Bayesian nonparametric mixed random utility models

DOI10.1016/J.CSDA.2011.10.014MaRDI QIDQ434946zbMATH OpenOpenAlexFDO

Authors George Karabatsos, Stephen G. Walker

Publication date 16 July 2012

Published in Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.csda.2011.10.014

zbMATH Keywords

mixed multinomial logit modelstick-breaking priors

Mathematics Subject Classification ID

Bayesian inference (62F15) Nonparametric regression and quantile regression (62G08) Numerical analysis or methods applied to Markov chains (65C40) Generalized linear models (logistic models) (62J12) Individual preferences (91B08)

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Cites work

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• scientific article; zbMATH DE number 3221764 (Why is no real title available?)
• A Bayesian analysis of some nonparametric problems
• A Bayesian mixed logit-probit model for multinomial choice
• A Predictive Approach to Model Selection
• Bayesian Density Estimation and Inference Using Mixtures
• Bayesian Statistics and Marketing
• Consistency of the Maximum Likelihood Estimator in the Presence of Infinitely Many Incidental Parameters
• Data tracking and the understanding of Bayesian consistency
• Discrete Choice Methods with Simulation
• Gibbs Sampling Methods for Stick-Breaking Priors
• Implementing MCMC: estimating with confidence
• On adaptive Markov chain Monte Carlo algorithms
• Optimal scaling for various Metropolis-Hastings algorithms.
• Sampling the Dirichlet Mixture Model with Slices
• Slice sampling mixture models
• The consistency of posterior distributions in nonparametric problems

Cited in

(16)

• Bayesian nonparametric Plackett-Luce models for the analysis of preferences for college degree programmes
• Non-linear mixed logit
• A new mixed MNP model accommodating a variety of dependent non-normal coefficient distributions
• Semiparametric Bayesian estimation of random coefficients discrete choice models
• A Bayesian mixed logit-probit model for multinomial choice
• Nonparametric estimation of the distribution function in contingent valuation models
• Nonparametric Analysis of Random Utility Models
• Bayesian nonparametric estimation and consistency of mixed multinomial logit choice models
• A Gibbs sampler for mixed logit analysis of differentiated product markets using aggregate data
• Full uncertainty analysis for Bayesian nonparametric mixture models
• Bayesian non- and semi-parametric methods and applications
• An adaptive Monte Carlo algorithm for computing mixed logit estimators
• Discrete choice models based on the scale mixture of multivariate normal distributions
• Semiparametric thurstonian models for recurrent choices: a Bayesian analysis
• Dirichlet process mixture models with shrinkage prior
• Nonparametric Bayesian modelling of monotone preferences for discrete choice experiments

Describes a project that uses

Uses Software

• bayesm
• R

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