A Dynamic Programming Approach for Approximate Uniform Generation of Binary Matrices with Specified Margins

Consider the collection of all binary matrices having a specific sequence of row and column sums and consider sampling binary matrices uniformly from this collection. Practical algorithms for exact uniform sampling are not known, but there are practical algorithms for approximate uniform sampling. Here it is shown how dynamic programming and recent asymptotic enumeration results can be used to simplify and improve a certain class of approximate uniform samplers. The dynamic programming perspective suggests interesting generalizations.

[1]  Yuguo Chen,et al.  Conditional Inference on Tables With Structural Zeros , 2007 .

[2]  Amin Saberi,et al.  A Sequential Algorithm for Generating Random Graphs , 2007, Algorithmica.

[3]  Jun S. Liu,et al.  STATISTICAL APPLICATIONS OF THE POISSON-BINOMIAL AND CONDITIONAL BERNOULLI DISTRIBUTIONS , 1997 .

[4]  Brendan D. McKay,et al.  Asymptotic enumeration of sparse 0-1 matrices with irregular row and column sums , 2006, J. Comb. Theory, Ser. A.

[5]  Jun S. Liu,et al.  Monte Carlo strategies in scientific computing , 2001 .

[6]  Patrick Eugene O'Neil Asymptotics and random matrices with row-sum and column sum-restrictions , 1969 .

[7]  Peter W. Glynn,et al.  State-dependent Importance Sampling and large Deviations , 2006, valuetools '06.

[8]  J. Besag,et al.  Generalized Monte Carlo significance tests , 1989 .

[9]  Eric Vigoda,et al.  Negative Examples for Sequential Importance Sampling of Binary Contingency Tables , 2011, Algorithmica.

[10]  N. Verhelst An Efficient MCMC Algorithm to Sample Binary Matrices with Fixed Marginals , 2008 .

[11]  H. Ryser Combinatorial Properties of Matrices of Zeros and Ones , 1957, Canadian Journal of Mathematics.

[12]  Eric Vigoda,et al.  Sampling binary contingency tables with a greedy start , 2007 .

[13]  Brendan J. Frey,et al.  Graphical Models for Machine Learning and Digital Communication , 1998 .

[14]  Amin Saberi,et al.  A Sequential Algorithm for Generating Random Graphs , 2007, APPROX-RANDOM.

[15]  Yuguo Chen,et al.  Sequential Monte Carlo Methods for Statistical Analysis of Tables , 2005 .

[16]  Edward A. Bender,et al.  The asymptotic number of non-negative integer matrices with given row and column sums , 1974, Discret. Math..

[17]  Brendan D. McKay,et al.  Asymptotic enumeration of dense 0-1 matrices with specified line sums , 2008, J. Comb. Theory, Ser. A.

[18]  D. Gale A theorem on flows in networks , 1957 .