Algebraic sampling methods are a powerful tool to perform hypothesis tests on conditional spaces. We analyse the link of the sampling method introduced in[6] with permutation tests and we exploit this link to build a two-step sampling procedure to perform two-sample comparisons for non-negative discrete exponential families. We thus establish a link between standard permutation and algebraic-statistics-based sampling. The proposed method reduces the dimension of the space on which the MCMC sampling is performed by introducing a second step in which a standard Monte Carlo sampling is performed. The advantages of this dimension reduction are verified through a simulation study, showing that the proposed approach grants convergence in the least time and has the lowest mean squared error.

Speeding up Algebraic-Based Sampling via Permutations / Crucinio, Francesca Romana; Fontana, Roberto. - STAMPA. - (2020), pp. 145-155. ((Intervento presentato al convegno Fourth Conference of the International Society for Nonparametric Statistics (ISNPS) tenutosi a Salerno nel June 2018.

Speeding up Algebraic-Based Sampling via Permutations

Fontana, Roberto
2020

Abstract

Algebraic sampling methods are a powerful tool to perform hypothesis tests on conditional spaces. We analyse the link of the sampling method introduced in[6] with permutation tests and we exploit this link to build a two-step sampling procedure to perform two-sample comparisons for non-negative discrete exponential families. We thus establish a link between standard permutation and algebraic-statistics-based sampling. The proposed method reduces the dimension of the space on which the MCMC sampling is performed by introducing a second step in which a standard Monte Carlo sampling is performed. The advantages of this dimension reduction are verified through a simulation study, showing that the proposed approach grants convergence in the least time and has the lowest mean squared error.
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Utilizza questo identificativo per citare o creare un link a questo documento: http://hdl.handle.net/11583/2864712