Error Bounds for Statistical Estimators in BTL Model with Parametric Multivariate Utility Functions
Abstract
We study preference elicitation under the Bradley-Terry-Luce (BTL) model where the true partworth vector is unknown and has to be estimated as a parameter with elicited preference information. The set of selected pairwise queries is non-uniform, deterministic, and arbitrary over a collection of alternatives, provided that it satisfies a joint identifiability condition. We focus on understanding when the canonical maximum likelihood estimator (MLE) is finite and admits sharp error bounds without explicit compactness constraints on the feasible set or external regularizers. To this end, we derive minimax lower bounds under the standard bounded dynamic range condition, and find that the same Fisher-information geometry in the classic Cramér-Rao lower bounds underpins the finite-sample difficulty of the estimation problem. By combining a non-asymptotic expansion of the likelihood score equation with a fixed-point localization argument, we identify a design-dependent sample size threshold above which the unconstrained canonical MLE exists and is unique with high probability. The same expansion yields a decomposition of the estimation error into a linear stochastic term, an explicit second-order bias, and a higher-order remainder. A refined analysis gives sufficient sample size conditions under which the canonical MLE attains the minimax rates up to logarithmic and constant factors. These results provide a unified non-asymptotic theory for parametric utility elicitation and reveal when the inference is determined by response data alone rather than by external regularization. Preliminary numerical results are consistent with the theoretical findings.
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BibTeX
@misc{li2026error,
title = {{Error Bounds for Statistical Estimators in BTL Model with Parametric Multivariate Utility Functions}},
author = {Yicheng Li and Huifu Xu},
howpublished = {arXiv},
year = {2026},
month = sep,
doi = {10.48550/arxiv.2609.26326},
eprint = {2609.26326},
archivePrefix = {arXiv},
url = {https://arxiv.org/abs/2609.26326},
}
RIS
TY - UNPB
TI - Error Bounds for Statistical Estimators in BTL Model with Parametric Multivariate Utility Functions
AU - Yicheng Li
AU - Huifu Xu
PY - 2026
DA - 2026/09/22
PB - arXiv
DO - 10.48550/arxiv.2609.26326
UR - https://arxiv.org/abs/2609.26326
AB - We study preference elicitation under the Bradley-Terry-Luce (BTL) model where the true partworth vector is unknown and has to be estimated as a parameter with elicited preference information. The set of selected pairwise queries is non-uniform, deterministic, and arbitrary over a collection of alternatives, provided that it satisfies a joint identifiability condition. We focus on understanding when the canonical maximum likelihood estimator (MLE) is finite and admits sharp error bounds without explicit compactness constraints on the feasible set or external regularizers. To this end, we derive minimax lower bounds under the standard bounded dynamic range condition, and find that the same Fisher-information geometry in the classic Cramér-Rao lower bounds underpins the finite-sample difficulty of the estimation problem. By combining a non-asymptotic expansion of the likelihood score equation with a fixed-point localization argument, we identify a design-dependent sample size threshold above which the unconstrained canonical MLE exists and is unique with high probability. The same expansion yields a decomposition of the estimation error into a linear stochastic term, an explicit second-order bias, and a higher-order remainder. A refined analysis gives sufficient sample size conditions under which the canonical MLE attains the minimax rates up to logarithmic and constant factors. These results provide a unified non-asymptotic theory for parametric utility elicitation and reveal when the inference is determined by response data alone rather than by external regularization. Preliminary numerical results are consistent with the theoretical findings.
ER -