Semigroups and sequential importance sampling for multiway tables

Details Semigroups and sequential importance sampling for multiway tables Semigroups and sequential importance sampling for multiway tables

2011-11-28

arxiv.org/abs/1111.6518v1

Mathematics

Combinatorics

1 tables, 16 pages

Scientific paper

When an interval of integers between the lower bound $l_i$ and the upper bound $u_i$ is the support of the marginal distribution $n_i|(n_{i-1}, ...,n_1)$, Chen et al, 2005 noticed that sampling from the interval at each step, for $n_i$ during a sequential importance sampling (SIS) procedure, always produces a table which satisfies the marginal constraints. However, in general, the interval may not be equal to the support of the marginal distribution. In this case, the SIS procedure may produce tables which do not satisfy the marginal constraints, leading to rejection Chen et al 2006. In this paper we consider the uniform distribution as the target distribution. First we show that if we fix the number of rows and columns of the design matrix of the model for contingency tables then there exists a polynomial time algorithm in terms of the input size to sample a table from the set of all tables satisfying all marginals defined by the given model via the SIS procedure without rejection. We then show experimentally that in general the SIS procedure may have large rejection rates even with small tables. Further we show that in general the classical SIS procedure in Chen et al, 2005 can have a large rejection rate whose limit is one. When estimating the number of tables in our simulation study, we used the univariate and bivariate logistic regression models since under this model the SIS procedure seems to have higher rate of rejections even with small tables.

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