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Kybernetika 39(6):731-737, 2003.

A Note on the IPF Algorithm When the Marginal Problem is Unsolvable.

Claudio Asci and Mauro Piccioni


Abstract:

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.


Keywords: contingency tables; hierarchical models; partial maximization algorithms;


AMS: 62H17; 65C60;


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BIB TeX

@article{kyb:2003:6:731-737,

author = {Asci, Claudio and Piccioni, Mauro},

title = {A Note on the IPF Algorithm When the Marginal Problem is Unsolvable.},

journal = {Kybernetika},

volume = {39},

year = {2003},

number = {6},

pages = {731-737}

publisher = {{\'U}TIA, AV {\v C}R, Prague },

}


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