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We consider the task of determining a football player’s ability for a given event type, for example, scoring a goal. We propose an interpretable Bayesian model which is fit using variational inference methods. We implement a Poisson model to capture occurrences of event types, from which we infer player abilities. Our approach also allows the visualisation of differences between players, for a specific...
We consider the task of generating discrete-time realisations of a nonlinear multivariate diffusion process satisfying an Itô stochastic differential equation conditional on an observation taken at a fixed future time-point. Such realisations are typically termed diffusion bridges. Since, in general, no closed form expression exists for the transition densities of the process of interest, a widely...
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