Scalable Bayesian nonparametric measures for exploring pairwise dependence via Dirichlet process mixtures

DOI10.1214/16-EJS1171zbMATH Open1358.62058arXiv1604.08085OpenAlexW2964051916WikidataQ55021951 ScholiaQ55021951MaRDI QIDQ502809FDOQ502809

Authors: S. Filippi, Luis E. Nieto-Barajas, Chris Holmes 

Publication date: 11 January 2017

Published in: Electronic Journal of Statistics (Search for Journal in Brave)

Abstract: In this article we propose novel Bayesian nonparametric methods using Dirichlet Process Mixture (DPM) models for detecting pairwise dependence between random variables while accounting for uncertainty in the form of the underlying distributions. A key criteria is that the procedures should scale to large data sets. In this regard we find that the formal calculation of the Bayes factor for a dependent-vs.-independent DPM joint probability measure is not feasible computationally. To address this we present Bayesian diagnostic measures for characterising evidence against a "null model" of pairwise independence. In simulation studies, as well as for a real data analysis, we show that our approach provides a useful tool for the exploratory nonparametric Bayesian analysis of large multivariate data sets.

Full work available at URL: https://arxiv.org/abs/1604.08085

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zbMATH Keywords

contingency tablehypothesis testingmixture modelmutual informationDirichlet process mixturesdependence measureBayes nonparametrics

Mathematics Subject Classification ID

Bayesian inference (62F15) Nonparametric estimation (62G05) Classification and discrimination; cluster analysis (statistical aspects) (62H30) Contingency tables (62H17) Measures of association (correlation, canonical correlation, etc.) (62H20)

Cited In (6)

• Bayesian Kernel Two-Sample Testing
• A Bayesian nonparametric testing procedure for paired samples
• A test for independence via Bayesian nonparametric estimation of mutual information
• A Bayesian nonparametric approach to testing for dependence between random variables
• Bayesian nonparametric test for independence between random vectors
• A Bayesian semiparametric Archimedean copula

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