Markov chain Monte Carlo test of toric homogeneous Markov chains

DOI10.1016/J.STAMET.2011.10.004MaRDI QIDQ2360891zbMATH OpenOpenAlexFDO

Authors Akimichi Takemura, Hisayuki Hara

Publication date 29 June 2017

Published in Statistical Methodology (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1004.3599

zbMATH Keywords

envelope exponential familyMarkov basistoric ideal

Mathematics Subject Classification ID

Applications of commutative algebra (e.g., to statistics, control theory, optimization, etc.) (13P25) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Contingency tables (62H17)

Abstract: Markov chain models are used in various fields, such behavioral sciences or econometrics. Although the goodness of fit of the model is usually assessed by large sample approximation, it is desirable to use conditional tests if the sample size is not large. We study Markov bases for performing conditional tests of the toric homogeneous Markov chain model, which is the envelope exponential family for the usual homogeneous Markov chain model. We give a complete description of a Markov basis for the following cases: i) two-state, arbitrary length, ii) arbitrary finite state space and length of three. The general case remains to be a conjecture. We also present a numerical example of conditional tests based on our Markov basis.

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Cited in

(4)

• Markov degree of the three-state toric homogeneous Markov chain model
• A Markov basis for two-state toric homogeneous Markov chain model without initial parameters
• Hierarchical subspace models for contingency tables
• The space of positive transition measures on a Markov chain

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• 4ti2

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