Dynamic Programming Approaches for Estimating and Applying Large-scale Discrete Choice Models

People go through their life making all kinds of decisions, and some of these decisions affect their demand for transportation, for example, their choices of where to live and where to work, how and when to travel and which route to take. Transport related choices are typically time dependent and characterized by large number of alternatives that can be spatially correlated. This thesis deals with models that can be used to analyze and predict discrete choices in large-scale networks. The proposed models and methods are highly relevant for, but not limited to, transport applications. We model decisions as sequences of choices within the dynamic discrete choice framework, also known as parametric Markov decision processes. Such models are known to be difficult to estimate and to apply to make predictions because dynamic programming problems need to be solved in order to compute choice probabilities. In this thesis we show that it is possible to explore the network structure and the flexibility of dynamic programming so that the dynamic discrete choice modeling approach is not only useful to model time dependent choices, but also makes it easier to model large-scale static choices. The thesis consists of seven articles containing a number of models and methods for estimating, applying and testing large-scale discrete choice models. In the following we group the contributions under three themes: route choice modeling, large-scale multivariate extreme value (MEV) model estimation and nonlinear optimization algorithms. Five articles are related to route choice modeling. We propose different dynamic discrete choice models that allow paths to be correlated based on the MEV and mixed logit models. The resulting route choice models become expensive to estimate and we deal with this challenge by proposing innovative methods that allow to reduce the estimation cost. For example, we propose a decomposition method that not only opens up for possibility of mixing, but also speeds up the estimation for simple logit models, which has implications also for traffic simulation. Moreover, we compare the utility maximization and regret minimization decision rules, and we propose a misspecification test for logit-based route choice models. The second theme is related to the estimation of static discrete choice models with large choice sets. We establish that a class of MEV models can be reformulated as dynamic discrete choice models on the networks of correlation structures. These dynamic models can then be estimated quickly using dynamic programming techniques and an efficient nonlinear optimization algorithm. Finally, the third theme focuses on structured quasi-Newton techniques for estimating discrete choice models by maximum likelihood. We examine and adapt switching methods that can be easily integrated into usual optimization algorithms (line search and trust region) to accelerate the estimation process. The proposed dynamic discrete choice models and estimation methods can be used in various discrete choice applications. In the area of big data analytics, models that can deal with large choice sets and sequential choices are important. Our research can therefore be of interest in various demand analysis applications (predictive analytics) or can be integrated with optimization models (prescriptive analytics). Furthermore, our studies indicate the potential of dynamic programming techniques in this context, even for static models, which opens up a variety of future research directions.

Détection et caractérisation de nouveaux disques circumstellaires autour d’étoiles de faibles masses et naines brunes jeunes

La présence de disques circumstellaires signale la formation actuelle ou passée de systèmes planétaires, pour lesquels les processus de formation sont encore mal compris. Ce mémoire porte sur la détection et la caractérisation de disques circumstellaires autour d’étoiles de faibles masses (types spectraux > K5) et de naines brunes qui sont candidates ou membres d’associations cinématiques jeunes. Nous présentons ici les résultats de cette recherche ainsi que son implication pour la compréhension des processus de formation et d’évolution des systèmes planétaires. De l’échantillon initial composé de ∼ 1600 objets provenant des relevés BANYAN de Malo et al. ainsi que Gagné et al., dont seulement 600 satisfont nos critères de qualité sur les données, quatre nouveaux candidats de disque ont été découverts en détectant leur excès d’émission infrarouge dans les données d’archive de la mission WISE. Les données du relevé 2MASS ainsi que les spectres synthétiques BT-Settl ont été conjointement utilisés pour modéliser l’émission des étoiles. Les nouveaux candidats, dont les types spectraux sont tardifs (M4.5 à L0) et les masses se situent entre ∼ 13 et 120 M_Jup, ont des températures de disque de ∼ 135–520 K et des luminosités fractionnaires de 0,021–0,15. Pour deux des cibles, nous avons obtenu des spectres dans les longueurs d’onde visibles et infrarouges proches. Ces nouveaux spectres montrent respectivement des signes d’émission en Hα et Paβ, indiquant la présence d’accrétion, et ainsi de gaz, et renforçant l’hypothèse que ces objets sont réellement jeunes. Ces deux objets, vraisemblablement âgés de 40 Ma, pourraient représenter la première détection et caractérisation de disques porteurs de gaz plus vieux que 20 Ma.