Markov bases for typical block effect models of two-way contingency tables
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Publication:450877
DOI10.1016/J.JMVA.2012.06.007zbMATH Open1274.62392arXiv1112.4310OpenAlexW2039690975MaRDI QIDQ450877FDOQ450877
Authors: Mitsunori Ogawa, Akimichi Takemura 
Publication date: 26 September 2012
Published in: Journal of Multivariate Analysis (Search for Journal in Brave)
Abstract: Markov basis for statistical model of contingency tables gives a useful tool for performing the conditional test of the model via Markov chain Monte Carlo method. In this paper we derive explicit forms of Markov bases for change point models and block diagonal effect models, which are typical block-wise effect models of two-way contingency tables, and perform conditional tests with some real data sets.
Full work available at URL: https://arxiv.org/abs/1112.4310
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Cited In (7)
- Markov chains on the reference set of contingency tables with upper bounds
- Conditional inference given partial information in contingency tables using Markov bases
- Markov bases of conditional independence models for permutations
- Markov bases for two-way change-point models of ladder determinantal tables
- Markov bases and subbases for bounded contingency tables
- Markov bases for two-way subtable sum problems
- Markov bases for decomposable graphical models
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