MCMC using Markov bases for computing <InlineEquation ID="IEq1"> <EquationSource Format="TEX">$$p$$</EquationSource> </InlineEquation>-values in decomposable log-linear models
We derive an explicit form of a Markov basis on the junction tree for a decomposable log-linear model. Then we give a description of a Markov basis characterized by global Markov properties associated with the graph of a decomposable log-linear model and show how to use the Markov basis for generating contingency tables of a Markov chain. The estimates of exact <InlineEquation ID="IEq3"> <EquationSource Format="TEX">$$p$$</EquationSource> </InlineEquation>-values can be obtained from contingency tables generated from the proposed Markov chain Monte Carlo using the Markov basis. Copyright Springer-Verlag 2013
Year of publication: |
2013
|
---|---|
Authors: | Kuroda, Masahiro ; Hashiguchi, Hiroki ; Nakagawa, Shigekazu ; Geng, Zhi |
Published in: |
Computational Statistics. - Springer. - Vol. 28.2013, 2, p. 831-850
|
Publisher: |
Springer |
Saved in:
Online Resource
Saved in favorites
Similar items by person
-
Improved omnibus test statistic for normality
Nakagawa, Shigekazu, (2012)
-
Computer algebra application to the distribution of sample correlation coefficient
Nakagawa, Shigekazu, (1998)
-
Simplification of the Laplace–Beltrami operator
Hashiguchi, Hiroki, (2000)
- More ...