A regularized hidden Markov model for analyzing the 'hot shoe' in football

Ötting M, Groll A (2021)
Statistical Modelling: 1471082X211008014.

Zeitschriftenaufsatz | E-Veröff. vor dem Druck | Englisch
 
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Autor*in
Ötting, MariusUniBi ; Groll, Andreas
Abstract / Bemerkung
We propose a penalized likelihood approach in hidden Markov models (HMMs) to perform automated variable selection. To account for a potential large number of covariates, which also may be substantially correlated, we consider the elastic net penalty containing LASSO and ridge as special cases. By quadratically approximating the non-differentiable penalty, we ensure that the likelihood can be maximized numerically. The feasibility of our approach is assessed in simulation experiments. As a case study, we examine the 'hot hand' effect, whose existence is highly debated in different fields, such as psychology and economics. In the present work, we investigate a potential 'hot shoe' effect for the performance of penalty takers in (association) football, where the (latent) states of the HMM serve for the underlying form of a player.
Stichworte
Hidden Markov model; Regularization; elastic net; football; sports; analytics
Erscheinungsjahr
2021
Zeitschriftentitel
Statistical Modelling
Art.-Nr.
1471082X211008014
ISSN
1471-082X
eISSN
1477-0342
Page URI
https://pub.uni-bielefeld.de/record/2955697

Zitieren

Ötting M, Groll A. A regularized hidden Markov model for analyzing the 'hot shoe' in football. Statistical Modelling. 2021: 1471082X211008014.
Ötting, M., & Groll, A. (2021). A regularized hidden Markov model for analyzing the 'hot shoe' in football. Statistical Modelling, 1471082X211008014. https://doi.org/10.1177/1471082X211008014
Ötting, M., and Groll, A. (2021). A regularized hidden Markov model for analyzing the 'hot shoe' in football. Statistical Modelling:1471082X211008014.
Ötting, M., & Groll, A., 2021. A regularized hidden Markov model for analyzing the 'hot shoe' in football. Statistical Modelling, : 1471082X211008014.
M. Ötting and A. Groll, “A regularized hidden Markov model for analyzing the 'hot shoe' in football”, Statistical Modelling, 2021, : 1471082X211008014.
Ötting, M., Groll, A.: A regularized hidden Markov model for analyzing the 'hot shoe' in football. Statistical Modelling. : 1471082X211008014 (2021).
Ötting, Marius, and Groll, Andreas. “A regularized hidden Markov model for analyzing the 'hot shoe' in football”. Statistical Modelling (2021): 1471082X211008014.

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