Markov bases for typical block effect models of two-way contingency tables

DOI10.1016/J.JMVA.2012.06.007zbMATH Open1274.62392OpenAlexW2039690975MaRDI QIDQ450877FDOQ450877

Authors Mitsunori Ogawa, Akimichi Takemura

Publication date 26 September 2012

Published in Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1112.4310

zbMATH Keywords

Markov chain Monte Carlotoric idealblock diagonal effect modelchange point modelquadratic Gröbner basis

Mathematics Subject Classification ID

Contingency tables (62H17)

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.

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Cites work

• scientific article; zbMATH DE number 835749 (Why is no real title available?)
• scientific article; zbMATH DE number 967945 (Why is no real title available?)
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• Sequential Monte Carlo Methods for Statistical Analysis of Tables
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Cited in

(11)

• Markov bases for two-way change-point models of ladder determinantal tables
• Markov chains on the reference set of contingency tables with upper bounds
• Markov bases and toric ideals for some contingency tables
• Markov chain Monte Carlo test of toric homogeneous Markov chains
• Markov bases for decomposable graphical models
• Markov basis and Gröbner basis of Segre-Veronese configuration for testing independence in group-wise selections
• MCMC using Markov bases for computing \(p\)-values in decomposable log-linear models
• Markov bases and subbases for bounded contingency tables
• Markov bases for two-way subtable sum problems
• Markov bases of conditional independence models for permutations
• Conditional inference given partial information in contingency tables using Markov bases

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