Flötteröd, Gunnar
Bierlaire, Michel
Metropolis-Hastings sampling of paths
http://infoscience.epfl.ch/record/167876/files/FloeICMC2011.pdf
We consider the previously unsolved problem of sampling 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, including the estimation of choice models with sampling of alternatives that can be formalized as paths in a decision network (most obviously route choice), probabilistic map matching, dynamic traffic assignment, and route guidance. (C) 2012 Elsevier Ltd. All rights reserved.
2011-08-11T14:28:26Z
http://infoscience.epfl.ch/record/167876