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Motivated by applications in biological science, we propose a novel test to assess the conditional mean dependence of a response variable on a large number of covariates. Our procedure is built on the martingale difference divergence…

Statistics Theory · Mathematics 2017-01-31 Xianyang Zhang , Shun Yao , Xiaofeng Shao

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

Dynamic Bayesian networks have been well explored in the literature as discrete-time models: however, their continuous-time extensions have seen comparatively little attention. In this paper, we propose the first constraint-based algorithm…

Artificial Intelligence · Computer Science 2021-06-04 Alessandro Bregoli , Marco Scutari , Fabio Stella

Conditional independence reasoning has been shown to be helpful in the context of Bayesian nets to optimize probabilistic inference, and related techniques have been applied to speed up a number of logical reasoning tasks in boolean logic…

Logic in Computer Science · Computer Science 2016-10-14 Ron van der Meyden

Tests of conditional independence (CI) underpin a number of important problems in machine learning and statistics, from causal discovery to evaluation of predictor fairness and out-of-distribution robustness. Shah and Peters (2020) showed…

Machine Learning · Statistics 2025-12-17 Zheng He , Roman Pogodin , Yazhe Li , Namrata Deka , Arthur Gretton , Danica J. Sutherland

Testing (conditional) independence of multivariate random variables is a task central to statistical inference and modelling in general - though unfortunately one for which to date there does not exist a practicable workflow. State-of-art…

Machine Learning · Statistics 2018-05-01 Samuel Burkart , Franz J Király

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

Bayesian networks are basic graphical models, used widely both in statistics and artificial intelligence. These statistical models of conditional independence structure are described by acyclic directed graphs whose nodes correspond to…

Optimization and Control · Mathematics 2010-12-01 Raymond Hemmecke , Silvia Lindner , Milan Studený

In broad applications, it is routinely of interest to assess whether there is evidence in the data to refute the assumption of conditional independence of $Y$ and $X$ conditionally on $Z$. Such tests are well developed in parametric models…

Methodology · Statistics 2015-03-25 Tsuyoshi Kunihama , David B. Dunson

Measurements of systems taken along a continuous functional dimension, such as time or space, are ubiquitous in many fields, from the physical and biological sciences to economics and engineering.Such measurements can be viewed as…

It is of importance to investigate the significance of a subset of covariates $W$ for the response $Y$ given covariates $Z$ in regression modeling. To this end, we propose a significance test for the partial mean independence problem based…

Methodology · Statistics 2024-06-06 Leheng Cai , Xu Guo , Wei Zhong

It is often stated in papers tackling the task of inferring Bayesian network structures from data that there are these two distinct approaches: (i) Apply conditional independence tests when testing for the presence or otherwise of edges;…

Artificial Intelligence · Computer Science 2013-01-14 Robert G. Cowell

In this article, we propose a new method for the fundamental task of testing for dependence between two groups of variables. The response densities under the null hypothesis of independence and the alternative hypothesis of dependence are…

Methodology · Statistics 2015-01-29 Yimin Kao , Brian J Reich , Howard D Bondell

Determining conditional independence (CI) relationships between random variables is a fundamental yet challenging task in machine learning and statistics, especially in high-dimensional settings. Existing generative model-based CI testing…

Machine Learning · Computer Science 2025-05-30 Yixin Ren , Chenghou Jin , Yewei Xia , Li Ke , Longtao Huang , Hui Xue , Hao Zhang , Jihong Guan , Shuigeng Zhou

This paper develops a conditional independence (CI) test from a conditional density ratio (CDR) for weakly dependent data. The main contribution is presenting a closed-form expression for the estimated conditional density ratio function…

Methodology · Statistics 2025-04-25 Chunrong Ai , Zixuan Xu , Zheng Zhang

We propose a new conditional dependence measure and a statistical test for conditional independence. The measure is based on the difference between analytic kernel embeddings of two well-suited distributions evaluated at a finite set of…

Machine Learning · Statistics 2022-06-17 Meyer Scetbon , Laurent Meunier , Yaniv Romano

This article gives a conceptual review of the e-value, ev(H|X) -- the epistemic value of hypothesis H given observations X. This statistical significance measure was developed in order to allow logically coherent and consistent tests of…

Conditional independence tests (CITs) test for conditional dependence between random variables. As existing CITs are limited in their applicability to complex, high-dimensional variables such as images, we introduce deep nonparametric CITs…

Machine Learning · Statistics 2024-11-12 Marco Simnacher , Xiangnan Xu , Hani Park , Christoph Lippert , Sonja Greven

Learning causal relations from observational data is a fundamental problem with wide-ranging applications across many fields. Constraint-based methods infer the underlying causal structure by performing conditional independence tests.…

Machine Learning · Computer Science 2026-03-24 Marc Franquesa Monés , Jiaqi Zhang , Caroline Uhler

We propose a test of the conditional independence of random variables $X$ and~$Y$ given~$Z$ under the additional assumption that $X$ is stochastically nondecreasing in~$Z$. The well-documented hardness of testing conditional independence…

Methodology · Statistics 2026-04-24 Rohan Hore , Jake A. Soloff , Rina Foygel Barber , Richard J. Samworth