Related papers: Testing Conditional Independence on Discrete Data …
Conditional independence testing (CIT) is a common task in machine learning, e.g., for variable selection, and a main component of constraint-based causal discovery. While most current CIT approaches assume that all variables are numerical…
Causal phenomena associated with rare events occur across a wide range of engineering problems, such as risk-sensitive safety analysis, accident analysis and prevention, and extreme value theory. However, current methods for causal…
Independence screening is a powerful method for variable selection for `Big Data' when the number of variables is massive. Commonly used independence screening methods are based on marginal correlations or variations of it. In many…
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…
Conditional-independence-based discovery uses statistical tests to identify a graphical model that represents the independence structure of variables in a dataset. These tests, however, can be unreliable, and algorithms are sensitive to…
Conditional independence testing is a key problem required by many machine learning and statistics tools. In particular, it is one way of evaluating the usefulness of some features on a supervised prediction problem. We propose a novel…
Constraint-based causal discovery (CCD) algorithms require fast and accurate conditional independence (CI) testing. The Kernel Conditional Independence Test (KCIT) is currently one of the most popular CI tests in the non-parametric setting,…
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…
Testing conditional independence has many applications, such as in Bayesian network learning and causal discovery. Different test methods have been proposed. However, existing methods generally can not work when only discretized…
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…
Inferring causal relationships from dynamical systems is the central interest of many scientific inquiries. Conditional local independence, which describes whether the evolution of one process is influenced by another process given…
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…
Conditional Mutual Information (CMI) is a measure of conditional dependence between random variables X and Y, given another random variable Z. It can be used to quantify conditional dependence among variables in many data-driven inference…
Causal discovery from observational data is a fundamental task in artificial intelligence, with far-reaching implications for decision-making, predictions, and interventions. Despite significant advances, existing methods can be broadly…
Many relations of scientific interest are nonlinear, and even in linear systems distributions are often non-Gaussian, for example in fMRI BOLD data. A class of search procedures for causal relations in high dimensional data relies on sample…
This paper is concerned with the problem of conditional independence testing for discrete data. In recent years, researchers have shed new light on this fundamental problem, emphasizing finite-sample optimality. The non-asymptotic viewpoint…
The standard constraint-based paradigm for causal discovery with incomplete data -- impute first, test second -- is frequently miscalibrated: any consistent conditional independence (CI) test rejects a true null with probability approaching…
Causal processes in nature may contain cycles, and real datasets may violate causal sufficiency as well as contain selection bias. No constraint-based causal discovery algorithm can currently handle cycles, latent variables and selection…
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…
Constraint-based causal discovery from limited data is a notoriously difficult challenge due to the many borderline independence test decisions. Several approaches to improve the reliability of the predictions by exploiting redundancy in…