A Bayesian nonparametric approach to testing for dependence between random variables

DOI10.1214/16-BA1027MaRDI QIDQ1699695zbMATH OpenFDO

Authors S. Filippi, Chris Holmes

Publication date 23 February 2018

Published in Bayesian Analysis (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1506.00829, https://projecteuclid.org/euclid.ba/1474463236

zbMATH Keywords

Bayesian nonparametricsdependence measurehypothesis testingPólya tree

Mathematics Subject Classification ID

Bayesian problems; characterization of Bayes procedures (62C10) Bayesian inference (62F15) Nonparametric hypothesis testing (62G10)

Abstract: Nonparametric and nonlinear measures of statistical dependence between pairs of random variables are important tools in modern data analysis. In particular the emergence of large data sets can now support the relaxation of linearity assumptions implicit in traditional association scores such as correlation. Here we describe a Bayesian nonparametric procedure that leads to a tractable, explicit and analytic quantification of the relative evidence for dependence vs independence. Our approach uses Polya tree priors on the space of probability measures which can then be embedded within a decision theoretic test for dependence. Polya tree priors can accommodate known uncertainty in the form of the underlying sampling distribution and provides an explicit posterior probability measure of both dependence and independence. Well known advantages of having an explicit probability measure include: easy comparison of evidence across different studies; encoding prior information; quantifying changes in dependence across different experimental conditions, and; the integration of results within formal decision analysis.

Recommendations

• Bayesian nonparametric test for independence between random vectors
• Scalable Bayesian nonparametric measures for exploring pairwise dependence via Dirichlet process mixtures
• Nonparametric Independence Tests: Space Partitioning and Kernel Approaches
• Nonparametric Bayes inference on conditional independence
• Nonlinear canonical analysis and independence tests

Cited in

(22)

• Bayesian nonparametric estimation of test equating functions with covariates
• Bayesian nonparametric tests via sliced inverse modeling
• Variational nonparametric discriminant analysis
• Measuring dependence in the Wasserstein distance for Bayesian nonparametric models
• Bayesian nonparametric test for independence between random vectors
• Latent nested nonparametric priors (with discussion)
• Nonparametric Bayes inference on conditional independence
• Automatic Bayes factors for testing variances of two independent normal distributions
• scientific article; zbMATH DE number 5299822 (Why is no real title available?)
• Bayesian and Non-Bayesian Tests of Independence in Seemingly Unrelated Regressions
• A nonparametric bayesian approach to analysis of drug dependence data
• A nonparametric Bayesian approach to copula estimation
• Scalable Bayesian nonparametric measures for exploring pairwise dependence via Dirichlet process mixtures
• Bayesian Kernel Two-Sample Testing
• Projected Pólya Tree
• Fisher Exact Scanning for Dependency
• A Bayesian nonparametric testing procedure for paired samples
• A test for independence via Bayesian nonparametric estimation of mutual information
• Hidden Markov Pólya Trees for High-Dimensional Distributions
• Multivariate and regression models for directional data based on projected Pólya trees
• Fast MMPTs: a fast approximate sampler toward a mixture of multivariate polya trees
• Bayesian flexible models for ANOVA-type data

This page was built for publication: A Bayesian nonparametric approach to testing for dependence between random variables

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1699695)