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Running Markov Chain Without Markov Bases

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Markov Bases in Algebraic Statistics

Part of the book series: Springer Series in Statistics ((SSS,volume 199))

Abstract

In this chapter we provide an algorithm for performing exact tests with a lattice basis, even in the case where Markov bases are not known. As mentioned in Sect. 15, computation of lattice bases is much easier than that of Markov bases. With many examples we show that the approach with lattice bases is practical. We also check that its performance is comparable to Markov bases for the problems where Markov bases are known. This chapter is based on Hara et al. (Proceedings of the Second CREST-SBM International Conference, “Harmony of Gröbner Bases and the Modern Industrial Society”. World Scientfic, Singapore, 2012. To appear).

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Aoki, S., Hara, H., Takemura, A. (2012). Running Markov Chain Without Markov Bases. In: Markov Bases in Algebraic Statistics. Springer Series in Statistics, vol 199. Springer, New York, NY. https://doi.org/10.1007/978-1-4614-3719-2_16

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