Bayesian Independence Test with Mixed-type Variables

Alessio Benavoli, Cassio de Campos

Research output: Chapter in Book/Report/Conference proceedingConference contributionAcademicpeer-review

2 Citations (Scopus)

Abstract

A fundamental task in AI is to assess (in)dependence between mixed-type variables (text, image, sound). We propose a Bayesian kernelised correlation test of (in)dependence using a Dirichlet process model. The new measure of (in)dependence allows us to answer some fundamental questions: Based on data, are (mixed-type) variables independent? How likely is dependence/independence to hold? How high is the probability that two mixed-type variables are more than just weakly dependent? We theoretically show the properties of the approach, as well as algorithms for fast computation with it. We empirically demonstrate the effectiveness of the proposed method by analysing its performance and by comparing it with other frequentist and Bayesian approaches on a range of datasets and tasks with mixed-type variables.
Original languageEnglish
Title of host publicationIEEE 8th International Conference on Data Science and Advanced Analytics (DSAA)
PublisherIEEE Press
ISBN (Electronic)9781665420990
DOIs
Publication statusPublished - 2021

Keywords

  • Bayesian
  • Independence test
  • Kernelised test
  • Mixed-type data

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