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

DOI10.1214/16-EJS1171MaRDI QIDQ502809zbMATH OpenOpenAlexWikidataFDO

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)

Full work available at URL https://arxiv.org/abs/1604.08085, https://projecteuclid.org/euclid.ejs/1479287224

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)

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.

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(6)

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

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