Termination of the iterative proportional fitting procedure

被引：0
|
作者：
Reffel, Fabian P. [1 ]
机构：
[1] Univ Augsburg, Inst Math, D-86135 Augsburg, Germany
来源：
STATISTICS & PROBABILITY LETTERS | 2014年 / 92卷
关键词：
Iterative proportional fitting; IPF procedure; Alternating scaling; Termination; CONVERGENCE; MATRICES; POINTS;
D O I：
10.1016/j.spl.2014.05.002
中图分类号：
O21 [概率论与数理统计]; C8 [统计学];
学科分类号：
020208 ; 070103 ; 0714 ;
摘要：
The iterative proportional fitting procedure (IPF procedure) alternately fits a given non-negative matrix to given positive row marginals and given positive column marginals. This paper proves that if the IPF procedure terminates, then this has to be within the first two steps. (C) 2014 Elsevier B.V. All rights reserved.
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页码：59 / 64
页数：6
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