Exact, Uniform Sampling of Contingency Tables via Probabilistic
Divide-and-Conquer
Abstract
We present a new algorithm for the exact, uniform sampling of contingency tables of any size and constraints based on the recently introduced technique. For an table, the total expected runtime cost to sample a nonnegative integer-valued table uniformly from the set of contingency tables is given by \[O\left(\log(M)\,m\,n\right) + s_0 \] where is the largest row sum or column sum, and is the cost to compute certain rejection probabilities. The same algorithm applies, with one extra step, for contingency tables with real-valued entries. A similar algorithm is presented for -valued tables, and several alternative algorithms are presented for the general case where each entry of the table has a specified marginal distribution.
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