Sequential importance sampling for multiway tables

• 成果类型: Article
• 署名作者: Chen, Yuguo; Dinwoodie, Ian H.; Sullivant, Seth
• 署名单位: University of Illinois System; University of Illinois Urbana-Champaign; Harvard University; Duke University
• 刊物名称: ANNALS OF STATISTICS
• ISSN/ISSBN: 0090-5364
• DOI: 10.1214/009053605000000822
• 发表日期: 2006
• 页码: 523-545
• 关键词: contingency-tables; markov bases; algorithms

摘要

We describe an algorithm for the sequential sampling of entries in multiway contingency tables with given constraints. The algorithm can be used for computations in exact conditional inference. To justify the algorithm, a theory relates sampling values at each step to properties of the associated toric ideal using computational commutative algebra. In particular, the property of interval cell counts at each step is related to exponents on lead indeterminates of a lexicographic Grobner basis. Also, the approximation of integer programming by linear programming for sampling is related to initial terms of a toric ideal. We apply the algorithm to examples of contingency tables which appear in the social and medical sciences. The numerical results demonstrate that the theory is applicable and that the algorithm performs well.