Algebraic algorithm for direct sampling from toric models
- TPM

Abstract
We show that Pfaffians or contiguity relations of hypergeometric functions of several variables give a direct sampling algorithm from toric models in statistics, which is a Markov chain on a lattice generated by a matrix . A correspondence among graphical toric models and -hypergeometric system is discussed and we give a sum formula of special values of -hypergeometric polynomials. Some hypergeometric series which are interesting in view of statistics are presented.
View on arXivComments on this paper