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Multiple object tracking (MOT) is a very challenging task yet of fundamental importance for many practical applications. In this paper, we focus on the problem of tracking multiple players in sports video which is even more difficult due to the abrupt movements of players and their complex interactions. To handle the difficulties in this problem, we present a new MOT algorithm which contributes both in the observation modeling level and in the tracking strategy level. For the observation modeling, we develop a progressive observation modeling process that is able to provide strong tracking observations and greatly facilitate the tracking task. For the tracking strategy, we propose a dual-mode two-way Bayesian inference approach which dynamically switches between an offline general model and an online dedicated model to deal with single isolated object tracking and multiple occluded object tracking integrally by forward filtering and backward smoothing. Extensive experiments on different kinds of sports videos, including football, basketball, as well as hockey, demonstrate the effectiveness and efficiency of the proposed method.