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Direct sampling from conditional distributions by sequential maximum likelihood estimations

Shuhei Mano

Vol. 16 (2025), No. 2, 175–199
Abstract

We can directly sample from the conditional distribution of any log-affine model. The algorithm is a Markov chain on a bounded integer lattice, and its transition probability is the ratio of the UMVUE (uniformly minimum variance unbiased estimator) of the expected counts to the total number of counts. The computation of the UMVUE accounts for most of the computational cost, which makes the implementation challenging. Here, we investigate an approximate algorithm that replaces the UMVUE with the MLE (maximum likelihood estimator). Although it is generally not exact, it is efficient and easy to implement; no prior study is required, such as about the connection matrices of the holonomic ideal in the original algorithm.

Keywords
$A$-hypergeometric system, discrete exponential family, Gröbner bases, iterative proportional scaling, log-affine model, Markov chain Monte Carlo, Metropolis algorithm, rational maximum likelihood estimator, uniformly minimum variance unbiased estimator
Mathematical Subject Classification
Primary: 62R01
Secondary: 33C90, 33F99, 62H17, 65C05
Milestones
Received: 11 February 2025
Revised: 6 September 2025
Accepted: 1 October 2025
Published: 18 November 2025
Authors
Shuhei Mano
The Institute of Statistical Mathematics
Tachikawa
Japan