Speeding up Algebraic-Based Sampling via Permutations

Francesca Romana Crucinio, Roberto Fontana

Research output: Chapter in Book/Report/Conference proceedingConference contributionpeer-review

Abstract

Algebraic sampling methods are a powerful tool to perform hypothesis tests on conditional spaces. We analyse the link of the sampling method introduced in[6] with permutation tests and we exploit this link to build a two-step sampling procedure to perform two-sample comparisons for non-negative discrete exponential families. We thus establish a link between standard permutation and algebraic-statistics-based sampling. The proposed method reduces the dimension of the space on which the MCMC sampling is performed by introducing a second step in which a standard Monte Carlo sampling is performed. The advantages of this dimension reduction are verified through a simulation study, showing that the proposed approach grants convergence in the least time and has the lowest mean squared error.

Original languageEnglish
Title of host publicationNonparametric Statistics - 4th ISNPS 2018
EditorsMichele La Rocca, Brunero Liseo, Luigi Salmaso
PublisherSpringer
Pages145-155
Number of pages11
ISBN (Print)9783030573058
DOIs
Publication statusPublished - 1 Jan 2020
Externally publishedYes
Event4th Conference of the International Society for Nonparametric Statistics, ISNPS 2018 - Salerno, Italy
Duration: 11 Jun 201815 Jun 2018

Publication series

NameSpringer Proceedings in Mathematics and Statistics
Volume339
ISSN (Print)2194-1009
ISSN (Electronic)2194-1017

Conference

Conference4th Conference of the International Society for Nonparametric Statistics, ISNPS 2018
Country/TerritoryItaly
CitySalerno
Period11/06/1815/06/18

Keywords

  • Conditional tests
  • Discrete exponential families
  • Markov basis
  • Markov chain monte carlo

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