A Powerful Bayesian Test for Equality of Means in High Dimensions
A Powerful Bayesian Test for Equality of Means in High Dimensions
We develop a Bayes factor-based testing procedure for comparing two population means in high-dimensional settings. In 'large-p-small-n" settings, Bayes factors based on proper priors require eliciting a large and complex p × p covariance matrix, whereas Bayes factors based on Jeffrey's prior suffer the same impediment as the classical Hotelling …