Measuring the Disclosure Risk for Multiway Tables with Fixed Marginals Corresponding to Decomposable Loglinear Models

Adrian Dobra


The underlying connection between disclosure avoidance techniques for categorical data and sampling from the exact conditional distribution associated with a loglinear model is the data swaps necessary to link all the contingency tables having a set of fixed marginal totals. In this paper we show that simple data swaps are the only swaps needed when the set of fixed margins define a decomposable graph. Furthermore, we characterize the set of data swaps associated with more general graphical structures.

Keywords: Contingency tables; Decomposable loglinear models; Reducible loglinear models; Disclosure limitation; Exact distributions; Markov chain Monte Carlo

Heidi Sestrich
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