Algebraic algorithms for sampling from conditional distributions (Q1807063): Difference between revisions
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English | Algebraic algorithms for sampling from conditional distributions |
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Algebraic algorithms for sampling from conditional distributions (English)
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9 November 1999
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This paper aims to describe the construction of new Markov chain algorithms for sampling from discrete exponential families conditional on a sufficient statistic. Section 2 introduces the necessary stochastic and statistical background. Section 3 contains the main contribution of the paper: it shows how to compute a Markov basis using tools from computational algebra. More precisely, to find a Markov basis is proved to be equivalent to finding a set of generators of an ideal in a polynomial ring, using Gröbner bases. To represent this ideal in a way suitable for computation is illustrated by MATHEMATICA and MAPLE programs. The next sections of the paper include detailed treatments of the proposed technique for some important special cases: contingency tables (Section 4), logistic regression (in Section 5), and the spectral analysis of permutation data (Section 6).
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conditional distribution
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computational algebra methods
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Markov chain algorithms for sampling
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Markov basis
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contingency tables
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logistic regression
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spectral analysis of permutation data
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