Monte-Carlo integration with Biogeme

Example discussed in Bierlaire (2019) Monte-Carlo integration with Biogeme

Specification of the mixtures of logit

Specification of the mixtures of logit

Simple integral

Simple integral

Various integration methods

Various integration methods

Antithetic draws

Antithetic draws

Antithetic draws explicitly generated

Antithetic draws explicitly generated

Numerical integration

Numerical integration

Monte-Carlo integration

Monte-Carlo integration

Estimation of mixtures of logit

Estimation of mixtures of logit

Mixtures of logit with Monte-Carlo 10_000 draws

Mixtures of logit with Monte-Carlo 10_000 draws

Mixtures of logit with Monte-Carlo 500 draws

Mixtures of logit with Monte-Carlo 500 draws

Mixtures of logit with Monte-Carlo 10_000 antithetic draws

Mixtures of logit with Monte-Carlo 10_000 antithetic draws

Mixtures of logit with Monte-Carlo 500 antithetic draws

Mixtures of logit with Monte-Carlo 500 antithetic draws

Mixtures of logit with Monte-Carlo 10_000 Halton draws

Mixtures of logit with Monte-Carlo 10_000 Halton draws

Mixtures of logit with Monte-Carlo 500 Halton draws

Mixtures of logit with Monte-Carlo 500 Halton draws

Mixtures of logit with Monte-Carlo 10_000 MLHS draws

Mixtures of logit with Monte-Carlo 10_000 MLHS draws

Mixtures of logit with Monte-Carlo 500 MLHS draws

Mixtures of logit with Monte-Carlo 500 MLHS draws

Mixtures of logit with Monte-Carlo 10_000 antithetic MLHS draws

Mixtures of logit with Monte-Carlo 10_000 antithetic MLHS draws

Mixtures of logit with Monte-Carlo 2000 antithetic MLHS draws

Mixtures of logit with Monte-Carlo 2000 antithetic MLHS draws

Data preparation for Swissmetro

Data preparation for Swissmetro

Data preparation for Swissmetro: one observation

Data preparation for Swissmetro: one observation