All Your Bayes - Uncertainty in xG. Part 2
This is part 2 of an article on fitting a Bayesian partial pooling model to predict expected goals. It has the benefits of (a) quantifying aleatory and epistemic uncertainty, and (b) making both group-level (player-specific) and population-level (team-specific) probabilistic predictions. If you are interested in these ideas but not in statistical language, then you can also check out part 1. Expected Goals (or xG) is a metric that was developed to predict the probability of a football (soccer) player scoring a goal, conditional on some mathematical characterisation of the shooting opportunity. Since we have a binary outcome (he or she will either score or not score) we can use everyone’s favourite GLM - logistic regression. Unfortunately this causes some overlap with a previous blog post - ‘Bayesian Logistic Regression with Stan’, but don’t worry - the focus here is all about Partial Pooling. First let’s look at a non-Bayesian base case. StatsBomb have kindly made lots of football data
Uncertainty in xG. Part 2: Partial Pooling – All Your Bayes TLDR This is part 2 of an article on fitting a Bayesian partial pooling model to predict expected goals. It has the benefits of (a) quantifying aleatory and epistemic uncertainty, and (b) making both group-level (player-specific) and population-level (team-specific) probabilistic predictions. If you are interested in these ideas but not in statistical language, then you can also check out part 1 . Expected Goals Expected Goals (or xG ) is a metric that was developed to predict the probability of a football (soccer) player scoring a go
Explore this link on the map →related reading
- Uncertainty in xG. Part 1: Overview – All Your Bayesallyourbayes.com
- [2311.13707] Bayes-xG: Player and Position Correction on Expected Goals (xG) using Bayesian Hierarchical Approacharxiv.org
- Writing - betanalpha.github.iobetanalpha.github.io
- Gregory Gundersengregorygundersen.com
- When pooling forecasts, use the geometric mean of odds — EA Forumforum.effectivealtruism.org
- Expected goals in football: Improving model performance and demonstrating value - PMCncbi.nlm.nih.gov
- Bayesian programming - Wikipediaen.wikipedia.org
- Bayesian hierarchical modeling - Wikipediaen.wikipedia.org
- Hierarchical Modelingbetanalpha.github.io
- AlgZoo: uninterpreted models with fewer than 1,500 parameters — LessWronglesswrong.com
- bayesian - Bayes regression: how is it done in comparison to standard regression? - Cross Validatedstats.stackexchange.com
- Bayesian Mindsetcold-takes.com