Metropolis-Hastings sampling of paths

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. © 2012.


Published in:
Transportation Research Part B: Methodological, 48, 53-66
Year:
2013
ISSN:
0191-2615
Laboratories:




 Record created 2014-01-20, last modified 2018-09-13


Rate this document:

Rate this document:
1
2
3
 
(Not yet reviewed)