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Orbit-based conditional tests. A link between permutations and Markov bases

  • Roberto Fontana
  • , Francesca Romana Crucinio
  • Politecnico di Torino
  • University of Warwick

Research output: Contribution to journalArticlepeer-review

Abstract

Algebraic sampling methods are a powerful tool to perform hypothesis testing for non-negative discrete exponential families, when the exact computation of the test statistic null distribution is computationally infeasible. We propose an improvement of the accelerated sampling described by Diaconis and Sturmfels (1998) based on permutations. We thus establish a link between standard permutation and algebraic-statistics-based sampling. We prove that the permutations-based sampling gives the lowest approximation errors and we validate our algorithm through a simulation study on three applications (data fitting, two sample tests and linear regression).

Original languageEnglish
Pages (from-to)23-33
Number of pages11
JournalJournal of Statistical Planning and Inference
Volume205
DOIs
Publication statusPublished - 1 Mar 2020
Externally publishedYes

Keywords

  • Algebraic statistics
  • Conditional test
  • Discrete exponential family
  • Markov chain Monte Carlo
  • Permutation test

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