Bayesian nonparametric tests via sliced inverse modeling

DOI10.1214/16-BA993zbMATH Open1384.62149arXiv1411.3070OpenAlexW2964274562MaRDI QIDQ1699640FDOQ1699640

Authors: Bo Jiang, Chao Ye, Jun S. Liu 

Publication date: 23 February 2018

Published in: Bayesian Analysis (Search for Journal in Brave)

Abstract: We study the problem of independence and conditional independence tests between categorical covariates and a continuous response variable, which has an immediate application in genetics. Instead of estimating the conditional distribution of the response given values of covariates, we model the conditional distribution of covariates given the discretized response (aka "slices"). By assigning a prior probability to each possible discretization scheme, we can compute efficiently a Bayes factor (BF)-statistic for the independence (or conditional independence) test using a dynamic programming algorithm. Asymptotic and finite-sample properties such as power and null distribution of the BF statistic are studied, and a stepwise variable selection method based on the BF statistic is further developed. We compare the BF statistic with some existing classical methods and demonstrate its statistical power through extensive simulation studies. We apply the proposed method to a mouse genetics data set aiming to detect quantitative trait loci (QTLs) and obtain promising results.

Full work available at URL: https://arxiv.org/abs/1411.3070

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zbMATH Keywords

variable selectionBayes factordynamic programmingnonparametric testssliced inverse model

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Applications of statistics to biology and medical sciences; meta analysis (62P10) Bayesian problems; characterization of Bayes procedures (62C10)

Cited In (2)

• Maximum pairwise Bayes factors for covariance structure testing
• Nonparametric Bayes inference on conditional independence

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