Related papers: Bayesian test of significance for conditional inde…
It is well-known that the notion of (strong) conditional independence (CI) is too restrictive to capture independencies that only hold in certain contexts. This kind of contextual independency, called context-strong independence (CSI), can…
Conditional independence (CI) tests underlie many approaches to model testing and structure learning in causal inference. Most existing CI tests for categorical and ordinal data stratify the sample by the conditioning variables, perform…
Bayesian networks are probabilistic graphical models widely employed to understand dependencies in high dimensional data, and even to facilitate causal discovery. Learning the underlying network structure, which is encoded as a directed…
Tests of separate families of hypotheses were initially considered by Cox (1961,1962) In this work, the Fully Bayesian Significance Test, FBST, is evaluated for discriminating between the lognormal, gamma and Weibull models whose families…
Local structure such as context-specific independence (CSI) has received much attention in the probabilistic graphical model (PGM) literature, as it facilitates the modeling of large complex systems, as well as for reasoning with them. In…
Many tools exist to detect dependence between random variables, a core question across a wide range of machine learning, statistical, and scientific endeavors. Although several statistical tests guarantee eventual detection of any…
We propose a method for inferring the conditional independence graph (CIG) of a high-dimensional Gaussian vector time series (discrete-time process) from a finite-length observation. By contrast to existing approaches, we do not rely on a…
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…
Conditional randomization tests (CRTs) assess whether a variable $x$ is predictive of another variable $y$, having observed covariates $z$. CRTs require fitting a large number of predictive models, which is often computationally…
For a continuous random variable $Z$, testing conditional independence $X \perp\!\!\!\perp Y |Z$ is known to be a particularly hard problem. It constitutes a key ingredient of many constraint-based causal discovery algorithms. These…
Statistical significance testing of differences in values of metrics like recall, precision and balanced F-score is a necessary part of empirical natural language processing. Unfortunately, we find in a set of experiments that many commonly…
The Y-test is a useful tool for detecting missing confounders in the context of a multivariate regression.However, it is rarely used in practice since it requires identifying multiple conditionally independent instruments, which is often…
Measuring conditional dependence is an important topic in statistics with broad applications including graphical models. Under a factor model setting, a new conditional dependence measure based on projection is proposed. The corresponding…
Testing for the conditional independence structure in data is a fundamental and critical task in statistics and machine learning, which finds natural applications in causal discovery - a highly relevant problem to many scientific…
A fundamental task in AI is to assess (in)dependence between mixed-type variables (text, image, sound). We propose a Bayesian kernelised correlation test of (in)dependence using a Dirichlet process model. The new measure of (in)dependence…
The problem of testing mutually exclusive hypotheses with dependent test statistics is considered. Bayesian and frequentist approaches to multiplicity control are studied and compared to help gain understanding as to the effect of test…
We demonstrate how to test for conditional independence of two variables with categorical data using Poisson log-linear models. The size of the conditioning set of variables can vary from 0 (simple independence) up to many variables. We…
This article introduces a Bayesian nonparametric method for quantifying the relative evidence in a dataset in favour of the dependence or independence of two variables conditional on a third. The approach uses Polya tree priors on spaces of…
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…
Conditional independence is a fundamental concept in many areas of statistical research, including, for example, sufficient dimension reduction, causal inference, and statistical graphical models. In many modern applications, data arise in…