Bayesian two-sample tests
Machine Learning
2009-06-23 v1
Abstract
In this paper, we present two classes of Bayesian approaches to the two-sample problem. Our first class of methods extends the Bayesian t-test to include all parametric models in the exponential family and their conjugate priors. Our second class of methods uses Dirichlet process mixtures (DPM) of such conjugate-exponential distributions as flexible nonparametric priors over the unknown distributions.
Cite
@article{arxiv.0906.4032,
title = {Bayesian two-sample tests},
author = {Karsten M. Borgwardt and Zoubin Ghahramani},
journal= {arXiv preprint arXiv:0906.4032},
year = {2009}
}