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arXiv · 1009.5604

A Bayesian Approach To Histogram Comparison

M. J. Betancourt
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Abstract

Determining if two histograms are consistent, whether they have been drawn from the same underlying distribution or not, is a common problem in physics. Existing approaches are not only limited in power but also inapplicable to histograms filled with importance weights, a common feature of Monte Carlo simulations. From a Bayesian perspective, the comparison between a single underlying distribution and two underlying distributions is readily solved within the context of model comparison. I introduce an implementation of Bayesian model comparison to the problem, including the extension to importance sampling.

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M. J. Betancourt. 2010-09-28. A Bayesian Approach To Histogram Comparison. https://arxiv.org/abs/1009.5604

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