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Predictive Bayesian selection of multistep Markov chains, applied to the detection of the hot hand and other statistical dependencies in free throws
Consider the problem of modelling memory effects in discrete-state random walks using higher-order Markov chains. This paper explores cross-validation and information criteria as proxies for a model’s predictive accuracy. Our objective is to select, from data, the number of prior states of recent hi...
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Formato: | Online Artículo Texto |
Lenguaje: | English |
Publicado: |
The Royal Society
2019
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Materias: | |
Acceso en línea: | https://www.ncbi.nlm.nih.gov/pmc/articles/PMC6458367/ https://www.ncbi.nlm.nih.gov/pubmed/31032054 http://dx.doi.org/10.1098/rsos.182174 |
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author | Chang, Joshua C. |
author_facet | Chang, Joshua C. |
author_sort | Chang, Joshua C. |
collection | PubMed |
description | Consider the problem of modelling memory effects in discrete-state random walks using higher-order Markov chains. This paper explores cross-validation and information criteria as proxies for a model’s predictive accuracy. Our objective is to select, from data, the number of prior states of recent history upon which a trajectory is statistically dependent. Through simulations, I evaluate these criteria in the case where data are drawn from systems with fixed orders of history, noting trends in the relative performance of the criteria. As a real-world illustrative example of these methods, this manuscript evaluates the problem of detecting statistical dependencies in shot outcomes in free throw shooting. Over three National Basketball Association (NBA) seasons analysed, several players exhibited statistical dependencies in free throw hitting probability of various types—hot handedness, cold handedness and error correction. For the 2013–2014 to 2015–2016 NBA seasons, I detected statistical dependencies in 23% of all player-seasons. Focusing on a single player, in two of these three seasons, LeBron James shot a better percentage after an immediate miss than otherwise. Conditioning on the previous outcome makes for a more-predictive model than treating free throw makes as independent. When extended specifically to LeBron James' 2016–2017 season, a model depending on the previous shot (single-step Markovian) does not clearly beat a model with independent outcomes. An error-correcting variable length model of two parameters, where James shoots a higher percentage after a missed free throw than otherwise, is more predictive than either model. |
format | Online Article Text |
id | pubmed-6458367 |
institution | National Center for Biotechnology Information |
language | English |
publishDate | 2019 |
publisher | The Royal Society |
record_format | MEDLINE/PubMed |
spelling | pubmed-64583672019-04-26 Predictive Bayesian selection of multistep Markov chains, applied to the detection of the hot hand and other statistical dependencies in free throws Chang, Joshua C. R Soc Open Sci Mathematics Consider the problem of modelling memory effects in discrete-state random walks using higher-order Markov chains. This paper explores cross-validation and information criteria as proxies for a model’s predictive accuracy. Our objective is to select, from data, the number of prior states of recent history upon which a trajectory is statistically dependent. Through simulations, I evaluate these criteria in the case where data are drawn from systems with fixed orders of history, noting trends in the relative performance of the criteria. As a real-world illustrative example of these methods, this manuscript evaluates the problem of detecting statistical dependencies in shot outcomes in free throw shooting. Over three National Basketball Association (NBA) seasons analysed, several players exhibited statistical dependencies in free throw hitting probability of various types—hot handedness, cold handedness and error correction. For the 2013–2014 to 2015–2016 NBA seasons, I detected statistical dependencies in 23% of all player-seasons. Focusing on a single player, in two of these three seasons, LeBron James shot a better percentage after an immediate miss than otherwise. Conditioning on the previous outcome makes for a more-predictive model than treating free throw makes as independent. When extended specifically to LeBron James' 2016–2017 season, a model depending on the previous shot (single-step Markovian) does not clearly beat a model with independent outcomes. An error-correcting variable length model of two parameters, where James shoots a higher percentage after a missed free throw than otherwise, is more predictive than either model. The Royal Society 2019-03-20 /pmc/articles/PMC6458367/ /pubmed/31032054 http://dx.doi.org/10.1098/rsos.182174 Text en © 2019 The Authors. http://creativecommons.org/licenses/by/4.0/ Published by the Royal Society under the terms of the Creative Commons Attribution License http://creativecommons.org/licenses/by/4.0/, which permits unrestricted use, provided the original author and source are credited. |
spellingShingle | Mathematics Chang, Joshua C. Predictive Bayesian selection of multistep Markov chains, applied to the detection of the hot hand and other statistical dependencies in free throws |
title | Predictive Bayesian selection of multistep Markov chains, applied to the detection of the hot hand and other statistical dependencies in free throws |
title_full | Predictive Bayesian selection of multistep Markov chains, applied to the detection of the hot hand and other statistical dependencies in free throws |
title_fullStr | Predictive Bayesian selection of multistep Markov chains, applied to the detection of the hot hand and other statistical dependencies in free throws |
title_full_unstemmed | Predictive Bayesian selection of multistep Markov chains, applied to the detection of the hot hand and other statistical dependencies in free throws |
title_short | Predictive Bayesian selection of multistep Markov chains, applied to the detection of the hot hand and other statistical dependencies in free throws |
title_sort | predictive bayesian selection of multistep markov chains, applied to the detection of the hot hand and other statistical dependencies in free throws |
topic | Mathematics |
url | https://www.ncbi.nlm.nih.gov/pmc/articles/PMC6458367/ https://www.ncbi.nlm.nih.gov/pubmed/31032054 http://dx.doi.org/10.1098/rsos.182174 |
work_keys_str_mv | AT changjoshuac predictivebayesianselectionofmultistepmarkovchainsappliedtothedetectionofthehothandandotherstatisticaldependenciesinfreethrows |