Antonin Danalet

Choice set generation for activities using importance sampling

I will give a talk next week in the Workshop on Discrete Choice models 2014. Here is the abstract:

Choice set generation for activities using importance sampling

In spatiotemporal choices, such as destination choice, the number of alternatives is very large. Our model decomposes the choice of destinations in time into a first model of choice of activity type in time, aggregating destinations into activity types, and into a second model of choice of destinations, conditional on the activity type and time of day. This decomposition is motivated both behaviorally (people tend to choose first the "pattern" of their day, and then only the specific destination) and computationally (in order to manage the large cardinality of the choice set).

The choice set for the first model is still very large: the sequence of activity types in time is combinatorial. Traditional approaches usually propose an ad-hoc and deterministic list of assumptions on the size, composition and variability of the choice set (modeling the consideration set). We propose to consider the universal choice set, containing all possible sequences of activities in time, and to sample sequences of activity types in time according to a given distribution. By performing importance sampling, the goal is to avoid misspecification of choice sets in choice models. We assume that the bias of including unconsidered alternatives is smaller than the bias of forgetting important alternatives for the decision maker. The unconsidered alternatives just have a very low choice probability, while forgetting an important alternative generates endogeneity.

The importance sampling is performed by representing each sequence as a path in a network and by using a Metropolis-Hastings sampling of paths algorithm.

The full program is here.

More details about this model can be found in:

Danalet, A., and Bierlaire, M. (2014). A path choice approach to activity modeling with a pedestrian case study. Proceedings of the 14th Swiss Transport Research Conference (STRC) May 14-16, 2014. On STRC website / TRANSP-OR website

Posted by Antonin Danalet at 15:56
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2013 Workshop on Discrete Choice Models: Revealed preference data from WiFi traces for pedestrian activity scheduling

The 8th workshop on discrete choice models will take place from May 30 to June 1, 2013. It is an informal meeting for the exchange of ideas around discrete choice models, with the objective to trigger new collaborations, or strengthen existing ones. I will present my work there. Here is the abstract:

Revealed preference data from WiFi traces for pedestrian activity scheduling

We use communication network infrastructure, in particular WiFi traces, to detect activity-episodes sequences in a pedestrian facility. Due to the poor quality of WiFi localization, a probabilistic method is proposed that infers activity-episodes locations and durations based on WiFi traces and calculates the likelihood of observing these traces in the pedestrian network, taking into account prior knowledge. The output of the method consists in generating lists of activity-episodes sequences with their likelihood. Results show that it is possible to predict the number of episodes, the activity-episode locations and durations, using activity locations on the map, WiFi measurements and capacity information. The output of our model is useful for modeling pedestrian activity scheduling and the impact of schedules on pedestrian travel demand.

Posted by Antonin Danalet at 15:47
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Transaction becomes a treasure trove of customer insight

An interesting article about why interchange rates may fall down to zero:

The Payment Revolution is Coming, by Seth Priebatsch [twitter]

Transaction costs suck up to $50 billion a year out of the economy. But they could be on their way out. Here's why.

Read more

For the author, "the shift to interchange zero is a technological certainty" since:

  • Technology is driving fees down: "There are literally hundreds of companies working on next-gen payment methods that are faster"
  • Information is driving revenue up: "(...) when money is information, then every transaction becomes a treasure trove of customer insight"
Posted by Antonin Danalet at 23:50
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La valeur du paysage

Un article sur l'évaluation de la valeur du paysage a été publié sur :

La valeur du paysage suisse

La nature n’est pas à vendre, mais il existe des manières de lui attribuer une valeur financière. Une démarche cruciale pour justifier sa préservation face à la progression de l’étalement urbain.

Lire la suite

On peut retrouver quelques exemples de l'utilisation des modèles de choix pour l'évaluation de la valeur du paysage dans le cas de parcs naturels ou d'installation d'éoliennes dans mon projet de master, disponible ici.

Posted by Antonin Danalet at 11:51
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Discrete Choice Analysis '13: Lecturers

Lecturers for the 2013 Edition of Discrete Choice Analysis: Predicting Demand and Market Shares will be Moshe Ben-Akiva (MIT), Michel Bierlaire (EPFL), Daniel McFadden (2000 Nobel Prize in economics) and Joan Walker (Berkeley).

Posted by Antonin Danalet at 17:25
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Discrete Choice Analysis: Predicting Demand and Market Shares '13

The next Discete Choice Analysis course will take place from Sunday, March 24 to Thursday, March 28, 2013.

More information.

Posted by Antonin Danalet at 12:49
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Discrete Choice Analysis: Predicting Demand and Market Shares '12

The course "Discrete Choice Analysis: Predicting Demand and Market Shares" is starting today at EPFL with Michel Bierlaire and Moshe Ben-Akiva as lecturers.

Posted by Antonin Danalet at 14:37
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Psychohistory course is starting!

The new semester is starting with the course Mathematical Modeling of Behavior!

Branch of mathematics which deals with the reactions of human conglomerates to fixed social and economic stimuli. The necessary size of such a conglomerate may be determined by Seldon’s First Theorem.
Encyclopedia Galactica, 116th Edition (1020 F.E.)
Encyclopedia Galactica Publishing Co., Terminus

We'll try to do our best to create little Seldons and to shorten barbarism!

Posted by Antonin Danalet at 11:52
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Marketing is going to become a much more science-driven activity

says Duncan Watts of Yahoo! Research, quoted in a McKinsey Quarterly article, We're all marketers now:

In the trenches, this change suggests a shift toward sophisticated data analytics similar to the revolution that has already taken place in industries such as financial services, as well as in airlines and other industries where yield management is important. Some marketing organizations are already making their moves: to send targeted e-mails to customers, retailer Williams-Sonoma, for example, analyzes an integrated database that tracks some 60 million households on metrics including income, housing values, and number of children. These e-mails obtain response rates 10 to 18 times as high as those sent randomly. Such capabilities don’t necessarily have to be built in-house: many companies will enter into creative arrangements with outside parties to exchange data and run joint tests of alternative marketing tactics.

Posted by Antonin Danalet at 23:07
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