A Gibbs sampler for a class of random convex polytopes
Abstract
We present a Gibbs sampler for the Dempster-Shafer (DS) approach to statistical inference for Categorical distributions. The DS framework extends the Bayesian approach, allows in particular the use of partial prior information, and yields three-valued uncertainty assessments representing probabilities "for", "against", and "don't know" about formal assertions of interest. The proposed algorithm targets the distribution of a class of random convex polytopes which encapsulate the DS inference. The sampler relies on an equivalence between the iterative constraints of the vertex configuration and the non-negativity of cycles in a fully connected directed graph. Illustrations include the testing of independence in 2x2 contingency tables and parameter estimation of the linkage model.
Cite
@article{arxiv.1910.11953,
title = {A Gibbs sampler for a class of random convex polytopes},
author = {Pierre E. Jacob and Ruobin Gong and Paul T. Edlefsen and Arthur P. Dempster},
journal= {arXiv preprint arXiv:1910.11953},
year = {2021}
}
Comments
23 pages including the references and appendices