Classification by pairwise coupling

We discuss a strategy for polychotomous classification that involves estimating class probabilities for each pair of classes, and then cou-pling the estimates together. The coupling model is similar to the Bradley-Terry method for paired comparisons. We study the na-ture of the class probability estimates that arise, and examine the performance of the procedure in simulated datasets. The classifiers used include linear discriminants and nearest neighbors: applica-tion to support vector machines is also briefly described.