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Constraint-based causal discovery from limited data is a notoriously difficult challenge due to the many borderline independence test decisions. Several approaches to improve the reliability of the predictions by exploiting redundancy in…

Machine Learning · Computer Science 2017-01-27 Sara Magliacane , Tom Claassen , Joris M. Mooij

Constraint-based causal discovery methods leverage conditional independence tests to infer causal relationships in a wide variety of applications. Just as the majority of machine learning methods, existing work focuses on studying…

Machine Learning · Statistics 2024-05-27 Siyuan Guo , Viktor Tóth , Bernhard Schölkopf , Ferenc Huszár

We consider the problem of learning the causal MAG of a system from observational data in the presence of latent variables and selection bias. Constraint-based methods are one of the main approaches for solving this problem, but the…

Machine Learning · Computer Science 2021-10-26 Sina Akbari , Ehsan Mokhtarian , AmirEmad Ghassami , Negar Kiyavash

We propose a sequential, anytime-valid method to test the conditional independence of a response $Y$ and a predictor $X$ given a random vector $Z$. The proposed test is based on e-statistics and test martingales, which generalize likelihood…

Methodology · Statistics 2023-02-22 Peter Grünwald , Alexander Henzi , Tyron Lardy

Dependence measures based on reproducing kernel Hilbert spaces, also known as Hilbert-Schmidt Independence Criterion and denoted HSIC, are widely used to statistically decide whether or not two random vectors are dependent. Recently,…

Statistics Theory · Mathematics 2021-01-13 Mélisande Albert , Béatrice Laurent , Amandine Marrel , Anouar Meynaoui

The conditional randomization test (CRT) was recently proposed to test whether two random variables X and Y are conditionally independent given random variables Z. The CRT assumes that the conditional distribution of X given Z is known…

Machine Learning · Computer Science 2023-04-11 Shuai Li , Ziqi Chen , Hongtu Zhu , Christina Dan Wang , Wang Wen

Causal discovery from observational data is a fundamental task in artificial intelligence, with far-reaching implications for decision-making, predictions, and interventions. Despite significant advances, existing methods can be broadly…

Machine Learning · Computer Science 2026-02-06 Jincheng Zhou , Mengbo Wang , Anqi He , Yumeng Zhou , Hessam Olya , Murat Kocaoglu , Bruno Ribeiro

Learning causal structure is useful in many areas of artificial intelligence, including planning, robotics, and explanation. Constraint-based structure learning algorithms such as PC use conditional independence (CI) tests to infer causal…

Machine Learning · Computer Science 2022-11-15 Erica Cai , Andrew McGregor , David Jensen

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

This article deals with the problem of testing conditional independence between two random vectors ${\bf X}$ and ${\bf Y}$ given a confounding random vector ${\bf Z}$. Several authors have considered this problem for multivariate data.…

Statistics Theory · Mathematics 2025-09-16 Bilol Banerjee

Notions of counterfactual invariance (CI) have proven essential for predictors that are fair, robust, and generalizable in the real world. We propose graphical criteria that yield a sufficient condition for a predictor to be…

Machine Learning · Computer Science 2024-08-12 Francesco Quinzan , Cecilia Casolo , Krikamol Muandet , Yucen Luo , Niki Kilbertus

Identifying how dependence relationships vary across different conditions plays a significant role in many scientific investigations. For example, it is important for the comparison of biological systems to see if relationships between…

Methodology · Statistics 2023-07-31 Hoseung Song , Michael C. Wu

Drawbacks of ignoring the causal mechanisms when performing imitation learning have recently been acknowledged. Several approaches both to assess the feasibility of imitation and to circumvent causal confounding and causal misspecifications…

Machine Learning · Computer Science 2023-06-13 Fateme Jamshidi , Sina Akbari , Negar Kiyavash

Test of independence is of fundamental importance in modern data analysis, with broad applications in variable selection, graphical models, and causal inference. When the data is high dimensional and the potential dependence signal is…

Methodology · Statistics 2023-06-13 Zhanrui Cai , Jing Lei , Kathryn Roeder

We present a general framework for hypothesis testing on distributions of sets of individual examples. Sets may represent many common data sources such as groups of observations in time series, collections of words in text or a batch of…

Methodology · Statistics 2021-02-03 Alexis Bellot , Mihaela van der Schaar

For testing conditional independence (CI) of a response Y and a predictor X given covariates Z, the recently introduced model-X (MX) framework has been the subject of active methodological research, especially in the context of MX knockoffs…

Statistics Theory · Mathematics 2022-11-01 Eugene Katsevich , Aaditya Ramdas

We propose a general new method, the conditional permutation test, for testing the conditional independence of variables $X$ and $Y$ given a potentially high-dimensional random vector $Z$ that may contain confounding factors. The proposed…

Methodology · Statistics 2019-05-08 Thomas B. Berrett , Yi Wang , Rina Foygel Barber , Richard J. Samworth

We formulate and analyze a graphical model selection method for inferring the conditional independence graph of a high-dimensional nonstationary Gaussian random process (time series) from a finite-length observation. The observed process…

Machine Learning · Statistics 2016-09-14 Nguyen Tran Quang , Alexander Jung

This paper is concerned with the problem of conditional independence testing for discrete data. In recent years, researchers have shed new light on this fundamental problem, emphasizing finite-sample optimality. The non-asymptotic viewpoint…

Statistics Theory · Mathematics 2023-10-31 Ilmun Kim , Matey Neykov , Sivaraman Balakrishnan , Larry Wasserman

Conditional local independence is an asymmetric independence relation among continuous time stochastic processes. It describes whether the evolution of one process is directly influenced by another process given the histories of additional…

Statistics Theory · Mathematics 2024-02-26 Alexander Mangulad Christgau , Lasse Petersen , Niels Richard Hansen