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We define extrapolation as any type of statistical inference on a conditional function (e.g., a conditional expectation or conditional quantile) evaluated outside of the support of the conditioning variable. This type of extrapolation…

Methodology · Statistics 2024-06-13 Niklas Pfister , Peter Bühlmann

A notion of conditionally identically distributed (c.i.d.) sequences has been studied as a form of stochastic dependence that is weaker than exchangeability, but is equivalent to exchangeability for stationary sequences. In this article we…

Probability · Mathematics 2017-03-07 Sandra Fortini , Sonia Petrone , Polina Sporysheva

Causal knowledge is vital for effective reasoning in science, as causal relations, unlike correlations, allow one to reason about the outcomes of interventions. Algorithms that can discover causal relations from observational data are based…

Machine Learning · Statistics 2019-11-12 Anish Dhir , Ciarán M. Lee

Estimating causal effects from observational data requires identifying valid adjustment sets. This task is especially challenging in realistic settings where latent confounding and feedback loops are present. Existing approaches typically…

Machine Learning · Computer Science 2026-05-08 Ana Leticia Garcez Vicente , Gijs van Seeventer , Saber Salehkaleybar

An extension of the latent class model is presented for clustering categorical data by relaxing the classical "class conditional independence assumption" of variables. This model consists in grouping the variables into inter-independent and…

Computation · Statistics 2015-10-01 Matthieu Marbac , Christophe Biernacki , Vincent Vandewalle

We study a class of determinantal ideals that are related to conditional independence (CI) statements with hidden variables. Such CI statements correspond to determinantal conditions on a matrix whose entries are probabilities of events…

Commutative Algebra · Mathematics 2023-01-02 Oliver Clarke , Fatemeh Mohammadi , Johannes Rauh

Establishing causal relations between random variables from observational data is perhaps the most important challenge in today's \blue{science}. In remote sensing and geosciences this is of special relevance to better understand the…

Methodology · Statistics 2020-12-10 Adrián Pérez-Suay , Gustau Camps-Valls

Symbolic nonparametric bounds for partial identification of causal effects now have a long history in the causal literature. Sharp bounds, bounds that use all available information to make the range of values as narrow as possible, are…

Methodology · Statistics 2025-03-26 Gustav Jonzon , Erin E Gabriel , Arvid Sjölander , Michael C Sachs

This work presents a conceptual synthesis of causal discovery and inference frameworks, with a focus on how foundational assumptions -- causal sufficiency, causal faithfulness, and the causal Markov condition -- are formalized and…

Methodology · Statistics 2025-04-23 Hannah E. Correia

Instrumental variable models allow us to identify a causal function between covariates $X$ and a response $Y$, even in the presence of unobserved confounding. Most of the existing estimators assume that the error term in the response $Y$…

Machine Learning · Statistics 2022-09-23 Sorawit Saengkyongam , Leonard Henckel , Niklas Pfister , Jonas Peters

We propose a semantic foundation for logics for reasoning in settings that possess a distinction between equality of variables, a coarser equivalence of variables, and a notion of conditional independence between variables. We show that…

Logic in Computer Science · Computer Science 2026-05-18 Alex Simpson

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…

Statistics Theory · Mathematics 2021-12-21 Philip A. Boeken , Joris M. Mooij

The inferential model (IM) framework provides valid prior-free probabilistic inference by focusing on predicting unobserved auxiliary variables. But, efficient IM-based inference can be challenging when the auxiliary variable is of higher…

Statistics Theory · Mathematics 2015-01-20 Ryan Martin , Chuanhai Liu

Stochastic independence has a complex status in probability theory. It is not part of the definition of a probability measure, but it is nonetheless an essential property for the mathematical development of this theory. Bayesian decision…

Computer Science and Game Theory · Computer Science 2023-06-22 Philippe Mongin

Two known results on the relationship between conditional and unconditional independence are obtained as a consequence of the main result of this paper, a theorem that uses independence of Markov kernels to obtain a minimal condition which…

Statistics Theory · Mathematics 2021-10-28 A. G. Nogales , P. Pérez

The purpose of this paper is to present a mathematical theory that can be used as a foundation for statistics that include improper priors. This theory includes improper laws in the initial axioms and has in particular Bayes theorem as a…

Statistics Theory · Mathematics 2020-06-11 Gunnar Taraldsen , Bo H. Lindqvist

We propose a method to infer causal structures containing both discrete and continuous variables. The idea is to select causal hypotheses for which the conditional density of every variable, given its causes, becomes smooth. We define a…

Machine Learning · Statistics 2009-10-30 Dominik Janzing , Xiaohai Sun , Bernhard Schoelkopf

How should researchers analyze randomized experiments in which the main outcome is latent and measured in multiple ways but each measure contains some degree of error? We first identify a critical study-specific noncomparability problem in…

Econometrics · Economics 2026-01-13 Jiawei Fu , Donald P. Green

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

We introduce a novel framework for causal explanations of stochastic, sequential decision-making systems built on the well-studied structural causal model paradigm for causal reasoning. This single framework can identify multiple,…

Artificial Intelligence · Computer Science 2023-01-12 Samer B. Nashed , Saaduddin Mahmud , Claudia V. Goldman , Shlomo Zilberstein