Related papers: A Fast Kernel-based Conditional Independence test …

Discovering causal relationships from observational data is a crucial problem and it has applications in many research areas. The PC algorithm is the state-of-the-art constraint based method for causal discovery. However, runtime of the PC…

We introduce a novel class of nonlinear tests for serial dependence in functional time series, grounded in the functional quantile autocorrelation framework. Unlike traditional approaches based on the classical autocovariance kernel, the…

Randomized controlled trials (RCTs) are considered as the gold standard for testing causal hypotheses in the clinical domain. However, the investigation of prognostic variables of patient outcome in a hypothesized cause-effect route is not…

We introduce a simple tool to control for false discoveries and identify individual signals in scenarios involving many tests, dependent test statistics, and potentially sparse signals. The tool applies the Cauchy combination test…

It is a common saying that testing for conditional independence, i.e., testing whether whether two random vectors $X$ and $Y$ are independent, given $Z$, is a hard statistical problem if $Z$ is a continuous random variable (or vector). In…

Inferring causal directions on discrete and categorical data is an important yet challenging problem. Even though the additive noise models (ANMs) approach can be adapted to the discrete data, the functional structure assumptions make it…

Causal discovery aims to recover causal structures generating the observational data. Despite its success in certain problems, in many real-world scenarios the observed variables are not the target variables of interest, but the imperfect…

Causal discovery is crucial for causal inference in observational studies, as it can enable the identification of valid adjustment sets (VAS) for unbiased effect estimation. However, global causal discovery is notoriously hard in the…

We target the problem of accuracy and robustness in causal inference from finite data sets. Some state-of-the-art algorithms produce clear output complete with solid theoretical guarantees but are susceptible to propagating erroneous…

Causal inference is essential for data-driven decision making across domains such as business engagement, medical treatment and policy making. However, research on causal discovery has evolved separately from inference methods, preventing…

Model misspecification can create significant challenges for the implementation of probabilistic models, and this has led to development of a range of robust methods which directly account for this issue. However, whether these more…

We address the issue of lack-of-fit testing for a parametric quantile regression. We propose a simple test that involves one-dimensional kernel smoothing, so that the rate at which it detects local alternatives is independent of the number…

The increased availability of massive data sets provides a unique opportunity to discover subtle patterns in their distributions, but also imposes overwhelming computational challenges. To fully utilize the information contained in big…

We propose a nonparametric approach to testing conditional independence and estimating conditional association, generalizing the Cochran-Mantel-Haenszel (CMH) test and odds-ratio estimator to continuous sample spaces. It leverages a…

Two-sample tests have been extensively employed in various scientific fields and machine learning such as evaluation on the effectiveness of drugs and A/B testing on different marketing strategies to discriminate whether two sets of samples…

In this article, we consider the problem of testing the independence between two random variables. Our primary objective is to develop tests that are highly effective at detecting associations arising from explicit or implicit functional…

In this paper we revisit the kernel density estimation problem: given a kernel $K(x, y)$ and a dataset of $n$ points in high dimensional Euclidean space, prepare a data structure that can quickly output, given a query $q$, a…

In this study, a scalable online kernel learning framework is proposed for estimating bidirectional causal effects in systems characterized by mutual dependence and heteroskedasticity. Traditional causal inference often focuses on…

Despite major methodological developments, Bayesian inference for Gaussian graphical models remains challenging in high dimension due to the tremendous size of the model space. This article proposes a method to infer the marginal and…

We introduce a general non-parametric independence test between right-censored survival times and covariates, which may be multivariate. Our test statistic has a dual interpretation, first in terms of the supremum of a potentially infinite…