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Determining conditional independence (CI) relationships between random variables is a fundamental yet challenging task in machine learning and statistics, especially in high-dimensional settings. Existing generative model-based CI testing…

Machine Learning · Computer Science 2025-05-30 Yixin Ren , Chenghou Jin , Yewei Xia , Li Ke , Longtao Huang , Hui Xue , Hao Zhang , Jihong Guan , Shuigeng Zhou

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

Conditional independence testing (CIT) is a common task in machine learning, e.g., for variable selection, and a main component of constraint-based causal discovery. While most current CIT approaches assume that all variables are numerical…

Machine Learning · Computer Science 2023-11-07 Oana-Iuliana Popescu , Andreas Gerhardus , Jakob Runge

Conditional independence testing is an important problem, especially in Bayesian network learning and causal discovery. Due to the curse of dimensionality, testing for conditional independence of continuous variables is particularly…

Machine Learning · Computer Science 2012-02-20 Kun Zhang , Jonas Peters , Dominik Janzing , Bernhard Schoelkopf

We consider the hypothesis testing problem of detecting conditional dependence, with a focus on high-dimensional feature spaces. Our contribution is a new test statistic based on samples from a generative adversarial network designed to…

Machine Learning · Statistics 2019-12-20 Alexis Bellot , Mihaela van der Schaar

This article addresses the problem of testing the conditional independence of two generic random vectors $X$ and $Y$ given a third random vector $Z$, which plays an important role in statistical and machine learning applications. We propose…

Methodology · Statistics 2024-07-26 Yi Zhang , Linjun Huang , Yun Yang , Xiaofeng Shao

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…

Machine Learning · Statistics 2017-09-06 Jakob Runge

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

In this article, we study the problem of high-dimensional conditional independence testing, a key building block in statistics and machine learning. We propose an inferential procedure based on double generative adversarial networks (GANs).…

Machine Learning · Statistics 2021-11-08 Chengchun Shi , Tianlin Xu , Wicher Bergsma , Lexin Li

Testing for conditional independence is a core aspect of constraint-based causal discovery. Although commonly used tests are perfect in theory, they often fail to reject independence in practice, especially when conditioning on multiple…

Machine Learning · Statistics 2019-03-13 Alexander Marx , Jilles Vreeken

In many real-world scenarios, interested variables are often represented as discretized values due to measurement limitations. Applying Conditional Independence (CI) tests directly to such discretized data, however, can lead to incorrect…

Artificial Intelligence · Computer Science 2025-06-11 Boyang Sun , Yu Yao , Xinshuai Dong , Zongfang Liu , Tongliang Liu , Yumou Qiu , Kun Zhang

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 the conditional predictive impact (CPI), a consistent and unbiased estimator of the association between one or several features and a given outcome, conditional on a reduced feature set. Building on the knockoff framework of…

Methodology · Statistics 2021-05-14 David S. Watson , Marvin N. Wright

Conditional independence tests (CI tests) have received special attention lately in Machine Learning and Computational Intelligence related literature as an important indicator of the relationship among the variables used by their models.…

Kernel-based conditional independence (KCI) testing is a powerful nonparametric method commonly employed in causal discovery tasks. Despite its flexibility and statistical reliability, cubic computational complexity limits its application…

Machine Learning · Computer Science 2025-12-05 Oliver Schacht , Biwei Huang

We consider the problem of non-parametric Conditional Independence testing (CI testing) for continuous random variables. Given i.i.d samples from the joint distribution $f(x,y,z)$ of continuous random vectors $X,Y$ and $Z,$ we determine…

Tests of conditional independence (CI) underpin a number of important problems in machine learning and statistics, from causal discovery to evaluation of predictor fairness and out-of-distribution robustness. Shah and Peters (2020) showed…

Machine Learning · Statistics 2025-12-17 Zheng He , Roman Pogodin , Yazhe Li , Namrata Deka , Arthur Gretton , Danica J. Sutherland

In this study, we introduce a sophisticated generative conditional strategy designed to impute missing values within datasets, an area of considerable importance in statistical analysis. Specifically, we initially elucidate the theoretical…

Machine Learning · Statistics 2026-01-05 George Sun , Yi-Hui Zhou

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

Estimation of information theoretic quantities such as mutual information and its conditional variant has drawn interest in recent times owing to their multifaceted applications. Newly proposed neural estimators for these quantities have…

Machine Learning · Computer Science 2020-07-24 Arnab Kumar Mondal , Arnab Bhattacharya , Sudipto Mukherjee , Prathosh AP , Sreeram Kannan , Himanshu Asnani
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