A Bayesian nonparametric approach to testing for dependence between random variables

S Filippi, CC Holmes - 2017 - projecteuclid.org
2017projecteuclid.org
… 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 Pólya tree priors on the space of probability measures which can then be
embedded within a decision theoretic test for dependence. Pólya tree priors can accommodate
known uncertainty in the form of the underlying sampling distribution and provides an
explicit posterior probability measure of both … In this article, we propose a Bayesian …
Supplement Material of “A Bayesian Nonparametric Approach to Testing for Dependence Between Random Variables”.
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