Related papers: A New Measure of Conditional Dependence
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…
We describe semiparametric estimation and inference for causal effects using observational data from a single social network. Our asymptotic results are the first to allow for dependence of each observation on a growing number of other…
We propose to quantify dependence between two systems $X$ and $Y$ in a dataset $D$ based on the Bayesian comparison of two models: one, $H_0$, of statistical independence and another one, $H_1$, of dependence. In this framework, dependence…
We proposed a new statistical dependency measure called Copula Dependency Coefficient(CDC) for two sets of variables based on copula. It is robust to outliers, easy to implement, powerful and appropriate to high-dimensional variables. These…
We propose a method to distinguish causal influence from hidden confounding in the following scenario: given a target variable Y, potential causal drivers X, and a large number of background features, we propose a novel criterion for…
Following our previous work on copula-based nonsymmetric bivariate dependence measures, we propose a new set of conditions on nonsymmetric multivariate dependence measures which characterize both independence and complete dependence of one…
Conditional independence (CI) testing arises naturally in many scientific problems and applications domains. The goal of this problem is to investigate the conditional independence between a response variable $Y$ and another variable $X$,…
Distinguishing causal connections from correlations is important in many scenarios. However, the presence of unobserved variables, such as the latent confounder, can introduce bias in conditional independence testing commonly employed in…
Inferring the potential consequences of an unobserved event is a fundamental scientific question. To this end, Pearl's celebrated do-calculus provides a set of inference rules to derive an interventional probability from an observational…
Causal influence measures for machine learnt classifiers shed light on the reasons behind classification, and aid in identifying influential input features and revealing their biases. However, such analyses involve evaluating the classifier…
The notion of causal effect is fundamental across many scientific disciplines. Traditionally, quantitative researchers have studied causal effects at the level of variables; for example, how a certain drug dose (W) causally affects a…
In this paper, we revisit the notion of partial copula, originally introduced to test conditional independence, highlighting its capability to represent the dependence between two random variables after removing their dependence with a…
Mastering the dynamics of social influence requires separating, in a database of information propagation traces, the genuine causal processes from temporal correlation, i.e., homophily and other spurious causes. However, most studies to…
Accurately estimating the proportion of true signals among a large number of variables is crucial for enhancing the precision and reliability of scientific research. Traditional signal proportion estimators often assume independence among…
We introduce a new dependence order, termed the conditional convex order, whose minimal and maximal elements characterize independence and perfect dependence. Moreover, it characterizes conditional independence, satisfies information…
We propose a new method to test conditional independence of two real random variables $Y$ and $Z$ conditionally on an arbitrary third random variable $X$. %with $F_{.|.}$ representing conditional distribution functions, The partial copula…
Many regulatory and analytic problems require that a prohibited variable influence a decision only through a designated allowable channel -- a conditional-independence requirement that arises in path-specific fairness, the handling of…
This paper introduces a measure of the diffusion of binary outcomes over a large, sparse network, when the diffusion is observed in two time periods. The measure captures the aggregated spillover effect of the state-switches in the initial…
Causal discovery is to learn cause-effect relationships among variables given observational data and is important for many applications. Existing causal discovery methods assume data sufficiency, which may not be the case in many real world…
In recent years, a variety of novel measures of dependence have been introduced being capable of characterizing diverse types of directed dependence, hence diverse types of how a number of predictor variables $\mathbf{X} = (X_1, \dots,…