Random generation of 2×2×...×2×Jcontingency tables

  • Authors:
  • Tomomi Matsui;Yasuko Matsui;Yoko Ono

  • Affiliations:
  • Department of Mathematical Informatics, Graduate School of Information Science and Technology, University of Tokyo, Bunkyo-ku, Tokyo 113-0033, Japan;Department of Mathematical Sciences, School of Science, Tokai University, Kitakaname, Hiratsuka-shi, Kanagawa 259-1292, Japan;Department of Management Science, Faculty of Engineering, Tokyo University of Science, Shinjuku-ku, Tokyo 162-8601, Japan

  • Venue:
  • Theoretical Computer Science
  • Year:
  • 2004

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Abstract

We propose two Markov chains for sampling (m + 1)-dimensional contingency tables indexed by {1, 2}m × {1, 2,..... n}. Stationary distributions of our chains are the uniform distribution and a conditional multinomial distribution (which is equivalent to the hypergeometric distribution if m = 1). Mixing times of our chains are bounded by (½)n(n - 1) ln(N/(2mε)) = (½)n(n - 1) ln(dn/ε), where d is the average of the values in the cells and ε is a given error bound. We use the path coupling method for estimating the mixing times of our chains and showed that our chains mix rapidly.