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Systematically heterogeneous covariance in network GEV models

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Statistical Modeling of Spatial Extremes

Anthony Christopher Davison, Simone Padoan

The areal modeling of the extremes of a natural process such as rainfall or temperature is important in environmental statistics; for example, understanding extreme areal rainfall is crucial in flood protection. This article reviews recent progress in the ...

Institute of Mathematical Statistics2012

Modeling the behavior of investors

Michel Bierlaire, Thomas Robin

We introduce a hybrid discrete choice framework to model the decisions of investors in stock markets. More specifically, we model the decision to buy or sell stocks using a binary logit model with latent classes, characterizing the perception of risk. The ...

2012

An Adaptive Approach for Online Segmentation of Multi-Dimensional Mobile Data

Karl Aberer, Zhixian Yan, Tian Guo

With increasing availability of mobile sensing devices including smartphones, online mobile data segmentation becomes an important topic in reconstructing and understanding mobile data. Traditional approaches like online time series segmentation either use ...

2012

Extremes: spatial parametric modeling

Anthony Christopher Davison

Statistics of spatial extremes is developing very rapidly, owing to the demands of applications in the environmental sciences and the insurance and risk industries. This entry sketches the main ideas, based on classical extreme-value statistics. The two ma ...

John Wiley2012

New Challenges in Disaggregate Behavioral Modeling

Thomas Robin

This thesis tackles new challenges associated with the disaggregate modeling of the human behavior. Decision-aid tools help in making decisions, by providing quantitative insights on the decisions and associated consequences. They are useful in complex sit ...

EPFL2011

Adjectives qualifying individuals' perceptions impacting on transport mode preferences

Michel Bierlaire, Aurélie Glerum, Bilge Atasoy, Alberto Monticone

In this paper, we present an analysis of the impact of perceptions on transport mode choice. Traditional revealed preference surveys very often only involve questions leading to the collection of quantitative data, discrete or continuous, but little attent ...

2011

Clip-Air, a flexible air transportation system

Michel Bierlaire, Claudio Leonardi, Matteo Salani, Bilge Atasoy

We introduce a concept of flexible air transportation system called Clip-Air. It is a modular innovative aircraft. The flexibility provided by Clip-Air is due to the decoupling of load and carrying units. In this paper, we introduce the concept, and analyz ...

2011

Choice probability generating functions

Michel Bierlaire

This paper establishes that every random utility discrete choice model (RUM) has a representation that can be characterized by a choice-probability generating function (CPGF) with specific properties, and that every function with these specific properties ...

2010

Systematically heterogeneous covariance in network GEV Models

Jeffrey Newman

Mixed logit models can represent heterogeneity across individuals, in both observed and unobserved preferences, but require computationally expensive calculations to compute probabilities. A few methods for including error covariance heterogeneity in a clo ...

2009

Estimation of discrete choice models: extending BIOGEME

Michel Bierlaire, Mamy Nirina Fetiarison

BIOGEME is a free software package for estimating by maximum likelihood a broad range of random utility models. It can estimate particularly Multivariate Extreme Value (MEV) models including the logit model, the nested logit model, the cross-nested logit m ...

2009