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Algebraic algorithm for direct sampling from toric models and hypergeometric functions (2110.14992v2)
Published 28 Oct 2021 in math.ST, math.CA, and stat.TH
Abstract: We show that Pfaffians or contiguity relations of hypergeometric functions of several variables give a direct sampling algorithm from toric models in statistics, which is a Markov chain on a lattice generated by a matrix $A$. A correspondence among graphical models and $A$-hypergeometric system is discussed and we give a sum formula of special values of $A$-hypergeometric polynomials. Some hypergeometric series which are interesting in view of statistics are presented.
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