Lattice points, contingency tables, and sampling
Yuguo Chen, Ian H. Dinwoodie, Adrian Dobra, Mark Huber · Contemporary mathematics - American Mathematical Society · 2005
Abstract. Markov chains and sequential importance sampling (SIS) are described as two leading sampling methods for Monte Carlo computations in exact conditional inference on discrete data in contingency tables. Examples are explained from genotype data analysis, graphical models, and logistic regression. A new Markov chain and implementation of SIS are described for logistic regression. 1.