Random sampling of contingency tables via probabilistic divide-and-conquer

被引:3
|
作者
DeSalvo, Stephen [1 ]
Zhao, James [2 ]
机构
[1] Univ Calif Los Angeles, Dept Math, 520 Portola Plaza, Los Angeles, CA 90095 USA
[2] USC Dept Math, 3620 S Vermont Ave,KAP 104, Los Angeles, CA 90089 USA
关键词
Exact sampling; Approximate sampling; Transportation polytope; Boltzmann sampler; NONNEGATIVE INTEGER MATRICES; POLYNOMIAL-TIME ALGORITHM; ASYMPTOTIC ENUMERATION; RANDOM GENERATION; MARKOV-CHAINS; NUMBER; ROW; POPULATION; BOUNDS; FLOWS;
D O I
10.1007/s00180-019-00899-7
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
We present a new approach for random sampling of contingency tables of any size and constraints based on a recently introduced probabilistic divide-and-conquer (PDC) technique. Our first application is a recursive PDC: it samples the least significant bit of each entry in the table, motivated by the fact that the bits of a geometric random variable are independent. The second application is via PDC deterministic second half, where one divides the sample space into two pieces, one of which is deterministic conditional on the other; this approach is highlighted via an exact sampling algorithm in the 2xn\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$2\times n$$\end{document} case. Finally, we also present a generalization to the sampling algorithm where each entry of the table has a specified marginal distribution.
引用
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页码:837 / 869
页数:33
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