Statistical inference for pairwise comparison models

• Main Authors: Han, Ruijian, Tang, Wenlu, Xu, Yiming
• Format: Journal Article
• Language: English
• Published: 16.01.2024
• Subjects: Mathematics - Statistics Theory; Statistics - Machine Learning; Statistics - Theory
• DOI: 10.48550/arxiv.2401.08463

Pairwise comparison models have been widely used for utility evaluation and ranking across various fields. The increasing scale of problems today underscores the need to understand statistical inference in these models when the number of subjects diverges, a topic currently lacking in the literature except in a few special instances. To partially address this gap, this paper establishes a near-optimal asymptotic normality result for the maximum likelihood estimator in a broad class of pairwise comparison models, as well as a non-asymptotic convergence rate for each individual subject under comparison. The key idea lies in identifying the Fisher information matrix as a weighted graph Laplacian, which can be studied via a meticulous spectral analysis. Our findings provide a unified theory for performing statistical inference in a wide range of pairwise comparison models beyond the Bradley--Terry model, benefiting practitioners with theoretical guarantees for their use. Simulations utilizing synthetic data are conducted to validate the asymptotic normality result, followed by a hypothesis test using a tennis competition dataset.