Lecture

Metropolis-Hastings Algorithm: Implementation and Case Study

Description

This lecture covers the Metropolis-Hastings algorithm, explaining how to choose a Markov process, initialize the chain, simulate the next state, and work in the log-space. It also presents a case study on Swissmetro transportation mode choice model with variables, data collection, and Python code implementation.

Instructor

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Official source

https://mediaspace.epfl.ch/media/0_khleapas

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Ontological neighbourhood

Civil engineering

Transportation engineering: Traffic engineering

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