In this paper we propose a class of efficient Generalized Method-of-Moments (GMM) algorithms for computing parameters of the Plackett-Luce model, where the data consists of full rankings over alternatives. Our technique is based on breaking the full rankings into pairwise comparisons, and then computing param-eters that satisfy a set of generalized moment conditions. We identify conditions for the output of GMM to be unique, and identify a general class of consistent and inconsistent breakings. We then show by theory and experiments that our al-gorithms run significantly faster than the classical Minorize-Maximization (MM) algorithm, while achieving competitive statistical efficiency.
The Robust Generalized Methods of Moments (RGMM) and the Indirect Robust GMM (IRGMM) are algorithms ...
This paper proposes efficient estimation methods of unknown parameters when frequencies as well as l...
We propose a simple computational method in the context of generalized method of moments for improvi...
In this paper we propose a class of efficient Generalized Method-of-Moments (GMM) algorithms for com...
In this paper we propose a class of efficient Generalized Method-of-Moments(GMM) algorithms for comp...
Rank breaking is a methodology introduced by Azari Soufiani et al. (2013a) for applying a Generalize...
This paper derives conditions under which the generalized method of moments (GMM) estimator is as ef...
We describe an intuitive, simple, and systematic approach to generating moment conditions for genera...
We describe an intuitive, simple, and systematic approach to generating moment conditions for genera...
The analysis of ranking data has recently received increasing attention in many fields (i.e. politic...
To obtain consistency and asymptotic normality, a generalized method of moments (GMM) estimator typi...
The problem of assigning ranking scores to items based on observed comparison data (e.g., paired com...
The topic of this bachelor thesis is the Generalized Method of Moments (GMM), its asymptotic propert...
We propose a new family of algorithms for bounding/approximating the optimal solution of rank aggreg...
The generalized method of moments (GMM) is the centrepiece of semiparametric estimation frameworks. ...
The Robust Generalized Methods of Moments (RGMM) and the Indirect Robust GMM (IRGMM) are algorithms ...
This paper proposes efficient estimation methods of unknown parameters when frequencies as well as l...
We propose a simple computational method in the context of generalized method of moments for improvi...
In this paper we propose a class of efficient Generalized Method-of-Moments (GMM) algorithms for com...
In this paper we propose a class of efficient Generalized Method-of-Moments(GMM) algorithms for comp...
Rank breaking is a methodology introduced by Azari Soufiani et al. (2013a) for applying a Generalize...
This paper derives conditions under which the generalized method of moments (GMM) estimator is as ef...
We describe an intuitive, simple, and systematic approach to generating moment conditions for genera...
We describe an intuitive, simple, and systematic approach to generating moment conditions for genera...
The analysis of ranking data has recently received increasing attention in many fields (i.e. politic...
To obtain consistency and asymptotic normality, a generalized method of moments (GMM) estimator typi...
The problem of assigning ranking scores to items based on observed comparison data (e.g., paired com...
The topic of this bachelor thesis is the Generalized Method of Moments (GMM), its asymptotic propert...
We propose a new family of algorithms for bounding/approximating the optimal solution of rank aggreg...
The generalized method of moments (GMM) is the centrepiece of semiparametric estimation frameworks. ...
The Robust Generalized Methods of Moments (RGMM) and the Indirect Robust GMM (IRGMM) are algorithms ...
This paper proposes efficient estimation methods of unknown parameters when frequencies as well as l...
We propose a simple computational method in the context of generalized method of moments for improvi...