A Fast Scheme for the Uniform Sampling of Binary Matrices with Fixed Margins

04/08/2019
by   Guanyang Wang, et al.
0

Uniform sampling of binary matrix with fixed margins is an important and difficult problem in statistics, computer science, ecology and so on. The well-known swap algorithm would be inefficient when the size of the matrix becomes large or when the matrix is too sparse/full. Here we propose the Rectangle loop algorithm, a Markov-chain Monte Carlo algorithm to sample binary matrices with fixed margins uniformly. Theoretically the Rectangle loop algorithm is better than the swap algorithm in Peskun's order. Empirically studies also demonstrates the Rectangle loop algorithm is remarkablely more efficient than the swap algorithm.

READ FULL TEXT

page 10

page 11

page 13

research
04/08/2019

A Fast MCMC for the Uniform Sampling of Binary Matrices with Fixed Margins

Uniform sampling of binary matrix with fixed margins is an important and...
research
09/02/2018

A fast Metropolis-Hastings method for generating random correlation matrices

We propose a novel Metropolis-Hastings algorithm to sample uniformly fro...
research
04/14/2021

Novel Matrix Hit and Run for Sampling Polytopes and Its GPU Implementation

We propose and analyze a new Markov Chain Monte Carlo algorithm that gen...
research
12/07/2021

fastball: A fast algorithm to sample binary matrices with fixed marginals

Many applications require randomly sampling binary graphs with fixed deg...
research
09/21/2017

Comparing the Switch and Curveball Markov Chains for Sampling Binary Matrices with Fixed Marginals

The Curveball algorithm is a variation on well-known switch-based Markov...
research
05/08/2023

Mixing time for uniform sampling of binary matrices with fixed row and column sums using the trade algorithm

The trade algorithm, which includes the curveball and fastball implement...
research
07/29/2020

Non-Uniform Sampling of Fixed Margin Uniform Matrices

Data sets in the form of binary matrices are ubiquitous across scientifi...

Please sign up or login with your details

Forgot password? Click here to reset