Search Results for author: Leszek Szczecinski

Found 7 papers, 1 papers with code

Automatic Regularization for Linear MMSE Filters

no code implementations11 Dec 2023 Daniel Gomes de Pinho Zanco, Leszek Szczecinski, Jacob Benesty

In this work, we consider the problem of regularization in minimum mean-squared error (MMSE) linear filters.

Stochastic analysis of the Elo rating algorithm in round-robin tournaments

no code implementations22 Dec 2022 Daniel Gomes de Pinho Zanco, Leszek Szczecinski, Eduardo Vinicius Kuhn, Rui Seara

The Elo algorithm, renowned for its simplicity, is widely used for rating in sports tournaments and other applications.

Rankability and Linear Ordering Problem: New Probabilistic Insight and Algorithms

1 code implementation8 Aug 2022 Leszek Szczecinski, Harsh Sukheja

), so we reformulate the problem and introduce a concept of the Slater spectrum that generalizes the Slater index, and then devise an algorithm to find the spectrum with complexity O(M^3 2^M) that is manageable for moderate values of M. Furthermore, with a minor modification of the algorithm, we are able to find all solutions of the LOP with the complexity O(M 2^M).

FIFA ranking: Evaluation and path forward

no code implementations20 Dec 2021 Leszek Szczecinski, Iris-Ioana Roatis

In particular, analyzing the games since the introduction of the algorithm in 2018, we conclude that the game's "importance" (as defined by FIFA) used in the algorithm is counterproductive from the point of view of the predictive capability of the algorithm.

Simplified Kalman filter for online rating: one-fits-all approach

no code implementations28 Apr 2021 Leszek Szczecinski, Raphaëlle Tihon

In order to clarify the conditions under which the gains of the Bayesian approach over the simpler solutions can actually materialize, we critically compare the known and the new algorithms by means of numerical examples using the synthetic as well as the empirical data.

G-Elo: Generalization of the Elo algorithm by modelling the discretized margin of victory

no code implementations20 Oct 2020 Leszek Szczecinski

Third, we propose a simple method to estimate the coefficients of the model, and thus define the operation of the algorithm; it is done in a closed form using the historical data so the algorithm is tailored to the sport of interest and the coefficients defining its operation are determined in entirely transparent manner.

Bilinear Models for Machine Learning

no code implementations6 Dec 2019 Tayssir Doghri, Leszek Szczecinski, Jacob Benesty, Amar Mitiche

In this work we define and analyze the bilinear models which replace the conventional linear operation used in many building blocks of machine learning (ML).

BIG-bench Machine Learning

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