BAYESIAN ESTIMATION OF AN URBAN/TRANSPORTATION EQUILIBRIUM MODEL WITH MULTIPLE EQUILIBRIA

K. Kobayashi, T. Nagae

研究成果: 書籍の章/レポート/Proceedings会議への寄与査読

抄録

We develop a Bayesian estimation method for the parameters of urban/transportation equilibrium models that might have multiple equilibria. Nagae and Mizutani (2022) showed that if an urban/transportation equilibrium model reduces to a potential game, and its state variables follow a natural stochastic process, the stationary distribution of the state variables has a Boltzmann-type closed form solution. This enabled them to develop a maximum likelihood estimation method of model parameters based on the real-world observed conditions (traffic flow patterns, residential pattens, and so on). However, they also showed that the estimated parameter could deviate from the true value significantly when a sufficient number of observations is not available. Therefore, we extend their method in a Bayesian manner, which estimates the “distribution” of parameters rather than a maximum likelihood “point” of the parameter. In the proposed method, the posterior distribution of the parameter conditional to the observed data is efficiently estimated by Metropolis adjusted Langevin Monte Carlo technique. Several numerical experiments demonstrate that the proposed method estimates the parameter distribution appropriately even when only a limited number of observed states are available.

本文言語英語
ホスト出版物のタイトルProceedings of the 27th International Conference of Hong Kong Society for Transportation Studies, HKSTS 2023
ホスト出版物のサブタイトルTransport and Equity
編集者Mei-Po Kwan, Sylvia Y. He, Y.H. Kuo
出版社Hong Kong Society for Transportation Studies Limited
ページ277-283
ページ数7
ISBN(電子版)9789881581518
出版ステータス出版済み - 2023
イベント27th International Conference of Hong Kong Society for Transportation Studies: Transport and Equity, HKSTS 2023 - Hong Kong, 香港
継続期間: 2023 12月 112023 12月 12

出版物シリーズ

名前Proceedings of the 27th International Conference of Hong Kong Society for Transportation Studies, HKSTS 2023: Transport and Equity

会議

会議27th International Conference of Hong Kong Society for Transportation Studies: Transport and Equity, HKSTS 2023
国/地域香港
CityHong Kong
Period23/12/1123/12/12

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