Instruct: Identify the main and secondary category of Arxiv papers based on the titles and abstracts
Query: Coupling optional P\'olya trees and the two sample problem   Testing and characterizing the difference between two data samples is of
fundamental interest in statistics. Existing methods such as Kolmogorov-Smirnov
and Cramer-von-Mises tests do not scale well as the dimensionality increases
and provides no easy way to characterize the difference should it exist. In
this work, we propose a theoretical framework for inference that addresses
these challenges in the form of a prior for Bayesian nonparametric analysis.
The new prior is constructed based on a random-partition-and-assignment
procedure similar to the one that defines the standard optional P\'olya tree
distribution, but has the ability to generate multiple random distributions
jointly. These random probability distributions are allowed to "couple", that
is to have the same conditional distribution, on subsets of the sample space.
We show that this "coupling optional P\'olya tree" prior provides a convenient
and effective way for both the testing of two sample difference and the
learning of the underlying structure of the difference. In addition, we discuss
some practical issues in the computational implementation of this prior and
provide several numerical examples to demonstrate its work.

19
The categories of this paper are: eess
15
The categories of this paper are: nucl-ex
36
The categories of this paper are: cmp-lg
30
The categories of this paper are: q-alg
34
The categories of this paper are: chem-ph
0
The categories of this paper are: hep-ph
7
The categories of this paper are: hep-th
27
The categories of this paper are: comp-gas
17
The categories of this paper are: q-fin
1
The categories of this paper are: cs
37
The categories of this paper are: supr-con
18
The categories of this paper are: econ
35
The categories of this paper are: mtrl-th
10
The categories of this paper are: q-bio
3
The categories of this paper are: physics
24
The categories of this paper are: dg-ga