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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…

Machine Learning · Statistics 2025-03-19 Boyang Sun , Yu Yao , Guang-Yuan Hao , Yumou Qiu , Kun Zhang

The problem of measuring conditional dependence between two random phenomena arises when a third one (a confounder) has a potential influence on the amount of information between them. A typical issue in this challenging problem is the…

Machine Learning · Statistics 2025-03-12 Ferran de Cabrera , Marc Vilà-Insa , Jaume Riba

This paper proposes new tests of conditional independence of two random variables given a single-index involving an unknown finite-dimensional parameter. The tests employ Rosenblatt transforms and are shown to be distribution-free while…

Statistics Theory · Mathematics 2009-11-20 Kyungchul Song

We give necessary and sufficient conditions for two sub-vectors of a random vector with a multivariate extreme value distribution, corresponding to the limit distribution of the maximum of a multidimensional stationary sequence with…

Probability · Mathematics 2010-06-09 Clara Viseu , Luísa Pereira , Ana Paula Martins , Helena Ferreira

Motivated by applications in biological science, we propose a novel test to assess the conditional mean dependence of a response variable on a large number of covariates. Our procedure is built on the martingale difference divergence…

Statistics Theory · Mathematics 2017-01-31 Xianyang Zhang , Shun Yao , Xiaofeng Shao

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 study the problem of testing \emph{conditional independence} for discrete distributions. Specifically, given samples from a discrete random variable $(X, Y, Z)$ on domain $[\ell_1]\times[\ell_2] \times [n]$, we want to distinguish, with…

Data Structures and Algorithms · Computer Science 2018-07-03 Clément L. Canonne , Ilias Diakonikolas , Daniel M. Kane , Alistair Stewart

Probabilistic independence can dramatically simplify the task of eliciting, representing, and computing with probabilities in large domains. A key technique in achieving these benefits is the idea of graphical modeling. We survey existing…

Artificial Intelligence · Computer Science 2013-02-21 Fahiem Bacchus , Adam J. Grove

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…

Machine Learning · Statistics 2022-06-17 Meyer Scetbon , Laurent Meunier , Yaniv Romano

We wish to test whether a real-valued variable $Z$ has explanatory power, in addition to a multivariate variable $X$, for a binary variable $Y$. Thus, we are interested in testing the hypothesis $\mathbb{P}(Y=1\, | \, X,Z)=\mathbb{P}(Y=1\,…

Methodology · Statistics 2025-12-23 John H. J. Einmahl , Denis Kojevnikov , Bas J. M. Werker

In the study of extremes, the presence of asymptotic independence signifies that extreme events across multiple variables are probably less likely to occur together. Although well-understood in a bivariate context, the concept remains…

Statistics Theory · Mathematics 2025-09-26 Bikramjit Das , Vicky Fasen-Hartmann

We propose new statistical tests, in high-dimensional settings, for testing the independence of two random vectors and their conditional independence given a third random vector. The key idea is simple, i.e., we first transform each…

Methodology · Statistics 2026-01-28 Jinyuan Chang , Yue Du , Jing He , Qiwei Yao

Let $\mathbf{X}(n) \in \mathbb{R}^d$ be a sequence of random vectors, where $n\in\mathbb{N}$ and $d = d(n)$. Under certain weakly dependence conditions, we prove that the distribution of the maximal component of $\mathbf{X}$ and the…

Probability · Mathematics 2025-04-22 Mikhail Isaev , Igor Rodionov , Rui-Ray Zhang , Maksim Zhukovskii

Structural independence is the (conditional) independence that arises from the structure rather than the precise numerical values of a distribution. We develop this concept and relate it to $d$-separation and structural causal models.…

Probability · Mathematics 2025-06-24 Matthias Georg Mayer

Representing the conditional independences present in a multivariate random vector via graphs has found widespread use in applications, and such representations are popularly known as graphical models or Markov random fields. These models…

Probability · Mathematics 2015-02-02 David Montague , Bala Rajaratnam

We presents an independence relation on sets, one can define dimension by it, assuming that we have an abstract elementary class with a forking notion that satisfies the axioms of a good frame minus stability.

Logic · Mathematics 2011-05-19 Adi Jarden , Alon Sitton

The graphoid axioms for conditional independence, originally described by Dawid [1979], are fundamental to probabilistic reasoning [Pearl, 19881. Such axioms provide a mechanism for manipulating conditional independence assertions without…

Artificial Intelligence · Computer Science 2013-03-26 Ross D. Shachter

Determinantal point process have recently been used as models in machine learning and this has raised questions regarding the characterizations of conditional independence. In this paper we investigate characterizations of conditional…

Probability · Mathematics 2014-07-01 Tvrtko Tadić

Pearl and Dechter (1996) claimed that the d-separation criterion for conditional independence in acyclic causal networks also applies to networks of discrete variables that have feedback cycles, provided that the variables of the system are…

Artificial Intelligence · Computer Science 2011-06-02 R. M. Neal

This paper develops a model-free sequential test for conditional independence. The proposed test allows researchers to analyze an incoming i.i.d. data stream with any arbitrary dependency structure, and safely conclude whether a feature is…

Methodology · Statistics 2023-02-21 Shalev Shaer , Gal Maman , Yaniv Romano