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We introduce a test for the conditional independence of random variables $X$ and $Y$ given a random variable $Z$, specifically by sampling from the joint distribution $(X,Y,Z)$, binning the support of the distribution of $Z$, and conducting…

Statistics Theory · Mathematics 2024-02-05 Andrew Warren

Differential privacy is becoming a gold standard for privacy research; it offers a guaranteed bound on loss of privacy due to release of query results, even under worst-case assumptions. The theory of differential privacy is an active…

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

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,…

Methodology · Statistics 2017-04-14 Eric V. Strobl , Kun Zhang , Shyam Visweswaran

Many questions in science center around the fundamental problem of understanding causal relationships. However, most constraint-based causal discovery algorithms, including the well-celebrated PC algorithm, often incur an exponential number…

Machine Learning · Computer Science 2024-06-05 Kirankumar Shiragur , Jiaqi Zhang , Caroline Uhler

The increasing prevalence of high-dimensional data across various applications has raised significant privacy concerns in statistical inference. In this paper, we propose a differentially private integrated statistic for testing…

Methodology · Statistics 2025-06-04 Shiwei Sang , Yicheng Zeng , Xuehu Zhu , Shurong Zheng

The partial copula provides a method for describing the dependence between two random variables $X$ and $Y$ conditional on a third random vector $Z$ in terms of nonparametric residuals $U_1$ and $U_2$. This paper develops a nonparametric…

Statistics Theory · Mathematics 2021-04-30 Lasse Petersen , Niels Richard Hansen

We propose a conditional independence (CI) test based on a new measure, the \emph{spectral generalized covariance measure} (SGCM). The SGCM is constructed by expressing the squared norm of the conditional cross-covariance operator in…

Methodology · Statistics 2026-04-07 Ryunosuke Miyazaki , Yoshimasa Uematsu

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…

Machine Learning · Computer Science 2023-02-21 Shalev Shaer , Yaniv Romano

We investigate the problem of detecting dependencies between the components of a high-dimensional vector. Our approach advances the existing literature in two important respects. First, we consider the problem under privacy constraints.…

Statistics Theory · Mathematics 2026-03-24 Patrick Bastian , Holger Dette , Martin Dunsche

Testing (conditional) independence of multivariate random variables is a task central to statistical inference and modelling in general - though unfortunately one for which to date there does not exist a practicable workflow. State-of-art…

Machine Learning · Statistics 2018-05-01 Samuel Burkart , Franz J Király

Statistical model checking is a class of sequential algorithms that can verify specifications of interest on an ensemble of cyber-physical systems (e.g., whether 99% of cars from a batch meet a requirement on their energy efficiency). These…

Machine Learning · Computer Science 2022-06-29 Yu Wang , Hussein Sibai , Mark Yen , Sayan Mitra , Geir E. Dullerud

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 this paper, the maximal nonlinear conditional correlation of two random vectors $X$ and $Y$ given another random vector $Z$, denoted by $\rho_1(X,Y|Z)$, is defined as a measure of conditional association, which satisfies certain…

Statistics Theory · Mathematics 2010-10-20 Tzee-Ming Huang

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 study a class of determinantal ideals that are related to conditional independence (CI) statements with hidden variables. Such CI statements correspond to determinantal conditions on a matrix whose entries are probabilities of events…

Commutative Algebra · Mathematics 2023-01-02 Oliver Clarke , Fatemeh Mohammadi , Johannes Rauh

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 propose a new method to test conditional independence of two real random variables $Y$ and $Z$ conditionally on an arbitrary third random variable $X$. %with $F_{.|.}$ representing conditional distribution functions, The partial copula…

Statistics Theory · Mathematics 2011-01-25 Wicher Bergsma

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…

Machine Learning · Statistics 2023-07-19 Chih-Yuan Chiu , Kshitij Kulkarni , Shankar Sastry

Since being proposed in 2006, differential privacy has become a standard method for quantifying certain risks in publishing or sharing analyses of sensitive data. At its heart, differential privacy measures risk in terms of the differences…

Information Theory · Computer Science 2025-11-19 Anand D. Sarwate , Flavio P. Calmon , Oliver Kosut , Lalitha Sankar
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