Simulations

Having drawn several thousand samples from the posterior distribution of our model parameters and assessed their predictive power against a testing set, we were interested in our their ability to predict outcomes for the 2015 NCAA Tournament. Such simulations have become a popular fixture of the tournament, drawing multitudes of both hardcore basketball fans and casual watchers seeking an edge in their office betting pools. Nate Silver’s 2011 effort (for a wildly improbable tournament year) is still available at the New York Times. He also broke down his methodology in a blog post at the time; he made use of Ken Pomeroy’s statistics like we did, though his predictions appear to be a more straightforward application of probability theory in comparison to our fully Bayesian approach. Silver and this team at FiveThirtyEight continued this tradition for the latest tournament, simulating games and forecasting how far deep team will go before elimination.

Methodology

For our effort, we used sampled covariates to simulate each round of the 2015 Tournament. Winners from previous rounds are used to simulate subsequent rounds (i.e., we do not use real-life outcomes to select matchups for any round after the first), allowing us to estimate how far any team could have progressed in the tournament. Our initial simulation method applied each sampled logistic regression model to each matchup and declared the winner to be the team with the highest probability of winning (i.e., that team with probability greater than 0.5). That works decently for evently-matched teams, but performs poorly when estimating win probability for significant underdogs, who should win sometimes against statistically superior opponents. To fix this, we treated each game as a Bernoulli trial; we used the logistic regression model output (a probability) to parameterize its distribution and draw randomly from it using SciPy.

Code

Tournament simulations are executed with a complex set of recursive functions. /src/model/game_predictions.py contains all simulation code and comments to help the reader decipher its operation. /src/model/tournament_simulations.ipynb contains the actual execution and analysis of tournament outcomes.

Results

Our simulations showed the following teams to be the most likely to advance deep in the tournament: Kentucky, Villanova, Wisconsin, Duke, Virginia, Arizona, and Gonzaga. These rates pass a simple test of believability, as those teams were generally regarded as the best in the tournament. And with two major exceptions (discussed further below), these teams did perform well in the tournament.

Overall team success is summarized in the table below. Teams at the top won the most games in the actual tournament; i.e., Duke won the tournament and the bottom 32 teams were eliminated in the first round. Percentages represent the portion of simulations in which each team won in that round. Green percentages show rounds where teams won; red percentages show rounds where they lost. For example, Duke’s 98% in the upper left indicates that they won in the first round in 98% of simulations; the green color indicates that they won that game in real life. The table is scrollable; scroll down to see more results.

Team Round of 64 Round of 32 Sweet Sixteen Elite Eight Final Four NCAA Championship
(1) Duke 98% 83% 60% 36% 18% 6.5%
(1) Wisconsin 98% 89% 75% 49% 25% 16%
(1) Kentucky 100% 94% 88% 74% 48% 35%
(7) Michigan St. 67% 19% 10% 3.1% 0.9% 0.2%
(2) Arizona 99% 84% 69% 37% 17% 10%
(2) Gonzaga 97% 77% 54% 31% 16% 5.4%
(4) Louisville 80% 32% 7.1% 2.3% 0.7% 0.2%
(3) Notre Dame 93% 67% 43% 12% 4.0% 1.8%
(4) North Carolina 86% 60% 15% 5.2% 1.4% 0.4%
(8) North Carolina St. 56% 7.1% 2.4% 0.5% 0.1% <0.1%
(3) Oklahoma 91% 62% 23% 7.7% 2.8% 0.7%
(11) UCLA 35% 10% 2.2% 0.5% 0.1% <0.1%
(5) Utah 74% 53% 22% 11% 4.2% 1.1%
(5) West Virginia 64% 40% 4.4% 1.4% 0.3% 0.1%
(7) Wichita St. 72% 40% 19% 3.9% 1.1% 0.4%
(6) Xavier 59% 25% 4.9% 1.0% 0.2% <0.1%
(5) Arkansas 79% 32% 5.4% 1.3% 0.2% <0.1%
(6) Butler 46% 14% 5.3% 0.8% 0.1% <0.1%
(8) Cincinnati 56% 3.8% 2.0% 0.6% 0.1% <0.1%
(11) Dayton 40% 12% 2.3% 0.3% <0.1% 0%
(4) Georgetown 85% 33% 9.1% 2.8% 0.8% 0.1%
(14) Georgia St. 19% 6.0% 0.7% 0.1% <0.1% 0%
(7) Iowa 50% 11% 4.7% 1.4% 0.3% 0.1%
(2) Kansas 87% 48% 22% 4.6% 1.2% 0.4%
(4) Maryland 66% 31% 3.0% 0.9% 0.2% <0.1%
(5) Northern Iowa 89% 62% 19% 8.0% 3.2% 0.8%
(10) Ohio St. 58% 10% 5.0% 1.1% 0.2% 0.1%
(8) Oregon 50% 5.1% 1.8% 0.3% 0.1% <0.1%
(8) San Diego St. 52% 10% 3.6% 1.0% 0.3% 0.1%
(14) UAB 7.6% 1.3% 0.1% <0.1% 0% 0%
(1) Villanova 98% 88% 70% 47% 30% 13%
(2) Virginia 96% 75% 56% 29% 16% 6.1%
(14) Albany 9.1% 1.6% 0.1% 0% 0% 0%
(3) Baylor 81% 55% 16% 4.5% 1.1% 0.4%
(15) Belmont 3.8% 0.6% 0.1% <0.1% 0% 0%
(12) Buffalo 36% 17% 1.2% 0.3% <0.1% <0.1%
(16) Coastal Carolina 2.0% 0.3% 0.1% <0.1% <0.1% 0%
(10) Davidson 50% 12% 4.5% 1.2% 0.3% 0.1%
(13) Eastern Washington 15% 1.6% 0.2% <0.1% <0.1% 0%
(10) Georgia 33% 5.5% 2.0% 0.3% 0.1% <0.1%
(16) Hampton 0.4% <0.1% 0% 0% 0% 0%
(13) Harvard 14% 4.3% 0.3% <0.1% 0% 0%
(10) Indiana 28% 10% 2.9% 0.4% 0.1% 0%
(3) Iowa St. 92% 63% 27% 12% 4.4% 1.0%
(9) LSU 44% 4.8% 1.5% 0.3% <0.1% 0%
(16) Lafayette 1.7% 0.2% 0.1% <0.1% 0% 0%
(11) Mississippi 41% 14% 2.4% 0.4% 0.1% <0.1%
(15) New Mexico St. 13% 2.1% 0.3% <0.1% 0% 0%
(15) North Dakota St. 3.0% 0.4% <0.1% <0.1% 0% 0%
(14) Northeastern 6.8% 1.1% 0.2% <0.1% 0% 0%
(9) Oklahoma St. 50% 5.2% 1.8% 0.4% 0.1% <0.1%
(6) Providence 60% 24% 6.0% 1.4% 0.4% 0.1%
(9) Purdue 44% 2.2% 0.9% 0.2% <0.1% <0.1%
(16) Robert Morris 2.1% 0.2% <0.1% <0.1% 0% 0%
(6) SMU 65% 26% 8.0% 2.6% 0.6% 0.1%
(9) St. John’s 48% 6.8% 2.1% 0.4% 0.1% <0.1%
(12) Stephen F. Austin 26% 12% 2.8% 0.7% 0.2% <0.1%
(11) Texas 54% 18% 7.5% 1.2% 0.2% 0.1%
(15) Texas Southern 1.2% 0.1% <0.1% <0.1% 0% 0%
(13) UC Irvine 20% 3.3% 0.2% <0.1% <0.1% 0%
(7) VCU 42% 5.5% 2.1% 0.4% 0.1% <0.1%
(13) Valparaiso 34% 11% 0.7% 0.2% <0.1% 0%
(12) Wofford 21% 3.6% 0.2% <0.1% 0% 0%
(12) Wyoming 11% 2.4% 0.1% <0.1% 0% 0%

Discussion

Some results from our tournament simulations stand out:

Ultimately, our simulations proved satisfying in some regards and less so in others. The latter cases illustrate the Madness of March: in a big enough tournament field, even the unlikeliest team has a chance to prevail. The 1998 women’s Crimson-Cardinal matchup shows that anything can happen.

Certain tournament rounds are particularly interesting for analysis: the Final Four and championship game. We were interested in how our model would perform when predicting the actual Final Four (Kentucky, Wisconsin, Michigan State, and Duke), as well as Duke’s besting of Wisconsin in the championship game. As only a small number of our simulations from above might actually feature these matchups, we opted to re-simulate both rounds using our entire posterior sample.

As expected, even when Michigan State had reached the Final Four, its chances of advancing to—or winning—the championship were remote. According to our model, Duke’s real-life victory was not a surprise. However, our model predicted a Kentucky victory over Wisconsin, and that either of those two teams would defeat Duke. Wisconsin’s victory over Kentucky and Duke’s win in the championship was therefore the unlikeliest of all outcomes that featured a Michigan State loss. Simulating the actual championship matchup, Wisconsin beat Duke 65% of the time in our simulations.