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Bayesian ordinal regression for multiple criteria choice and ranking


[ 1 ] Instytut Informatyki, Wydział Informatyki i Telekomunikacji, Politechnika Poznańska | [ P ] employee

Scientific discipline (Law 2.0)

[2.3] Information and communication technology

Year of publication


Published in

European Journal of Operational Research

Journal year: 2022 | Journal volume: vol. 299 | Journal number: no. 2

Article type

scientific article

Publication language


  • decision analysis
  • ordinal regression
  • Bayesian inference
  • stochastic acceptability analysis
  • additive value function

EN We propose a novel Bayesian Ordinal Regression approach for multiple criteria choice and ranking problems. It employs an additive value function model to represent indirect Decision Maker’s (DM’s) preferences in the form of pairwise comparisons of reference alternatives. By defining a likelihood for the provided preference information and specifying a prior of the preference model, we apply the Bayesian rule to derive a posterior distribution over a set of all potential value functions, not necessarily compatible ones. This distribution emphasizes the potential differences in the abilities of these models to reconstruct the DM’s pairwise comparisons. Hence a distinctive character of our approach consists of characterizing the uncertainty in consequence of applying indirect preference information. We also employ a Markov Chain Monte Carlo algorithm, called the Metropolis-Hastings method, to summarize the posterior distribution of the value function model and quantify the outcomes of robustness analysis in the form of stochastic acceptability indices. The proposed approach’s performance is investigated in a thorough experimental study involving real-world and artificially generated datasets.

Date of online publication


Pages (from - to)

600 - 620




Ministry points / journal


Impact Factor


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