Importance sampling for weighted binary random matrices with specified margins

arXiv1301.3928MaRDI QIDQ6238800FDOQ6238800

Authors: Matthew T. Harrison, Jeffrey W. Miller 

Publication date: 16 January 2013

Abstract: A sequential importance sampling algorithm is developed for the distribution that results when a matrix of independent, but not identically distributed, Bernoulli random variables is conditioned on a given sequence of row and column sums. This conditional distribution arises in a variety of applications and includes as a special case the uniform distribution over zero-one tables with specified margins. The algorithm uses dynamic programming to combine hard margin constraints, combinatorial approximations, and additional non-uniform weighting in a principled way to give state-of-the-art results.

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