Local computations of the iterative proportional scaling procedure for hierarchical models
| Autor: | Na Shan, Jubo Sun, Ping-Feng Xu |
|---|---|
| Rok vydání: | 2016 |
| Předmět: |
Statistics and Probability
Contingency table Mathematical optimization Speedup Applied Mathematics Computation Maximum likelihood 05 social sciences 01 natural sciences 010104 statistics & probability Computational Mathematics Computational Theory and Mathematics 0502 economics and business Simulated annealing Partition (number theory) 0101 mathematics Scaling Algorithm 050205 econometrics Mathematics Block (data storage) |
| Zdroj: | Computational Statistics & Data Analysis. 95:17-23 |
| ISSN: | 0167-9473 |
| DOI: | 10.1016/j.csda.2015.10.009 |
| Popis: | The maximum likelihood estimation of hierarchical models for contingency tables is often carried out by the iterative proportional scaling (IPS) procedure. In this paper, we propose local computations of the IPS procedure by partitioning generators. The proposed implementation, called IPSP for short, first partitions generators into several non-overlapping and non-empty blocks, and then adjusts marginal counts in each block locally. To find an approximation to the optimal partition resulting the least complexity, we apply the simulated annealing algorithm. Moreover, local computations can speed up the implementation of the IPS procedure using junction trees. Numerical experiments are presented to illustrate the efficiency of local computations. |
| Databáze: | OpenAIRE |
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