a strongly connected directed graph, letting contrasts diverge forces at least one observed-win probability to zero, so the log-likelihood tends to negative infinity. A finite maximizer exists and is unique up to common scaling of abilities.

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