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math.PR2024
An Analysis of Elo Rating Systems via Markov Chains
Sam Olesker-Taylor, Luca Zanetti
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--Terr…
math.PR2021★ 8 cited
Geometric Bounds on the Fastest Mixing Markov Chain
Sam Olesker-Taylor, Luca Zanetti
In the Fastest Mixing Markov Chain problem, we are given a graph and desire the discrete-time Markov chain with smallest mixing time subject to having equilibrium…