Iterated Proportional Fitting Procedure and Infinite Products of Stochastic Matrices

DOI10.1007/978-3-319-92420-5_3zbMath1453.15014arXiv1606.09126OpenAlexW2464577464MaRDI QIDQ5126589

Christophe Leuridan, Jean Brossard

Publication date: 20 October 2020

Published in: Séminaire de Probabilités XLIX (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1606.09126

zbMATH Keywords

relative entropyiterative proportional fittingcontingency matricesdistributions with given marginalsinfinite products of stochastic matrices

Mathematics Subject Classification ID

Random matrices (probabilistic aspects) (60B20) Positive matrices and their generalizations; cones of matrices (15B48) Contingency tables (62H17) Stochastic matrices (15B51)

Related Items (1)

Copula modeling for discrete random vectors

Cites Work

• Order independence and factor convergence in iterative scaling
• Limit points of the iterative scaling procedure
• Biproportional scaling of matrices and the iterative proportional fitting procedure
• I-divergence geometry of probability distributions and minimization problems
• On backward product of stochastic matrices
• Accumulation points of the iterative proportional fitting procedure
• Product of Random Stochastic Matrices and Distributed Averaging
• Convergence of the Iterative Scaling Procedure for Non-Negative Matrices
• On Ergodicity, Infinite Flow, and Consensus in Random Models
• Estimating Nonnegative Matrices from Marginal Data
• Contingency tables with given marginals
• Diagonal Equivalence to Matrices with Prescribed Row and Column Sums
• An Iterative Procedure for Estimation in Contingency Tables

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