stat.MLJul 24, 2026

Convergence analysis of a family of Zermelo-type iterations for the Bradley--Terry model

Authors: Ruijian Han, Ding Lu, Yiming Xu

Organizations: Department of Data Science and Artificial Intelligence, The Hong Kong Polytechnic University, Hung Hom, Kowloon, Hong Kong SAR · Department of Mathematics, University of Kentucky, Lexington, KY, 40506, USA

Abstract

Zermelo's algorithm is a classical method for computing the maximum likelihood estimator in the Bradley--Terry (BT) model, but its convergence can be slow in practice. To accelerate computation, Newman introduced a family of Zermelo-type fixed-point iterations parameterized by αα, with Zermelo's algorithm recovered at α=1α=1. Empirical evidence suggests that the choice α=0α=0 often converges substantially faster, making it a promising alternative, yet the mechanism underlying this acceleration remains elusive. This paper provides theoretical insight into this phenomenon through a systematic local convergence analysis. We derive closed-form expressions for local convergence factors under synchronous and asynchronous updates and analyze their dependence on αα via spectral analysis of the associated Jacobian matrices. For synchronous updates, we show that the algorithm may fail to converge when α<1α<1, and its local convergence factor is quasi-convex in αα under the population BT model. In contrast, asynchronous updates are always locally convergent, and their local convergence factor is provably monotonically increasing in αα under the population BT model of consistently ordered bipartite comparison graphs, establishing the optimality of α=0α=0 in this setting. We further establish asymptotic approximation results for the population convergence factors under the BT model, justifying their practical relevance. Numerical experiments on synthetic and real-world datasets confirm the theory. Our analysis complements existing convergence results and shows that the acceleration of α=0α=0 arises not only from the parameter choice but, more importantly, from the use of asynchronous updates.

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