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We propose a general new method, the conditional permutation test, for testing the conditional independence of variables $X$ and $Y$ given a potentially high-dimensional random vector $Z$ that may contain confounding factors. The proposed…

Methodology · Statistics 2019-05-08 Thomas B. Berrett , Yi Wang , Rina Foygel Barber , Richard J. Samworth

In this paper, we build a new test of rational expectations based on the marginal distributions of realizations and subjective beliefs. This test is widely applicable, including in the common situation where realizations and beliefs are…

Econometrics · Economics 2023-04-18 Xavier D'Haultfoeuille , Christophe Gaillac , Arnaud Maurel

This paper studies one-sided hypothesis testing under random sampling without replacement. That is, when $n+1$ binary random variables $X_1,\ldots, X_{n+1}$ are subject to a permutation invariant distribution and $n$ binary random variables…

Statistics Theory · Mathematics 2022-11-07 Zihao Li , Huangjun Zhu , Masahito Hayashi

We are concerned with testing replicability hypotheses for many endpoints simultaneously. This constitutes a multiple test problem with composite null hypotheses. Traditional $p$-values, which are computed under least favourable parameter…

Methodology · Statistics 2020-02-26 Anh-Tuan Hoang , Thorsten Dickhaus

The object of contextuality analysis is a set of random variables each of which is uniquely labeled by a content and a context. In the measurement terminology, the content is that which the random variable measures, whereas the context…

Quantum Physics · Physics 2018-09-05 Ehtibar N. Dzhafarov

Random testing approaches work by generating inputs at random, or by selecting inputs randomly from some pre-defined operational profile. One long-standing question that arises in this and other testing contexts is as follows: When can we…

Software Engineering · Computer Science 2024-06-25 Neil Walkinshaw , Michael Foster , Jose Miguel Rojas , Robert M Hierons

We consider hypothesis testing of binary causal queries using observational data. Since the mapping of causal models to the observational distribution that they induce is not one-to-one, in general, causal queries are often only partially…

Methodology · Statistics 2026-02-27 Sourbh Bhadane , Joris M. Mooij , Philip Boeken , Onno Zoeter

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…

Machine Learning · Statistics 2024-12-19 Yanfeng Yang , Shuai Li , Yingjie Zhang , Zhuoran Sun , Hai Shu , Ziqi Chen , Renming Zhang

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…

Methodology · Statistics 2021-12-02 Yanjie Zhong , Todd Kuffner , Soumendra Lahiri

Score-based diffusion models have emerged as effective approaches for both conditional and unconditional generation. Still conditional generation is based on either a specific training of a conditional model or classifier guidance, which…

Machine Learning · Computer Science 2024-12-25 Davide Scassola , Sebastiano Saccani , Ginevra Carbone , Luca Bortolussi

For binary experimental data, we discuss randomization-based inferential procedures that do not need to invoke any modeling assumptions. We also introduce methods for likelihood and Bayesian inference based solely on the physical…

Methodology · Statistics 2017-05-25 Peng Ding , Luke W. Miratrix

We describe a statistical test for association of two autocorrelated time series, one of which generated randomly at each time point from a known but possibly history-dependent distribution. The null hypothesis is that at each time point,…

Methodology · Statistics 2022-07-08 Kenneth D. Harris

We identify conditional parity as a general notion of non-discrimination in machine learning. In fact, several recently proposed notions of non-discrimination, including a few counterfactual notions, are instances of conditional parity. We…

Machine Learning · Statistics 2017-06-28 Ya'acov Ritov , Yuekai Sun , Ruofei Zhao

We propose a sequential, anytime-valid method to test the conditional independence of a response $Y$ and a predictor $X$ given a random vector $Z$. The proposed test is based on e-statistics and test martingales, which generalize likelihood…

Methodology · Statistics 2023-02-22 Peter Grünwald , Alexander Henzi , Tyron Lardy

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

In this paper we define and examine the power of the {\em conditional-sampling} oracle in the context of distribution-property testing. The conditional-sampling oracle for a discrete distribution $\mu$ takes as input a subset $S \subset…

Data Structures and Algorithms · Computer Science 2014-04-09 Sourav Chakraborty , Eldar Fischer , Yonatan Goldhirsh , Arie Matsliah

Distinguishing causal connections from correlations is important in many scenarios. However, the presence of unobserved variables, such as the latent confounder, can introduce bias in conditional independence testing commonly employed in…

Methodology · Statistics 2024-05-03 Mingzhou Liu , Xinwei Sun , Yu Qiao , Yizhou Wang

We tackle the problem of conditioning probabilistic programs on distributions of observable variables. Probabilistic programs are usually conditioned on samples from the joint data distribution, which we refer to as deterministic…

Machine Learning · Computer Science 2021-03-09 David Tolpin , Yuan Zhou , Tom Rainforth , Hongseok Yang

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 this paper we consider the problem of detecting statistically significant sequential patterns in multi-neuronal spike trains. These patterns are characterized by ordered sequences of spikes from different neurons with specific delays…

Neurons and Cognition · Quantitative Biology 2008-08-28 P. S. Sastry , K. P. Unnikrishnan