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Scalable approximation of the transformation-free linear simplicial-simplicial regression via constrained iterative reweighted least squares

Author

Listed:
  • Michail Tsagris

  • Omar Alzeley

Abstract

Simplicia-simplicial regression concerns statistical modeling scenarios in which both the predictors and the responses are vectors constrained to lie on the simplex. Fiksel et al. (2022) introduced a transformationfree linear regression framework for this setting, wherein the regression coefficients are estimated by minimizing the Kullback-Leibler divergence between the observed and fitted compositions, using an expectation-maximization (EM) algorithm for optimization. In this work, we reformulate the problem as a constrained logistic regression model, in line with the methodological perspective of Tsagris (2025), and we obtain parameter estimates via constrained iteratively reweighted least squares. Simulation results indicate that the proposed procedure substantially improves computational efficiency-yielding speed gains ranging from 6×−−326×-while providing estimates that closely approximate those obtained from the EM-based approach.

Suggested Citation

  • Michail Tsagris & Omar Alzeley, 2026. "Scalable approximation of the transformation-free linear simplicial-simplicial regression via constrained iterative reweighted least squares," Working Papers 2602, University of Crete, Department of Economics.
  • Handle: RePEc:crt:wpaper:2602
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    JEL classification:

    • C14 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Semiparametric and Nonparametric Methods: General
    • C15 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Statistical Simulation Methods: General
    • C51 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Model Construction and Estimation
    • C63 - Mathematical and Quantitative Methods - - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling - - - Computational Techniques

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