Publication

Choice Probability Generating Functions

Michel Bierlaire
2013
Journal Articles

Abstract

This paper considers discrete choice, with choice probabilities coming from maximization of preferences from a random utility field perturbed by additive location shifters (ARUM). Any ARUM can be characterized by a choice-probability generating function (CPGF) whose gradient gives the choice probabilities, and every CPGF is consistent with an ARUM. We relate CPGF to multivariate extreme value distributions, and review and extend methods for constructing CPGF for applications. The choice probabilities of any ARUM may be approximated by a cross-nested logit model. The results for ARUM are extended to competing risk survival models.© 2013 Elsevier B.V.

Official source

https://infoscience.epfl.ch/entities/publication/69fb830c-00d8-4d26-a318-8ef93ed3812d

About this result

This page is automatically generated and may contain information that is not correct, complete, up-to-date, or relevant to your search query. The same applies to every other page on this website. Please make sure to verify the information with EPFL's official sources.

Graph Chat

Chat with Graph Search

Ask any question about EPFL courses, lectures, exercises, research, news, etc. or try the example questions below.

DISCLAIMER: The Graph Chatbot is not programmed to provide explicit or categorical answers to your questions. Rather, it transforms your questions into API requests that are distributed across the various IT services officially administered by EPFL. Its purpose is solely to collect and recommend relevant references to content that you can explore to help you answer your questions.

Choice Probability Generating Functions

Chat with Graph Search

Flexible Statistical Inference for Multivariate Extremes

Distributional Regression and Autoregression via Optimal Transport

Minimax rate for optimal transport regression between distributions