A State-Space Perspective on Modelling and Inference for Online Skill Rating

We summarize popular methods used for skill rating in competitive sports, along with their inferential paradigms and introduce new approaches based on sequential Monte Carlo and discrete hidden Markov models. We advocate for a state-space model perspective, wherein players’ skills are represented as time-varying, and match results serve as observed quantities. We explore the steps to construct the model and the three stages of inference: filtering, smoothing, and parameter estimation. We examine the challenges of scaling up to numerous players and matches, highlighting the main approximations and reductions which facilitate statistical and computational efficiency. We additionally compare approaches in a realistic experimental pipeline that can be easily reproduced and extended with our open-source Python package, abile.