Generating Doubly Stochastic Matrices
Constrained Optimization
Generate random matrix, find closest doubly stochastic in least square sense
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Markov Chain sampling
Start with a random permutation matrix, randomly modify 4 entries each time
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Iterative Proportional Fitting (Dr.Teh suggestion)
Normalize rows/columns repeatedly
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How long does it take to converge?
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Convex Combination of Permutation Matrices (Jeremy's suggestion)
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How to sample from this set?
Created by Wolfram Mathematica 6.0 (18 December 2007) | ![]() |