Abstract Details
Activity Number:
|
19
|
Type:
|
Topic Contributed
|
Date/Time:
|
Sunday, August 9, 2015 : 2:00 PM to 3:50 PM
|
Sponsor:
|
Section on Bayesian Statistical Science
|
Abstract #317249
|
|
Title:
|
Bayesian Nonparametric Tests via Sliced Inverse Modeling
|
Author(s):
|
Jun S. Liu* and Bo Jiang and Chao Ye
|
Companies:
|
Harvard University and Two-Sigma Investments Inc. and Tsinghua University
|
Keywords:
|
Bayes factor ;
Conditional independence ;
dynamic programming ;
sliced inverse model ;
stepwise variable selection
|
Abstract:
|
We study the problem of independence and conditional independence tests between categorical covariates and a continuous response variable, which has an immediate application in genetics. Instead of estimating the conditional distribution of the response given values of covariates, we model the conditional distribution of covariates given the discretized response (aka "slices"). By assigning a prior probability to each possible discretization scheme, we can compute efficiently a Bayes factor (BF)-statistic for the independence (or conditional independence) test using a dynamic programming algorithm. Asymptotic and finite-sample properties such as power and null distribution of the BF statistic are studied, and a stepwise variable selection method based on the BF statistic is further developed. We compare the BF statistic with some existing classical methods and demonstrate its statistical power through extensive simulation studies. We apply the proposed method to a mouse genetics data set aiming to detect quantitative trait loci (QTLs) and obtain promising results.
|
Authors who are presenting talks have a * after their name.
Back to the full JSM 2015 program
|
For program information, contact the JSM Registration Department or phone (888) 231-3473.
For Professional Development information, contact the Education Department.
The views expressed here are those of the individual authors and not necessarily those of the JSM sponsors, their officers, or their staff.
2015 JSM Online Program Home
ASA Meetings Department
732 North Washington Street, Alexandria, VA 22314
(703) 684-1221 • meetings@amstat.org
Copyright © American Statistical Association.