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We extend the relation between random matrices and free probability theory from the level of expectations to the level of all correlation functions (which are classical cumulants of traces of products of the matrices). We introduce the…

Operator Algebras · Mathematics 2007-06-13 Benoit Collins , James A. Mingo , Piotr Sniady , Roland Speicher

Let M be a B-probability space. Assume that B itself is a D-probability space; then M can be viewed as a D-probability space as well. Let X be in M. We characterize freeness of X from B with amalgamation over D in terms of a certain…

Operator Algebras · Mathematics 2016-09-07 Alexandru Nica , Dimitri Shlyakhtenko , Roland Speicher

It is well known that conditional independence can be used to factorize a joint probability into a multiplication of conditional probabilities. This paper proposes a constructive definition of inter-causal independence, which can be used to…

Artificial Intelligence · Computer Science 2013-02-28 Nevin Lianwen Zhang , David L Poole

We use here a recent idea of studying functions of free random variables using Boolean cumulants. We develop idea of explicit calculations of conditional expectation using Boolean cumulants. We demonstrate Boolean cumulants approach allows…

Operator Algebras · Mathematics 2020-09-24 Kamil Szpojankowski , Jacek Wesołowski

Conditional independence plays a foundational role in database theory, probability theory, information theory, and graphical models. In databases, conditional independence appears in database normalization and is known as the (embedded)…

Databases · Computer Science 2023-12-19 Miika Hannula

We develope the framework of transitional conditional independence. For this we introduce transition probability spaces and transitional random variables. These constructions will generalize, strengthen and unify previous notions of…

Statistics Theory · Mathematics 2021-08-30 Patrick Forré

Unlike classical and free independence, the boolean and monotone notions of independence lack of the property of independent constants. In the scalar case, this leads to restrictions for the central limit theorems, as observed by F.…

Probability · Mathematics 2021-09-14 Carlos Dias-Aguilera , Tulio Gaxiola , Jorge Santos , Carlos Vargas

Possibilistic conditional independence is investigated: we propose a definition of this notion similar to the one used in probability theory. The links between independence and non-interactivity are investigated, and properties of these…

Artificial Intelligence · Computer Science 2013-02-28 Pascale Fonck

We introduce the notion of a conditionally free product and conditionally free convolution. We describe this convolution both from a combinatorial point of view, by showing its connection with the lattice of non-crossing partitions, and…

funct-an · Mathematics 2008-02-03 Marek Bozejko , Michael Leinert , Roland Speicher

We propose a new class of models for random permutations, which we call log-linear models, by the analogy with log-linear models used in the analysis of contingency tables. As a special case, we study the family of all Luce-decomposable…

Statistics Theory · Mathematics 2007-11-19 V. Csiszár

This paper is concerned with test of the conditional independence. We first establish an equivalence between the conditional independence and the mutual independence. Based on the equivalence, we propose an index to measure the conditional…

Methodology · Statistics 2021-05-18 Zhanrui Cai , Runze Li , Yaowu Zhang

This work investigates the combinatorial structures underlying cyclic conditional freeness and introduces cumulants that serve to linearize the cyclic conditional additive convolution. In the process, we establish the notion of "cyclic…

Operator Algebras · Mathematics 2026-02-23 Octavio Arizmendi , Guillaume Cébron , Nicolas Gilliers

We interpret the Central Limit Theorem as a fixed point theorem for a certain operator, and consider the problem of linearizing this operator. In classical as well as in free probability theory, we consider two methods giving such a…

Operator Algebras · Mathematics 2007-05-23 Michael Anshelevich

The model-X conditional randomization test is a generic framework for conditional independence testing, unlocking new possibilities to discover features that are conditionally associated with a response of interest while controlling type-I…

Machine Learning · Computer Science 2023-02-21 Shalev Shaer , Yaniv Romano

Recently, Forr\'e (arXiv:2104.11547, 2021) introduced transitional conditional independence, a notion of conditional independence that provides a unified framework for both random and non-stochastic variables. The original paper establishes…

Statistics Theory · Mathematics 2026-03-26 Leihao Chen

Conditional independence and Markov properties are powerful tools allowing expression of multidimensional probability distributions by means of low-dimensional ones. As multidimensional possibilistic models have been studied for several…

Artificial Intelligence · Computer Science 2013-01-18 Jirina Vejnarova

In this paper, we prove a conditional limit theorem for independent not necessarily identically distributed random variables. Namely, we obtain the asymptotic distribution of a large number of them given the sum.

Statistics Theory · Mathematics 2020-11-12 Dimbihery Rabenoro

In this paper, we present some multi-dimensional central limit theorems and laws of large numbers under sublinear expectations, which extend some previous results.

Probability · Mathematics 2013-06-20 Ze-Chun Hu , Ling Zhou

We discuss free probability theory and free harmonic analysis from a categorical perspective. In order to do so, we extend first the set of analytic convolutions and operations and then show that the comonadic structure governing free…

Probability · Mathematics 2017-09-12 Roland M. Friedrich

In this article, I introduce a group-theoretical method to prove positivity of certain linear combinations (with coefficients generally lying in $\mathbb{C}$) of exponential functions under a set of semidefinite linear constraints. The…

Group Theory · Mathematics 2021-12-06 Robert Lin