Related papers: The leave-one-covariate-out conditional randomizat…
In many scientific problems, researchers try to relate a response variable $Y$ to a set of potential explanatory variables $X = (X_1,\dots,X_p)$, and start by trying to identify variables that contribute to this relationship. In statistical…
We propose a new method named the Conditional Randomization Rank Test (CRRT) for testing conditional independence of a response variable Y and a covariate variable X, conditional on the rest of the covariates Z. The new method generalizes…
For testing conditional independence (CI) of a response Y and a predictor X given covariates Z, the recently introduced model-X (MX) framework has been the subject of active methodological research, especially in the context of MX knockoffs…
The conditional randomization test (CRT) was recently proposed to test whether two random variables X and Y are conditionally independent given random variables Z. The CRT assumes that the conditional distribution of X given Z is known…
We consider testing multivariate conditional independence between a response Y and a covariate vector X given additional variables Z. We introduce the Multivariate Sufficient Statistic Conditional Randomization Test (MS-CRT), which…
Model-X approaches to testing conditional independence between a predictor and an outcome variable given a vector of covariates usually assume exact knowledge of the conditional distribution of the predictor given the covariates.…
We consider the problem of conditional independence testing: given a response Y and covariates (X,Z), we test the null hypothesis that Y is independent of X given Z. The conditional randomization test (CRT) was recently proposed as a way to…
The recent paper Cand\`es et al. (2018) introduced model-X knockoffs, a method for variable selection that provably and non-asymptotically controls the false discovery rate with no restrictions or assumptions on the dimensionality of the…
Conditional independence tests are crucial across various disciplines in determining the independence of an outcome variable $Y$ from a treatment variable $X$, conditioning on a set of confounders $Z$. The Conditional Randomization Test…
Conformal prediction (CP) is an important tool for distribution-free predictive uncertainty quantification. Yet, a major challenge is to balance computational efficiency and prediction accuracy, particularly for multiple predictions. We…
Conditional randomization tests (CRTs) assess whether a variable $x$ is predictive of another variable $y$, having observed covariates $z$. CRTs require fitting a large number of predictive models, which is often computationally…
Identifying the relevant variables for a classification model with correct confidence levels is a central but difficult task in high-dimension. Despite the core role of sparse logistic regression in statistics and machine learning, it still…
Switchback experiments--alternating treatment and control over time--are widely used when unit-level randomization is infeasible, outcomes are aggregated, or user interference is unavoidable. In practice, experimentation must support fast…
This paper introduces the sequential CRT, which is a variable selection procedure that combines the conditional randomization test (CRT) and Selective SeqStep+. Valid p-values are constructed via the flexible CRT, which are then ordered and…
Model-free knockoffs is a recently proposed technique for identifying covariates that is likely to have an effect on a response variable. The method is an efficient method to control the false discovery rate in hypothesis tests for separate…
Conditional independence (CI) testing is a fundamental task in modern statistics and machine learning. The conditional randomization test (CRT) was recently introduced to test whether two random variables, $X$ and $Y$, are conditionally…
The model-X conditional randomization test is a generic framework for conditional independence testing, unlocking new possibilities to discover features that are conditionally associated with a response of interest while controlling type-I…
We consider predictive checking for Bayesian model assessment using leave-one-out probability integral transform (LOO-PIT). LOO-PIT values are conditional cumulative predictive probabilities given LOO predictive distributions and…
The model-X conditional randomization test (CRT) is a flexible and powerful testing procedure for the conditional independence hypothesis: X is independent of Y conditioning on Z. Though having many attractive properties, the model-X CRT…
The paper considers the problem of out-of-sample risk estimation under the high dimensional settings where standard techniques such as $K$-fold cross validation suffer from large biases. Motivated by the low bias of the leave-one-out cross…