Journal of Combinatorial Designs · 1996 · 147 citations · 0 references
Natural SciencesComputer ScienceMathematicsCombinatoricsProbability TheoryStochastic ProcessesGraph TheoryMarkov Chain Monte CarloMarkov ChainsMarkov ProcessesChainsGraph DiameterMarkov Chains On Graphs
By simulating an ergodic Markov chain whose stationary distribution is uniform over the space of n × n Latin squares, we can obtain squares that are (approximately) uniformly distributed; we offer two such chains. The central issue is the construction of “moves” that connect the squares. Our first approach uses the fact that an n × n Latin square is equivalent to an n × n × n contingency table in which each line sum equals 1. We relax the nonnegativity condition on the table's cells, allowing “improper” tables that have a single—1-cell. A simple set of moves connects this expanded space of tables [the diameter of the associated graph is bounded by 2(n − 1)3], and suggests a Markov chain whose subchain of proper tables has the desired uniform stationary distribution (with an average of approximately n steps between proper tables). By grouping these moves appropriately, we derive a class of moves that stay within the space of proper Latin squares [with graph diameter bounded by 4(n − 1)2]; these may also be used to form a suitable Markov chain. © 1996 John Wiley & Sons, Inc.