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This paper introduces the \textit{weighted partial copula} function for testing conditional independence. The proposed test procedure results from these two ingredients: (i) the test statistic is an explicit Cramer-von Mises transformation…

Methodology · Statistics 2021-02-15 Pascal Bianchi , Kevin Elgui , François Portier

Given independent samples generated from the joint distribution $p(\mathbf{x},\mathbf{y},\mathbf{z})$, we study the problem of Conditional Independence (CI-Testing), i.e., whether the joint equals the CI distribution…

Machine Learning · Statistics 2018-06-27 Rajat Sen , Karthikeyan Shanmugam , Himanshu Asnani , Arman Rahimzamani , Sreeram Kannan

Conditional Mutual Information (CMI) is a measure of conditional dependence between random variables X and Y, given another random variable Z. It can be used to quantify conditional dependence among variables in many data-driven inference…

Machine Learning · Computer Science 2019-06-10 Sudipto Mukherjee , Himanshu Asnani , Sreeram Kannan

This paper introduces a new method for testing the statistical significance of estimated parameters in predictive regressions. The approach features a new family of test statistics that are robust to the degree of persistence of the…

Econometrics · Economics 2025-02-04 Jean-Yves Pitarakis

External controls from historical trials or observational data can augment randomized controlled trials when large-scale randomization is impractical or unethical, such as in drug evaluation for rare diseases. However, non-randomized…

Methodology · Statistics 2025-05-08 Ke Zhu , Shu Yang , Xiaofei Wang

Brain-Computer Interfaces (BCIs) suffer from high inter-subject variability and limited labeled data, often requiring lengthy calibration phases. In this work, we present an end-to-end approach that explicitly models the subject dependency…

Human-Computer Interaction · Computer Science 2025-09-30 Michele Romani , Francesco Paissan , Andrea Fossà , Elisabetta Farella

We consider the problem of conditional independence (CI) testing and adopt a kernel-based approach. Kernel-based CI tests embed variables in reproducing kernel Hilbert spaces, regress their embeddings on the conditioning variables, and test…

Machine Learning · Statistics 2026-04-07 Luca Bergen , Dino Sejdinovic , Vanessa Didelez

Despite the popularity of feature importance (FI) measures in interpretable machine learning, the statistical adequacy of these methods is rarely discussed. From a statistical perspective, a major distinction is between analyzing a…

Machine Learning · Statistics 2023-05-03 Kristin Blesch , David S. Watson , Marvin N. Wright

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

Bayesian networks provide a language for qualitatively representing the conditional independence properties of a distribution. This allows a natural and compact representation of the distribution, eases knowledge acquisition, and supports…

Artificial Intelligence · Computer Science 2013-02-18 Craig Boutilier , Nir Friedman , Moises Goldszmidt , Daphne Koller

Experiments often yield non-identically distributed data for statistical analysis. Tests of hypothesis under such set-ups are generally performed using the likelihood ratio test, which is non-robust with respect to outliers and model…

Statistics Theory · Mathematics 2017-07-25 Abhik Ghosh , Ayanendranath Basu

In unsupervised ensemble learning, one obtains predictions from multiple sources or classifiers, yet without knowing the reliability and expertise of each source, and with no labeled data to assess it. The task is to combine these possibly…

Machine Learning · Computer Science 2016-02-24 Ariel Jaffe , Ethan Fetaya , Boaz Nadler , Tingting Jiang , Yuval Kluger

Datasets typically contain inaccuracies due to human error and societal biases, and these inaccuracies can affect the outcomes of models trained on such datasets. We present a technique for certifying whether linear regression models are…

Machine Learning · Computer Science 2022-06-09 Anna P. Meyer , Aws Albarghouthi , Loris D'Antoni

We propose a test of the conditional independence of random variables $X$ and~$Y$ given~$Z$ under the additional assumption that $X$ is stochastically nondecreasing in~$Z$. The well-documented hardness of testing conditional independence…

Methodology · Statistics 2026-04-24 Rohan Hore , Jake A. Soloff , Rina Foygel Barber , Richard J. Samworth

We study the problem of independence and conditional independence tests between categorical covariates and a continuous response variable, which has an immediate application in genetics. Instead of estimating the conditional distribution of…

Methodology · Statistics 2015-05-05 Bo Jiang , Chao Ye , Jun S. Liu

Should prediction models always deliver a prediction? In the pursuit of maximum predictive performance, critical considerations of reliability and fairness are often overshadowed, particularly when it comes to the role of uncertainty.…

Machine Learning · Computer Science 2024-10-29 Anna Sokol , Nuno Moniz , Nitesh Chawla

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

The accessibility of vast volumes of unlabeled data has sparked growing interest in semi-supervised learning (SSL) and covariate shift transfer learning (CSTL). In this paper, we present an inference framework for estimating regression…

Methodology · Statistics 2024-06-21 Ye Tian , Peng Wu , Zhiqiang Tan

We introduce the Conditional Independence Regression CovariancE (CIRCE), a measure of conditional independence for multivariate continuous-valued variables. CIRCE applies as a regularizer in settings where we wish to learn neural features…

Machine Learning · Computer Science 2023-12-20 Roman Pogodin , Namrata Deka , Yazhe Li , Danica J. Sutherland , Victor Veitch , Arthur Gretton

When performing regression or classification, we are interested in the conditional probability distribution for an outcome or class variable Y given a set of explanatoryor input variables X. We consider Bayesian models for this task. In…

Machine Learning · Computer Science 2013-02-08 David Heckerman , Christopher Meek