Metropolis-Hastings sampling of paths
We consider the previously unsolved problem of sampling cycle-free paths according to a given distribution from a general network. The problem is difficult because of the combinatorial number of alternatives, which prohibits a complete enumeration of all paths and hence also forbids to compute the normalizing constant of the sampling distribution. The problem is important because the ability to sample from a known distribution introduces mathematical rigor into many applications that range from route guidance to the estimation of choice models with sampling of alternatives.
Record created on 2011-07-06, modified on 2016-12-16