Two-sample Bayesian nonparametric hypothesis testing Export

@article{HolmesCGS09arxiv, abstract = {In this article we describe Bayesian nonparametric procedures for two-sample hypothesis testing. Namely, given two sets of samples y^{(1)} iid F^{(1)} and y^{(2)} iid F^{(2)}, with F^{(1)}, F^{(2)} unknown, we wish to evaluate the evidence for the null hypothesis H\_{0}:F^{(1)} = F^{(2)} versus the alternative. Our method is based upon a nonparametric Polya tree prior centered either subjectively or using an empirical procedure. We show that the Polya tree prior leads to an analytic expression for the marginal likelihood under the two hypotheses and hence an explicit measure of the probability of the null Pr(H\_{0}|y^{(1)},y^{(2)}).}, archivePrefix = {arXiv}, author = {Holmes, C. C. and Caron, F. and Griffin, J. E. and Stephens, D. A.}, citeulike-article-id = {6017834}, citeulike-linkout-0 = {http://arxiv.org/abs/0910.5060}, citeulike-linkout-1 = {http://arxiv.org/pdf/0910.5060}, day = {27}, eprint = {0910.5060}, keywords = {arxiv, bayes, bayes\_factor, hypothesis\_testing, misc, nonparametrics}, month = {Oct}, posted-at = {2009-10-28 09:25:14}, priority = {2}, title = {Two-sample Bayesian nonparametric hypothesis testing}, url = {http://arxiv.org/abs/0910.5060}, year = {2009} }

TY - JOUR ID - HolmesCGS09arxiv L3 - citeulike-article-id:6017834 N2 - In this article we describe Bayesian nonparametric procedures for two-sample hypothesis testing. Namely, given two sets of samples y^{(1)} iid F^{(1)} and y^{(2)} iid F^{(2)}, with F^{(1)}, F^{(2)} unknown, we wish to evaluate the evidence for the null hypothesis H_{0}:F^{(1)} = F^{(2)} versus the alternative. Our method is based upon a nonparametric Polya tree prior centered either subjectively or using an empirical procedure. We show that the Polya tree prior leads to an analytic expression for the marginal likelihood under the two hypotheses and hence an explicit measure of the probability of the null Pr(H_{0}|y^{(1)},y^{(2)}). TI - Two-sample Bayesian nonparametric hypothesis testing KW - arxiv KW - bayes KW - bayes_factor KW - hypothesis_testing KW - misc KW - nonparametrics AU - Holmes, CC AU - Caron, F AU - Griffin, JE AU - Stephens, DA PY - 2009/Oct/27/ UR - http://arxiv.org/abs/0910.5060 ER -