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In this paper we investigate the notion of conditional independence and prove several information inequalities for conditionally independent random variables.

Information Theory · Computer Science 2007-07-13 Konstantin Makarychev , Yury Makarychev

We propose the conditional predictive impact (CPI), a consistent and unbiased estimator of the association between one or several features and a given outcome, conditional on a reduced feature set. Building on the knockoff framework of…

Methodology · Statistics 2021-05-14 David S. Watson , Marvin N. Wright

We describe a data-efficient, kernel-based approach to statistical testing of conditional independence. A major challenge of conditional independence testing is to obtain the correct test level (the specified upper bound on the rate of…

Machine Learning · Computer Science 2025-09-23 Roman Pogodin , Antonin Schrab , Yazhe Li , Danica J. Sutherland , Arthur Gretton

This paper introduces a novel class of models for binary data, which we call log-mean linear models. The characterizing feature of these models is that they are specified by linear constraints on the log-mean linear parameter, defined as a…

Methodology · Statistics 2013-01-14 Alberto Roverato , Monia Lupparelli , Luca La Rocca

Conditional independence tests (CI tests) have received special attention lately in Machine Learning and Computational Intelligence related literature as an important indicator of the relationship among the variables used by their models.…

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…

Methodology · Statistics 2019-01-14 Jianqing Fan , Yang Feng , Lucy Xia

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…

Machine Learning · Statistics 2025-03-03 Bao Duong , Nu Hoang , Thin Nguyen

Independence testing plays a central role in statistical and causal inference from observational data. Standard independence tests assume that the data samples are independent and identically distributed (i.i.d.) but that assumption is…

Machine Learning · Statistics 2022-07-04 Ragib Ahsan , Zahra Fatemi , David Arbour , Elena Zheleva

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

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

Probabilistic independence is a useful concept for describing the result of random sampling---a basic operation in all probabilistic languages---and for reasoning about groups of random variables. Nevertheless, existing verification methods…

Programming Languages · Computer Science 2020-07-21 Gilles Barthe , Justin Hsu , Kevin Liao

In high dimensional analysis, effects of explanatory variables on responses sometimes rely on certain exposure variables, such as time or environmental factors. In this paper, to characterize the importance of each predictor, we utilize its…

Methodology · Statistics 2018-04-11 Yeqing Zhou , Jingyuan Liu , Zhihui Hao , Liping Zhu

Over the last couple of decades, several copula based methods have been proposed in the literature to test for the independence among several random variables. But these existing tests are not invariant under monotone transformations of the…

Statistics Theory · Mathematics 2019-11-15 Angshuman Roy , Anil Ghosh , Alok Goswami , C. A. Murthy

It has been recently shown in Jaworski, P., Jelito, D. and Pitera, M. (2024), 'A note on the equivalence between the conditional uncorrelation and the independence of random variables', Electronic Journal of Statistics 18(1), that one can…

Methodology · Statistics 2024-06-24 Kewin Pączek , Damian Jelito , Marcin Pitera , Agnieszka Wyłomańska

A prescription is presented for a new and practical correlation coefficient, $\phi_K$, based on several refinements to Pearson's hypothesis test of independence of two variables. The combined features of $\phi_K$ form an advantage over…

Methodology · Statistics 2019-03-12 M. Baak , R. Koopman , H. Snoek , S. Klous

It is a common saying that testing for conditional independence, i.e., testing whether whether two random vectors $X$ and $Y$ are independent, given $Z$, is a hard statistical problem if $Z$ is a continuous random variable (or vector). In…

Statistics Theory · Mathematics 2022-03-25 Rajen D. Shah , Jonas Peters

We study the problem of independence and conditional independence tests between categorical covariates and a continuous response variable, which has an immediate application in genetics. Instead of estimating the conditional distribution of…

Methodology · Statistics 2015-05-05 Bo Jiang , Chao Ye , Jun S. Liu

We consider marginal log-linear models for parameterizing distributions on multidimensional contingency tables. These models generalize ordinary log-linear and multivariate logistic models, besides several others. First, we obtain some…

Statistics Theory · Mathematics 2019-10-25 S. Ghosh , P. Vellaisamy

When evaluating causal influence from one time series to another in a multivariate dataset it is necessary to take into account the conditioning effect of the other variables. In the presence of many variables, and possibly of a reduced…

Data Analysis, Statistics and Probability · Physics 2012-03-26 Daniele Marinazzo , Mario Pellicoro , Sebastiano Stramaglia

Conditional independence (CI) is central to causal inference, feature selection, and graphical modeling, yet it is untestable in many settings without additional assumptions. Existing CI tests often rely on restrictive structural…

Machine Learning · Computer Science 2025-12-23 Alek Frohlich , Vladimir Kostic , Karim Lounici , Daniel Perazzo , Massimiliano Pontil
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