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RAS algorithm

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The RAS algorithm proposed by Bacharach (1965) estimates a nonnegative matrix from its marginals[1], a task frequently arising in input-output analysis. RAS is similar to the Iterative Proportional Fitting Procedure (IPFP). Both algorithms iteratively apply interchanging row and column fitting steps to achieve entropy minimization and maximum-likelihood estimation under certain distributional assumptions.

RAS generates a matrix similar to the intial matrix , that is, small elements of are small in . This is the property of structure conservation. Assuming an underlying multinomial distribution, the estimated matrix is the most probable one given the specified marginal constraints.


Notes

  1. ^ Bacharach, M. (1965). "Estimating Nonnegative Matrices from Marginal Data". International Economic Review. 6: 294–310. JSTOR 2525582.