Monte-Carlo integration with Biogeme¶

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

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 MLHS draws

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

Mixtures of logit with Monte-Carlo 500 MLHS 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 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

Numerical integration

Numerical integration

Simple integral

Simple integral

Estimation of mixtures of logit

Estimation of mixtures of logit

Monte-Carlo integration

Monte-Carlo integration

Antithetic draws explicitly generated

Antithetic draws explicitly generated

Antithetic draws

Antithetic draws

Various integration methods

Various integration methods