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Testing for conditional independence is a core aspect of constraint-based causal discovery. Although commonly used tests are perfect in theory, they often fail to reject independence in practice, especially when conditioning on multiple…

Machine Learning · Statistics 2019-03-13 Alexander Marx , Jilles Vreeken

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…

Machine Learning · Statistics 2025-12-17 Zheng He , Roman Pogodin , Yazhe Li , Namrata Deka , Arthur Gretton , Danica J. Sutherland

Conditional independence (CI) testing is frequently used in data analysis and machine learning for various scientific fields and it forms the basis of constraint-based causal discovery. Oftentimes, CI testing relies on strong, rather…

Methodology · Statistics 2023-06-21 Wiebke Günther , Urmi Ninad , jonas Wahl , Jakob Runge

Conditional independence (CI) tests underlie many approaches to model testing and structure learning in causal inference. Most existing CI tests for categorical and ordinal data stratify the sample by the conditioning variables, perform…

Machine Learning · Statistics 2023-07-06 Ankur Ankan , Johannes Textor

Conditional independence (CI) testing arises naturally in many scientific problems and applications domains. The goal of this problem is to investigate the conditional independence between a response variable $Y$ and another variable $X$,…

Methodology · Statistics 2025-10-07 Adel Javanmard , Mohammad Mehrabi

In many real-world scenarios, interested variables are often represented as discretized values due to measurement limitations. Applying Conditional Independence (CI) tests directly to such discretized data, however, can lead to incorrect…

Artificial Intelligence · Computer Science 2025-06-11 Boyang Sun , Yu Yao , Xinshuai Dong , Zongfang Liu , Tongliang Liu , Yumou Qiu , Kun Zhang

We consider the problem of non-parametric Conditional Independence testing (CI testing) for continuous random variables. Given i.i.d samples from the joint distribution $f(x,y,z)$ of continuous random vectors $X,Y$ and $Z,$ we determine…

Independence and Conditional Independence (CI) are two fundamental concepts in probability and statistics, which can be applied to solve many central problems of statistical inference. There are many existing independence and CI measures…

Methodology · Statistics 2022-05-17 Jian Ma

Conditional independence testing is an important problem, especially in Bayesian network learning and causal discovery. Due to the curse of dimensionality, testing for conditional independence of continuous variables is particularly…

Machine Learning · Computer Science 2012-02-20 Kun Zhang , Jonas Peters , Dominik Janzing , Bernhard Schoelkopf

We introduce $\pi$-test, a privacy-preserving algorithm for testing statistical independence between data distributed across multiple parties. Our algorithm relies on privately estimating the distance correlation between datasets, a…

Statistics Theory · Mathematics 2023-09-28 Praneeth Vepakomma , Mohammad Mohammadi Amiri , Clément L. Canonne , Ramesh Raskar , Alex Pentland

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

Hypothesis testing is a useful statistical tool in determining whether a given model should be rejected based on a sample from the population. Sample data may contain sensitive information about individuals, such as medical information.…

Statistics Theory · Mathematics 2016-06-03 Marco Gaboardi , Hyun woo Lim , Ryan Rogers , Salil Vadhan

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

In this paper, we consider methods for performing hypothesis tests on data protected by a statistical disclosure control technology known as differential privacy. Previous approaches to differentially private hypothesis testing either…

Cryptography and Security · Computer Science 2017-03-21 Yue Wang , Jaewoo Lee , Daniel Kifer

Conditional independence (CI) testing is a fundamental and challenging task in modern statistics and machine learning. Many modern methods for CI testing rely on powerful supervised learning methods to learn regression functions or Bayes…

Machine Learning · Statistics 2023-10-31 Felipe Maia Polo , Yuekai Sun , Moulinath Banerjee

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…

Machine Learning · Statistics 2019-08-02 Marco Henrique de Almeida Inácio , Rafael Izbicki , Rafael Bassi Stern

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

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

Differential privacy has emerged as an significant cornerstone in the realm of scientific hypothesis testing utilizing confidential data. In reporting scientific discoveries, Bayesian tests are widely adopted since they effectively…

Machine Learning · Statistics 2025-12-22 Abhisek Chakraborty , Saptati Datta

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…

Methodology · Statistics 2026-05-07 Thomas S. Robinson , Ranjit Lall
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