2024/06/09 by Sam Olesker-Taylor, Olesker-Taylor, Sam, Luca Zanetti +1 · 1 citation
Engineering · #Electric Power System Optimization #FOS: Computer and information sciences #FOS: Mathematics #Machine Learning (stat.ML) #Probability (math.PR) #Statistics Theory (math.ST)
paper · pdf · doi:10.48550/arxiv.2406.05869
openalex publication_date 2024/06/09 · openalex created_date 2025/10/10 · openalex updated_date 2026/07/28
We present a theoretical analysis of the Elo rating system, a popular method for ranking skills of players in an online setting. In particular, we study Elo under the Bradley--Terry--Luce model and, using techniques from Markov chain theory, show that Elo learns the model parameters at a rate competitive with the state of the art. We apply our results to the problem of efficient tournament design and discuss a connection with the fastest-mixing Markov chain problem.