A note on the IPF algorithm when the marginal problem is unsolvable
Kybernetika, Tome 39 (2003) no. 6, p. [731]
Voir la notice de l'article provenant de la source Czech Digital Mathematics Library
In this paper we analyze the asymptotic behavior of the IPF algorithm for the problem of finding a 2x2x2 contingency table whose pair marginals are all equal to a specified 2x2 table, depending on a parameter. When this parameter lies below a certain threshold the marginal problem has no solution. We show that in this case the IPF has a “period three limit cycle” attracting all positive initial tables, and a bifurcation occur when the parameter crosses the threshold.
Classification :
62H17, 65C60
Keywords: contingency tables; hierarchical models; partial maximization algorithms
Keywords: contingency tables; hierarchical models; partial maximization algorithms
@article{KYB_2003__39_6_a4,
author = {Asci, Claudio and Piccioni, Mauro},
title = {A note on the {IPF} algorithm when the marginal problem is unsolvable},
journal = {Kybernetika},
pages = {[731]},
publisher = {mathdoc},
volume = {39},
number = {6},
year = {2003},
mrnumber = {2035647},
zbl = {1245.62070},
language = {en},
url = {http://geodesic.mathdoc.fr/item/KYB_2003__39_6_a4/}
}
Asci, Claudio; Piccioni, Mauro. A note on the IPF algorithm when the marginal problem is unsolvable. Kybernetika, Tome 39 (2003) no. 6, p. [731]. http://geodesic.mathdoc.fr/item/KYB_2003__39_6_a4/