Iterative proportional fitting

The iterative proportional fitting procedure (IPF or IPFP, also known as biproportional fitting or biproportion in statistics or economics (input-output analysis, etc.), RAS algorithm in economics, raking in survey statistics, and matrix scaling in computer science) is the operation of finding the fitted matrix which is the closest to an initial matrix but with the row and column totals of a target matrix (which provides the constraints of the problem; the interior of is unknown). The fitted matrix being of the form , where and are diagonal matrices such that has the margins (row and column sums) of . Some algorithms can be chosen to perform biproportion. We have also the entropy maximization, information loss minimization (or cross-entropy) or RAS which consists of factoring the ma

Iterative proportional fitting

The iterative proportional fitting procedure (IPF or IPFP, also known as biproportional fitting or biproportion in statistics or economics (input-output analysis, etc.), RAS algorithm in economics, raking in survey statistics, and matrix scaling in computer science) is the operation of finding the fitted matrix which is the closest to an initial matrix but with the row and column totals of a target matrix (which provides the constraints of the problem; the interior of is unknown). The fitted matrix being of the form , where and are diagonal matrices such that has the margins (row and column sums) of . Some algorithms can be chosen to perform biproportion. We have also the entropy maximization, information loss minimization (or cross-entropy) or RAS which consists of factoring the ma