Scalable approximation of the transformation-free linear simplicial-simplicial regression via constrained iterative reweighted least squares

Michail Tsagris () and Omar Alzeley

No 2602, Working Papers from University of Crete, Department of Economics

Abstract: Simplicia-simplicial regression concerns statistical modeling scenarios in which both the predictors and the responses are vectors constrained to lie on the simplex. Fiksel et al. (2022) introduced a transformationfree linear regression framework for this setting, wherein the regression coefficients are estimated by minimizing the Kullback-Leibler divergence between the observed and fitted compositions, using an expectation-maximization (EM) algorithm for optimization. In this work, we reformulate the problem as a constrained logistic regression model, in line with the methodological perspective of Tsagris (2025), and we obtain parameter estimates via constrained iteratively reweighted least squares. Simulation results indicate that the proposed procedure substantially improves computational efficiency-yielding speed gains ranging from 6×−−326×-while providing estimates that closely approximate those obtained from the EM-based approach.

Keywords: compositional data; iteratively reweighted least squares; quadratic programming (search for similar items in EconPapers)
JEL-codes: C14 C15 C51 C63 (search for similar items in EconPapers)
Pages: 16 pages
Date: 2026-03-07
New Economics Papers: this item is included in nep-ecm
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