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Running Markov chain without Markov basis

Date:
-
Location:
University of Kentucky, Statistics Department MDS 223 Refresments: 3:30-4:00 Seminar: MDS 312
Speaker(s) / Presenter(s):
Hisayuki Hara Associate, Department of Statistics, Niigata University

 

The methodology of Markov basis initiated by Diaconis and Sturmfels (1998) stimulated active research on Markov bases for more than a decade. It also motivated improvements of algorithms for Gr\"obner basis computation  for toric ideals, such as those implemented in 4ti2. However at present explicit forms of Markov bases are known only for some relatively simple models, such as the decomposable models of contingency tables. Furthermore general algorithms for Markov bases computation often failto produce Markov bases even for moderate-sized models in a practical amount of time. Hence so far we could not perform exact tests based on Markov basis methodology for many important practical problems. In this talk we introduce two alternative methods for running Markov chain instead of using a Markov basis. The first one is to use a Markov subbasis for connecting practical fibers. The second one is to use a lattice basis which is an integer kernel of a design matrix.

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