Variational Bayesian Inference for Mixed Logit Models with Unobserved Inter- and Intra-Individual Heterogeneity
作者： Ricardo A. Daziano , Taha H. Rashidi , Michel Bierlaire , Prateek Bansal , Rico Krueger
DOI:
关键词: Algorithm 、 Inference 、 Mixed logit 、 Markov chain Monte Carlo 、 Panel data 、 Computer science 、 Bayesian inference 、 Estimator 、 Bayes' theorem 、 Probabilistic logic 、 Discrete choice
摘要: … 2006), which involves updating the variational factors one at a … Bayesian inference for discrete choice models, this paper derives a variational Bayes (VB) method for posterior inference …
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arxiv.org参考文章(49)
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