Some characterizations of minimal Markov basis for sampling from discrete conditional distributions

被引:0
作者
Akimichi Takemura
Satoshi Aoki
机构
[1] University of Tokyo,Graduate School of Information Science and Technology
来源
Annals of the Institute of Statistical Mathematics | 2004年 / 56卷
关键词
Contingency tables; exact tests; Markov chain Monte Carlo;
D O I
暂无
中图分类号
学科分类号
摘要
In this paper we given some basic characterizations of minimal Markov basis for a connected Markov chain, which is used for performing exact tests in discrete exponential families given a sufficient statistic. We also give a necessary and sufficient condition for uniqueness of minimal Markov basis. A general algebraic algorithm for constructing a connected Markov chain was given by Diaconis and Sturmfels (1998,The Annals of Statistics,26, 363–397). Their algorithm is based on computing Gröbner basis for a certain ideal in a polynomial ring, which can be carried out by using available computer algebra packages. However structure and interpretation of Gröbner basis produced by the packages are sometimes not clear, due to the lack of symmetry and minimality in Gröbner basis computation. Our approach clarifies partially ordered structure of minimal Markov basis.
引用
收藏
页码:1 / 17
页数:16
相关论文
共 15 条
[1]  
Aoki S.(2002)Improving path trimming in a network algorithm for Fisher’s exact test in two-way contingency tables Journal of Statistical Computation and Simulation 72 205-216
[2]  
Aoki S.(2003)Network algorithm for the exact test of Hardy-Weinberg proportion for multiple alleles Biometrical Journal 45 471-490
[3]  
Aoki S.(2003)Minimal basis for connected Markov chain over 3×3× Australian and New Zealand Journal of Statistics 45 229-249
[4]  
Takemura A.(1975) contingency tables with fixed two-dimensional marginals Journal of Pure and Applied Algebra 124 7-30
[5]  
Briales E.(1998)Minimal systems of generators for ideals of semigroups The Annals of Statistics 26 363-397
[6]  
Campillo A.(1998)Algebraic algorithms for sampling from conditional distributions Bernoulli 4 401-410
[7]  
Marijuán C.(1992)The Diaconis-Sturmfels algorithm and rules of succession Biometrika 48 361-372
[8]  
Pisón P. W.(1983)Performing the exact test of Hardy-Weinberg proportion for multiple alleles Journal of The American Statistical Association 78 427-434
[9]  
Diaconis P.(undefined)A network algorithm for performing Fisher’s exact test in undefined undefined undefined-undefined
[10]  
Sturmfels B.(undefined) contingency tables undefined undefined undefined-undefined