Related papers: A Ball Divergence Based Measure For Conditional In…
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…
This article deals with the problem of testing conditional independence between two random vectors ${\bf X}$ and ${\bf Y}$ given a confounding random vector ${\bf Z}$. Several authors have considered this problem for multivariate data.…
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…
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…
As a crucial problem in statistics is to decide whether additional variables are needed in a regression model. We propose a new multivariate test to investigate the conditional mean independence of Y given X conditioning on some known…
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…
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…
In this paper, we propose a novel Euclidean-distance-based coefficient, named differential distance correlation, to measure the strength of dependence between a random variable $ Y \in \mathbb{R} $ and a random vector $ \boldsymbol{X} \in…
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…
This paper develops a model-free sequential test for conditional independence. The proposed test allows researchers to analyze an incoming i.i.d. data stream with any arbitrary dependency structure, and safely conclude whether a feature is…
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…
In this paper, we investigate local permutation tests for testing conditional independence between two random vectors $X$ and $Y$ given $Z$. The local permutation test determines the significance of a test statistic by locally shuffling…
Over the last couple of decades, several copula based methods have been proposed in the literature to test for the independence among several random variables. But these existing tests are not invariant under monotone transformations of the…
We introduce a novel measure of dependence that captures the extent to which a random variable $Y$ is determined by a random vector $X$. The measure equals zero precisely when $Y$ and $X$ are independent, and it attains one exactly when $Y$…
We study the problem of testing \emph{conditional independence} for discrete distributions. Specifically, given samples from a discrete random variable $(X, Y, Z)$ on domain $[\ell_1]\times[\ell_2] \times [n]$, we want to distinguish, with…
Measuring conditional dependencies among the variables of a network is of great interest to many disciplines. This paper studies some shortcomings of the existing dependency measures in detecting direct causal influences or their lack of…
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…
We study properties of two resampling scenarios: Conditional Randomisation and Conditional Permutation schemes, which are relevant for testing conditional independence of discrete random variables $X$ and $Y$ given a random variable $Z$.…
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…
Distance correlation is a measure of dependence between two paired random vectors or matrices of arbitrary, not necessarily equal, dimensions. Unlike Pearson correlation, the population distance correlation coefficient is zero if and only…