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Statistical inference for pairwise comparison models

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Abstract

Pairwise comparison models have been widely used for utility evaluation and rank aggregation across various fields. The increasing scale of modern problems underscores the need to understand statistical inference in these models when the number of subjects diverges, a topic that is currently underexplored in the literature. To address this gap, this paper establishes a near-optimal asymptotic normality result for the maximum likelihood estimator in a broad class of pairwise comparison models. The key idea lies in identifying the Fisher information matrix as a weighted graph Laplacian, which can be studied via a meticulous spectral analysis. Our findings provide theoretical foundations for performing statistical inference in a wide range of pairwise comparison models beyond the Bradley--Terry model. Simulations utilizing synthetic data are conducted to validate the asymptotic normality result, followed by a hypothesis test using a tennis competition dataset.

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