Related papers: Conditional independence testing under misspecifie…
Conditional independence is a fundamental concept in many areas of statistical research, including, for example, sufficient dimension reduction, causal inference, and statistical graphical models. In many modern applications, data arise in…
Conditional local independence is an asymmetric independence relation among continuous time stochastic processes. It describes whether the evolution of one process is directly influenced by another process given the histories of additional…
Independence testing is a classical statistical problem that has been extensively studied in the batch setting when one fixes the sample size before collecting data. However, practitioners often prefer procedures that adapt to the…
Conditional independence testing is a fundamental problem underlying causal discovery and a particularly challenging task in the presence of nonlinear and high-dimensional dependencies. Here a fully non-parametric test for continuous data…
Causal discovery is a powerful technique for identifying causal relationships among variables in data. It has been widely used in various applications in software engineering. Causal discovery extensively involves conditional independence…
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.…
Negative controls are increasingly used to evaluate the presence of potential unmeasured confounding in observational studies. Beyond the use of negative controls to detect the presence of residual confounding, proximal causal inference…
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…
The integrated conditional moment (ICM) test is a classical and widely used method for assessing the adequacy of regression models. Although it performs well in fixed-dimension settings, its behavior changes dramatically when the predictor…
We propose a new class of metrics, called the survival independence divergence (SID), to test dependence between a right-censored outcome and covariates. A key technique for deriving the SIDs is to use a counting process strategy, which…
Prediction with the possibility of abstention (or selective prediction) is an important problem for error-critical machine learning applications. While well-studied in the classification setup, selective approaches to regression are much…
We present and evaluate the Fast (conditional) Independence Test (FIT) -- a nonparametric conditional independence test. The test is based on the idea that when $P(X \mid Y, Z) = P(X \mid Y)$, $Z$ is not useful as a feature to predict $X$,…
We consider the problem of learning causal relationships from relational data. Existing approaches rely on queries to a relational conditional independence (RCI) oracle to establish and orient causal relations in such a setting. In…
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…
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…
Continuous Integration (CI) significantly reduces integration problems, speeds up development time, and shortens release time. However, it also introduces new challenges for quality assurance activities, including regression testing, which…
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…
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…
We study prediction-powered conditional inference in the setting where labeled data are scarce, unlabeled covariates are abundant, and a black-box machine-learning predictor is available. The goal is to perform statistical inference on…
Testing the significance of a variable or group of variables $X$ for predicting a response $Y$, given additional covariates $Z$, is a ubiquitous task in statistics. A simple but common approach is to specify a linear model, and then test…