Markov chain Monte Carlo tests for designed experiments

DOI10.1016/J.JSPI.2009.09.010zbMATH Open1177.62097arXivmath/0611463OpenAlexW1973398851MaRDI QIDQ1044075FDOQ1044075

Authors: Satoshi Aoki, Akimichi Takemura 

Publication date: 10 December 2009

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Abstract: We consider conditional exact tests of factor effects in designed experiments for discrete response variables. Similarly to the analysis of contingency tables, a Markov chain Monte Carlo method can be used for performing exact tests, when large-sample approximations are poor and the enumeration of the conditional sample space is infeasible. For designed experiments with a single observation for each run, we formulate log-linear or logistic models and consider a connected Markov chain over an appropriate sample space. In particular, we investigate fractional factorial designs with $2^{p-q}$ runs, noting correspondences to the models for $2^{p-q}$ contingency tables.

Full work available at URL: https://arxiv.org/abs/math/0611463

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zbMATH Keywords

Markov chain Monte Carlocontingency tablesMarkov basistwo-level designsregular fractional factorial designs

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Numerical analysis or methods applied to Markov chains (65C40) Contingency tables (62H17) Factorial statistical designs (62K15)

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Cited In (16)

• Markov chain Monte Carlo methods for the regular two-level fractional factorial designs and cut ideals
• Design and analysis of fractional factorial experiments from the viewpoint of computational algebraic statistics
• Statistical testing procedure for the interaction effects of several controllable factors in two-valued input-output systems
• Markov chain Monte Carlo exact tests for incomplete two-way contingency tables
• A characterization of saturated designs for factorial experiments
• Markovian experiments that approximate optimal designs for quantal response curves
• Title not available (Why is that?)
• Enhancing Performance of Random Testing through Markov Chain Monte Carlo Methods
• Minimal Markov basis for tests of main effect models for \(2^{p-1}\) fractional factorial designs of resolution \(p\)
• Markov bases and subbases for bounded contingency tables
• Markov Bases and Designed Experiments
• Two-factor saturated designs: cycles, Gini index, and state polytopes
• Markov-chain Monte Carlo methods for the Box-Behnken designs and centrally symmetric configurations
• Markov basis and Gröbner basis of Segre-Veronese configuration for testing independence in group-wise selections
• Orbit-based conditional tests. A link between permutations and Markov bases
• Title not available (Why is that?)

Uses Software

• 4ti2

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