Algebraic Algorithms for Sampling from Conditional Distributions.
Please always quote using this URN: urn:nbn:de:0297-zib-1131
- We construct Markov chain algorithms for sampling from discrete exponential families conditional on a sufficient statistic. Examples include generating tables with fixed row and column sums and higher dimensional analogs. The algorithms involve finding bases for associated polynomial ideals and so an excursion into computational algebraic geometry.
Author: | Persi Diaconics, Bernd Sturmfels |
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Document Type: | ZIB-Report |
Date of first Publication: | 1993/08/03 |
Series (Serial Number): | ZIB-Report (SC-93-17) |
ZIB-Reportnumber: | SC-93-17 |
Published in: | Appeared in: Annals of Statistics 26 (1998) 363-397 |