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stat.ML2019
Pólygamma Data Augmentation to address Non-conjugacy in the Bayesian Estimation of Mixed Multinomial Logit Models
Prateek Bansal, Rico Krueger, Michel Bierlaire +2
The standard Gibbs sampler of Mixed Multinomial Logit (MMNL) models involves sampling from conditional densities of utility parameters using Metropolis-Hastings (MH) algorithm due…
stat.ML2019
Bayesian Estimation of Mixed Multinomial Logit Models: Advances and Simulation-Based Evaluations
Prateek Bansal, Rico Krueger, Michel Bierlaire +2
Variational Bayes (VB) methods have emerged as a fast and computationally-efficient alternative to Markov chain Monte Carlo (MCMC) methods for scalable Bayesian estimation of mixed…