2008
DOI: 10.1080/03610910701790236
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Sampling Methods for Wallenius' and Fisher's Noncentral Hypergeometric Distributions

Abstract: Several methods for generating variates with univariate and multivariate Wallenius' and Fisher's noncentral hypergeometric distributions are developed. Methods for the univariate distributions include: simulation of urn experiments, inversion by binary search, inversion by chop-down search from the mode, ratio-of-uniforms rejection method, and rejection by sampling in the domain. Methods for the multivariate distributions include: simulation of urn experiments, conditional method, Gibbs sampling, and Metropoli… Show more

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Cited by 66 publications
(59 citation statements)
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References 25 publications
(30 reference statements)
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“…For instance, overlap counts with different pathways are statistically dependent whose impact on the multiple hypothesis testing problem is nearly impossible to estimate; in particular it is unclear to what extent Benjamini and Yekutieli's notion of positive regression dependency is applicable [39]. However, the problem has already been recognized and discussed in the literature [24]. …”
Section: Discussionmentioning
confidence: 99%
“…For instance, overlap counts with different pathways are statistically dependent whose impact on the multiple hypothesis testing problem is nearly impossible to estimate; in particular it is unclear to what extent Benjamini and Yekutieli's notion of positive regression dependency is applicable [39]. However, the problem has already been recognized and discussed in the literature [24]. …”
Section: Discussionmentioning
confidence: 99%
“…The problem of selecting L atoms out of the possible K can be formalized similarly to the classical experiment of taking colored balls at random from an urn without replacement [54], [55]. If the balls have a different weight, the result follows the Wallenius’ noncentral hypergeometric distribution [56].…”
Section: Problem Formulationmentioning
confidence: 99%
“…For sampling without replacement, re-adjusting the atom weights requires 𝒪 (( K − 1) + … + ( K − L + 1)) ~ 𝒪( LK ). Since each of the L iterations takes into account the previously selected atoms [55], the cost of the Wallenius distribution is 𝒪 ( K + ( K − 1) + … + ( K − L + 1)) ~ 𝒪( LK ). Each of the L coefficients is generated from the normal distribution, whose mean requires 𝒪( P ), therefore the entire complexity is 𝒪( LP ). Regarding the dictionary atom parameters, their posterior (7) requires 𝒪 ( L ( P + Q 2 )), while the typical cost of the Nelder Mead’s simplex is 𝒪 ( Q 2 ) [80].…”
Section: Mcmc Ergodicity Proofsmentioning
confidence: 99%
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“…[54][55][56][57][58] Both the Wallenius and Fisher distributions generalize the standard central hypergeometric distribution to allow for unequal weighting of different types of species in a given population. The difference between the two distributions is that with the Wallenius distribution the total number of draws is a known quantity, and with the Fisher distribution the draws occur independently such that the total number of draws is known only after completion of the experiment.…”
Section: B Noncentral Hypergeometric Distributionmentioning
confidence: 99%