P\'olygamma Data Augmentation to address Non-conjugacy in the Bayesian Estimation of Mixed Multinomial Logit Models

P Bansal, R Krueger, M Bierlaire, RA Daziano… - arXiv preprint arXiv …, 2019 - arxiv.org
The standard Gibbs sampler of Mixed Multinomial Logit (MMNL) models involves sampling
from conditional densities of utility parameters using Metropolis-Hastings (MH) algorithm …
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[PDF][PDF] Pólygamma Data Augmentation to address Non-conjugacy in the Bayesian Estimation of Mixed Multinomial Logit Models

P Bansal, R Krueger, M Bierlaire, RA Daziano… - stat, 2019 - researchgate.net
The standard Gibbs sampler of Mixed Multinomial Logit (MMNL) models involves sampling
from conditional densities of utility parameters using Metropolis-Hastings (MH) algorithm …

P\'olygamma Data Augmentation to address Non-conjugacy in the Bayesian Estimation of Mixed Multinomial Logit Models

P Bansal, R Krueger, M Bierlaire, RA Daziano… - 2019 - econpapers.repec.org
The standard Gibbs sampler of Mixed Multinomial Logit (MMNL) models involves sampling
from conditional densities of utility parameters using Metropolis-Hastings (MH) algorithm …

Pólygamma Data Augmentation to address Non-conjugacy in the Bayesian Estimation of Mixed Multinomial Logit Models

P Bansal, R Krueger, M Bierlaire, RA Daziano… - arXiv e …, 2019 - ui.adsabs.harvard.edu
The standard Gibbs sampler of Mixed Multinomial Logit (MMNL) models involves sampling
from conditional densities of utility parameters using Metropolis-Hastings (MH) algorithm …

P\'olygamma Data Augmentation to address Non-conjugacy in the Bayesian Estimation of Mixed Multinomial Logit Models

P Bansal, R Krueger, M Bierlaire, RA Daziano… - 2019 - ideas.repec.org
The standard Gibbs sampler of Mixed Multinomial Logit (MMNL) models involves sampling
from conditional densities of utility parameters using Metropolis-Hastings (MH) algorithm …