相关论文: Generalized Multivariate Extreme Value Models for …

This paper develops a highly general convex duality framework for the perturbed utility route choice (PURC) model. We show that the traveler's constrained, potentially non-smooth utility maximization problem admits a dual formulation: an…

This paper describes a general framework called Hybrid Dynamic Mixed Networks (HDMNs) which are Hybrid Dynamic Bayesian Networks that allow representation of discrete deterministic information in the form of constraints. We propose…

Generalized linear models (GLMs) form one of the most popular classes of models in statistics. The gamma variant is used, for instance, in actuarial science for the modelling of claim amounts in insurance. A flaw of GLMs is that they are…

Traditional network models encapsulate travel behavior among all origin-destination pairs based on a simplified and generic utility function. Typically, the utility function consists of travel time solely and its coefficients are equated to…

Change-of-variables (CoV) formulas allow to reduce complicated probability densities to simpler ones by a learned transformation with tractable Jacobian determinant. They are thus powerful tools for maximum-likelihood learning, Bayesian…

General Value Functions (GVFs) (Sutton et al., 2011) represent predictive knowledge in reinforcement learning. Each GVF computes the expected return for a given policy, based on a unique reward. Existing methods relying on fixed behavior…

Modelling longitudinal data is an important yet challenging task. These datasets can be high-dimensional, contain non-linear effects and time-varying covariates. Gaussian process (GP) prior-based variational autoencoders (VAEs) have emerged…

We explore the estimation of generalized additive models using basis expansion in conjunction with Bayesian model selection. Although Bayesian model selection is useful for regression splines, it has traditionally been applied mainly to…

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 multinomial logit (MMNL) models. It has been established…

We propose Preferential MoE, a novel human-ML mixture-of-experts model that augments human expertise in decision making with a data-based classifier only when necessary for predictive performance. Our model exhibits an interpretable gating…

Multivariate relations are general in various types of networks, such as biological networks, social networks, transportation networks, and academic networks. Due to the principle of ternary closures and the trend of group formation, the…

Analysis of high-dimensional data is currently a popular field of research, thanks to many applications e.g. in genetics (DNA data in genomewide association studies), spectrometry or web analysis. At the same time, the type of problems that…

The generalized extreme value (GEV) distribution is commonly employed to help estimate the likelihood of extreme events in many geophysical and other application areas. The recently proposed blended generalized extreme value (bGEV)…

In this work, we investigate an optimization problem over adapted couplings between pairs of real valued random variables, possibly describing random times. We relate those couplings to a specific class of causal transport plans between…

Identification of multinomial choice models is often established by using special covariates that have full support. This paper shows how these identification results can be extended to a large class of multinomial choice models when all…

This study proposes a mixed logit model with multivariate nonparametric finite mixture distributions. The support of the distribution is specified as a high-dimensional grid over the coefficient space, with equal or unequal intervals…

In this paper, we introduce a new class of bivariate distributions by compounding the bivariate generalized exponential and power-series distributions. This new class contains some new sub-models such as the bivariate generalized…

Inference and prediction of routes have become of interest over the past decade owing to a dramatic increase in package delivery and ride-sharing services. Given the underlying combinatorial structure and the incorporation of probabilities,…

A simple generative model for rank ordered data with ties is presented. The model is based on ordering geometric latent variables and can be seen as the discrete counterpart of the Plackett-Luce (PL) model, a popular, relatively tractable…

Directions and paths, as commonly provided by navigation systems, are usually derived considering absolute metrics, e.g., finding the shortest path within an underlying road network. With the aid of crowdsourced geospatial data we aim at…