Kybernetika 39 no. 6, 731-737, 2003

A note on the IPF algorithm when the marginal problem is unsolvable

Claudio Asci and Mauro Piccioni

Abstract:

In this paper we analyze the asymptotic behavior of the IPF algorithm for the problem of finding a 2x2x2 contingency table whose pair marginals are all equal to a specified 2x2 table, depending on a parameter. When this parameter lies below a certain threshold the marginal problem has no solution. We show that in this case the IPF has a "period three limit cycle'' attracting all positive initial tables, and a bifurcation occur when the parameter crosses the threshold.