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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.

    Reference

    • EPFL-REPORT-167472

    Record created on 2011-07-06, modified on 2016-09-16

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