Iterative proportional scaling via decomposable submodels for contingency tables
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Publication:961221
DOI10.1016/J.CSDA.2008.11.013zbMATH Open1452.62393arXivmath/0603495OpenAlexW1973177384MaRDI QIDQ961221FDOQ961221
Authors: Yushi Endo, Akimichi Takemura 
Publication date: 30 March 2010
Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)
Abstract: We propose iterative proportional scaling (IPS) via decomposable submodels for maximizing likelihood function of a hierarchical model for contingency tables. In ordinary IPS the proportional scaling is performed by cycling through the elements of the generating class of a hierarchical model. We propose to adjust more marginals at each step. This is accomplished by expressing the generating class as a union of decomposable submodels and cycling through the decomposable models. We prove convergence of our proposed procedure, if the amount of scaling is adjusted properly at each step. We also analyze the proposed algorithms around the maximum likelihood estimate (MLE) in detail. Faster convergence of our proposed procedure is illustrated by numerical examples.
Full work available at URL: https://arxiv.org/abs/math/0603495
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Cited In (10)
- Unified generalized iterative scaling and its applications
- Classical iterative proportional scaling of log-linear models with rational maximum likelihood estimator
- On the extended iterative proportional scaling algorithm
- A localization approach to improve iterative proportional scaling in Gaussian graphical models
- Local computations of the iterative proportional scaling procedure for hierarchical models
- RECURSIVE PROCEDURES FOR HIERARCHICAL LOGLINEAR MODELS ON HIGH-DIMENSIONAL CONTINGENCY TABLES
- Title not available (Why is that?)
- A note on the IPF algorithm when the marginal problem is unsolvable.
- Iterative scaling in curved exponential families
- A fast algorithm for iterative proportional fitting in log-linear models
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