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Estimating cell frequencies under inequality constraints based on the Kullback–Leibler information
Author(s) -
Fu Lianyan,
Gao Wei,
Shi NingZhong
Publication year - 2012
Publication title -
statistica neerlandica
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.52
H-Index - 39
eISSN - 1467-9574
pISSN - 0039-0402
DOI - 10.1111/j.1467-9574.2011.00513.x
Subject(s) - contingency table , kullback–leibler divergence , mathematics , convergence (economics) , mathematical optimization , table (database) , simple (philosophy) , algorithm , inequality , computer science , data mining , statistics , mathematical analysis , philosophy , epistemology , economics , economic growth
This article considers the problem of estimating the cell frequencies in a contingency table under inequality constraints. Algorithms are proposed for cell frequency estimation via minimizing the Kullback–Leibler distance subject to inequality constraints. The proposed algorithms are shown to be simple, easy to be used, fast, and reliable. Theorems are derived to guarantee the convergence of the algorithms. Applications and extensions of the algorithms are provided for more general problems than contingency table. The R programs that implement the proposed algorithms are presented in Appendix B.