Metropolis-Hastings sampling of paths
2011 (English)Report (Other academic)
We consider the previously unsolved problem of sampling cycle-free pathsaccording to a given distribution from a general network. The problem isdifficult because of the combinatorial number of alternatives, which prohibitsa complete enumeration of all paths and hence also forbids to computethe normalizing constant of the sampling distribution. The problemis important because the ability to sample from a known distribution introducesmathematical rigor into many applications that range from routeguidance to the estimation of choice models with sampling of alternatives.
Place, publisher, year, edition, pages
2011. , 28 p.
Transport Systems and Logistics
IdentifiersURN: urn:nbn:se:kth:diva-76769OAI: oai:DiVA.org:kth-76769DiVA: diva2:491142
FunderTrenOp, Transport Research Environment with Novel Perspectives
TSC import 841 2012-02-06. QC 201204132012-02-062012-02-062012-06-12Bibliographically approved