An implementation of the iterative proportional fitting procedure by propagation trees

The space-saving implementation of the iterative proportional fitting procedure proposed by Jirousek and Preucil (Comput. Statist. Data Anal. 19 (1995) 177) on this journal can be improved by applying the tree-computation techniques designed for Markov networks. The optimisation problem raised by the use of Markovian propagation trees is solved. Next, an even better implementation is obtained using certain trees, here introduced and called fast propagation trees, which are obtained by "simplifying" optimal Markovian propagation trees. (C) 2001 Elsevier Science B.V. All rights reserved.