MCMC using Markov bases for computing $$p$$ -values in decomposable log-linear models

Masahiro Kuroda (), Hiroki Hashiguchi, Shigekazu Nakagawa and Zhi Geng

Computational Statistics, 2013, vol. 28, issue 2, 850 pages

Abstract: We derive an explicit form of a Markov basis on the junction tree for a decomposable log-linear model. Then we give a description of a Markov basis characterized by global Markov properties associated with the graph of a decomposable log-linear model and show how to use the Markov basis for generating contingency tables of a Markov chain. The estimates of exact $$p$$ -values can be obtained from contingency tables generated from the proposed Markov chain Monte Carlo using the Markov basis. Copyright Springer-Verlag 2013

Keywords: Decomposable log-linear models; Junction tree; Markov basis; Markov chain Monte Carlo; $$p$$ -value (search for similar items in EconPapers)
Date: 2013
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Persistent link: https://EconPapers.repec.org/RePEc:spr:compst:v:28:y:2013:i:2:p:831-850

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DOI: 10.1007/s00180-012-0331-3

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