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 language | English |
|---|---|
| Pages (from-to) | 23-33 |
| Number of pages | 11 |
| Journal | Journal of Statistical Planning and Inference |
| Volume | 205 |
| DOIs | |
| Publication status | Published - 1 Mar 2020 |
| Externally published | Yes |
Keywords
- Algebraic statistics
- Conditional test
- Discrete exponential family
- Markov chain Monte Carlo
- Permutation test
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