Bradley-Terry model 2026-10-06
The Bradley-Terry model assigns positive abilities and the displayed pairwise winning probabilities. Multiplying all abilities by the same positive scalar leaves the probabilities unchanged, so identifiability requires a normalization. In log abilities , the model has comparison probabilities obtained from the logistic function. Either parametrization induces the same ordering of players.
Orient the edges of a comparison tree and set . After anchoring one vertex strength, these edge quantities are unconstrained coordinates. The Bradley-Terry model probability is the logistic function of , and its binomial log-likelihood contribution is . Differentiating gives the fitted odds .
Past exam of the mathematics course of the University of Cambridge 2014 iii Paper 35 4 b Solution Created 2026-10-03 Updated 2026-10-06
The intercept is the midpoint of the two log odds:Equivalently is the geometric mean of the two odds. The logistic function evaluated at represents a central event probability, and approximates the average of the two group probabilities when is small. It is not generally their arithmetic average, nor is specifically the control-group log odds.
Past exam of the mathematics course of the University of Cambridge 2014 iii Paper 39 5 Solution Created 2026-10-03 Updated 2026-10-06
The Bradley-Terry model assigns comparison probability to each observed edge. Up to factors independent of the parameters, its likelihood function isThe comparison graph is a path graph, hence a tree. After fixing , its edge ratios are unconstrained positive coordinates: every collection determines uniquely .
For a convenient strict-concavity calculation, use the edge log-ratios in a Bradley-Terry comparison tree . The log-likelihood separates asEach derivative is , where is the logistic function of , and each second derivative is . Because , there is a unique finite global maximum atConverting back gives the Bradley-Terry maximum-likelihood estimate on a path:Equivalently, recurse backwards using . All estimates are finite and positive. The sample size changes the curvature of the likelihood but not this maximizer; absence of comparison cycles is what permits every empirical edge proportion to be fitted simultaneously.
Past exam of the mathematics course of the University of Cambridge 2015 iii Paper 37 6 i c Solution Created 2026-10-03 Updated 2026-10-06
For , put and . Removing all factors independent of from the posterior distribution gives, for ,A stable implementation uses the difference of the log weights. The conditional log odds areso , a logistic function. For very large , evaluate this logistic expression using the sign of to avoid exponential overflow.
For Gibbs sampling for a finite hidden spin field, initialize any spin configuration. At every step choose uniformly, draw a fresh uniform variable, set spin to with the probability above and to otherwise, and leave all remaining spins fixed. This Random-scan Gibbs sampler has the stated posterior distribution invariant by detailed balance of a random-scan Gibbs sampler. All conditional probabilities are strictly between zero and one. For the one-site case, the conditional probabilities are both .