Holonomic Gradient Method for Two Way Contingency Tables

Autor:	Tachibana, Yoshihito, Goto, Yoshiaki, Koyama, Tamio, Takayama, Nobuki
Rok vydání:	2018
Předmět:	Mathematics - Classical Analysis and ODEs 33C90 65Q10 62B05 62H17
Zdroj:	Alg. Stat. 11 (2020) 125-153
Druh dokumentu:	Working Paper
DOI:	10.2140/astat.2020.11.125
Popis:	The holonomic gradient method gives an algorithm to efficiently and accurately evaluate normalizing constants and their derivatives. We apply the holonomic gradient method in the case of the conditional Poisson or multinomial distribution on two way contingency tables. We utilize the modular method in computer algebra for an efficient and exact evaluation, and we discuss on complexities of these algorithms and their implementation. We also discuss on a theoretical aspect of the distribution from the viewpoint of the conditional maximum likelihood estimation. Comment: 30 papges, 4 figures
Databáze:	arXiv
Externí odkaz:	http://arxiv.org/abs/1803.04170 Zobrazit plný text záznamu View this record from Arxiv