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2020 A fast MCMC algorithm for the uniform sampling of binary matrices with fixed margins
Guanyang Wang
Electron. J. Statist. 14(1): 1690-1706 (2020). DOI: 10.1214/20-EJS1702

Abstract

Uniform sampling of binary matrix with fixed margins is an important and difficult problem in statistics, computer science, ecology and so on. The well-known swap algorithm would be inefficient when the size of the matrix becomes large or when the matrix is too sparse/dense. Here we propose the Rectangle Loop algorithm, a Markov chain Monte Carlo algorithm to sample binary matrices with fixed margins uniformly. Theoretically the Rectangle Loop algorithm is better than the swap algorithm in Peskun’s order. Empirically studies also demonstrates the Rectangle Loop algorithm is remarkablely more efficient than the swap algorithm.

Citation

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Guanyang Wang. "A fast MCMC algorithm for the uniform sampling of binary matrices with fixed margins." Electron. J. Statist. 14 (1) 1690 - 1706, 2020. https://doi.org/10.1214/20-EJS1702

Information

Received: 1 September 2019; Published: 2020
First available in Project Euclid: 9 April 2020

zbMATH: 07200240
MathSciNet: MR4082480
Digital Object Identifier: 10.1214/20-EJS1702

Subjects:
Primary: 62D05
Secondary: 62P25

JOURNAL ARTICLE
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Vol.14 • No. 1 • 2020
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