Metropolis–Hastings sampling of paths

Gunnar Flötteröd and Michel Bierlaire

Transportation Research Part B: Methodological, 2013, vol. 48, issue C, 53-66

Abstract: 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.

Keywords: Path sampling; Metropolis–Hastings; Sampling of alternatives in decision networks (search for similar items in EconPapers)
Date: 2013
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Citations: View citations in EconPapers (12)

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DOI: 10.1016/j.trb.2012.11.002

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