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We propose new concepts in order to analyze and model the dependence structure between two time series. Our methods rely exclusively on the order structure of the data points. Hence, the methods are stable under monotone transformations of…

Statistics Theory · Mathematics 2015-02-02 Alexander Schnurr , Herold Dehling

We study properties of two resampling scenarios: Conditional Randomisation and Conditional Permutation schemes, which are relevant for testing conditional independence of discrete random variables $X$ and $Y$ given a random variable $Z$.…

Statistics Theory · Mathematics 2023-04-14 Małgorzata Łazęcka , Bartosz Kołodziejek , Jan Mielniczuk

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…

Machine Learning · Statistics 2021-05-11 Alessio Benavoli , Cassio de Campos

Randomization tests allow simple and unambiguous tests of null hypotheses, by comparing observed data to a null ensemble in which experimentally-controlled variables are randomly resampled. In behavioral and neuroscience experiments,…

Methodology · Statistics 2023-11-08 Kenneth D. Harris , Kevin J. Miller

Novel significance tests are proposed for the quite general additive concurrent model formulation without the need of model, error structure preliminary estimation or the use of tuning parameters. Making use of the martingale difference…

Possibilistic conditional independence is investigated: we propose a definition of this notion similar to the one used in probability theory. The links between independence and non-interactivity are investigated, and properties of these…

Artificial Intelligence · Computer Science 2013-02-28 Pascale Fonck

Many classical algorithms output graphical representations of causal structures by testing conditional independence among a set of random variables. In dynamical systems, local independence can be used analogously as a testable implication…

Other Statistics · Statistics 2020-09-14 Søren Wengel Mogensen

We study the problem of testing the null hypothesis that X and Y are conditionally independent given Z, where each of X, Y and Z may be functional random variables. This generalises testing the significance of X in a regression model of…

Statistics Theory · Mathematics 2023-09-27 Anton Rask Lundborg , Rajen D. Shah , Jonas Peters

Testing a hypothesized causal model against observational data is a key prerequisite for many causal inference tasks. A natural approach is to test whether the conditional independence relations (CIs) assumed in the model hold in the data.…

Machine Learning · Computer Science 2025-06-30 Hyunchai Jeong , Adiba Ejaz , Jin Tian , Elias Bareinboim

Association between categorical variables in contingency tables is analyzed using the information identities based on multivariate multinomial distributions. A scheme of geometric decompositions of the information identities is developed to…

Methodology · Statistics 2018-04-10 Philip E. Cheng , Jiun-Wei Liou , Hung-Wen Kao , Michelle Liou

Hypothesis tests are a crucial statistical tool for data mining and are the workhorse of scientific research in many fields. Here we study differentially private tests of independence between a categorical and a continuous variable. We take…

Methodology · Statistics 2019-03-25 Simon Couch , Zeki Kazan , Kaiyan Shi , Andrew Bray , Adam Groce

The tetrad constraint is widely used to test whether four observed variables are conditionally independent given a latent variable, based on the fact that if four observed variables following a linear model are mutually independent after…

Methodology · Statistics 2026-04-01 Naiwen Ying , Ping Zhang , Shanshan Luo , Wang Miao

Identifying dependency between two random variables is a fundamental problem. The clear interpretability and ability of a procedure to provide information on the form of possible dependence is particularly important when exploring…

Methodology · Statistics 2026-04-27 Bogdan Ćmiel , Teresa Ledwina

We study the data-driven selection of causal graphical models using constraint-based algorithms, which determine the existence or non-existence of edges (causal connections) in a graph based on testing a series of conditional independence…

Methodology · Statistics 2026-04-29 Daniel Malinsky

We propose consistent nonparametric tests of conditional independence for time series data. Our methods are motivated from the difference between joint conditional cumulative distribution function (CDF) and the product of conditional CDFs.…

Econometrics · Economics 2021-10-12 Xiaojun Song , Haoyu Wei

This paper proposes a nonparametric test of pairwise independence of one random variable from a large pool of other random variables. The test statistic is the maximum of several Chatterjee's rank correlations and critical values are…

Methodology · Statistics 2026-02-17 Mauricio Olivares , Tomasz Olma , Daniel Wilhelm

Compositional data (i.e., data comprising random variables that sum up to a constant) arises in many applications including microbiome studies, chemical ecology, political science, and experimental designs. Yet when compositional data serve…

Methodology · Statistics 2025-01-03 Ritwik Bhaduri , Siyuan Ma , Lucas Janson

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…

Methodology · Statistics 2024-05-03 Mingzhou Liu , Xinwei Sun , Yu Qiao , Yizhou Wang

The PC algorithm uses conditional independence tests for model selection in graphical modeling with acyclic directed graphs. In Gaussian models, tests of conditional independence are typically based on Pearson correlations, and…

Statistics Theory · Mathematics 2012-07-03 Naftali Harris , Mathias Drton

We consider the following problem: given the weights of two models, can we test whether they were trained independently -- i.e., from independent random initializations? We consider two settings: constrained and unconstrained. In the…

Machine Learning · Computer Science 2025-03-13 Sally Zhu , Ahmed Ahmed , Rohith Kuditipudi , Percy Liang