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Asymptotic behaviour of a BIPF algorithm with an improper target

ASCI, CLAUDIO
•
MAURO PICCIONI
2009
  • journal article

Periodico
KYBERNETIKA
Abstract
The BIPF algorithm is a Markovian algorithm with the purpose of simulating certain probability distributions supported by contingency tables belonging to hierarchical loglinear models. The updating steps of the algorithm depend only on the required expected marginal tables over the maximal terms of the hierarchical model. Usually these tables are marginals of a positive joint table, in which case it is well known that the algorithm is a blocking Gibbs Sampler. But the algorithm makes sense even when these marginals do not come from a joint table. In this case the target distribution of the algorithm is necessarily improper. In this paper we investigate the simplest non trivial case, i. e. the 2 £ 2 £ 2 hierarchical interaction. Our result is that the algorithm is asymptotically attracted by a limit cycle in law.
WOS
WOS:000266401700001
Archivio
http://hdl.handle.net/11368/2264349
info:eu-repo/semantics/altIdentifier/scopus/2-s2.0-67650760112
Diritti
metadata only access
Soggetti
  • Log-linear model

  • Marginal problem

  • Null Markov chains

Visualizzazioni
3
Data di acquisizione
Apr 19, 2024
Vedi dettagli
google-scholar
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