Related papers: On the Hardness of Conditional Independence Testin…
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…
We describe a data-efficient, kernel-based approach to statistical testing of conditional independence. A major challenge of conditional independence testing is to obtain the correct test level (the specified upper bound on the rate of…
Conditional independence (CI) is central to causal inference, feature selection, and graphical modeling, yet it is untestable in many settings without additional assumptions. Existing CI tests often rely on restrictive structural…
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…
Conditional independence (CI) tests are widely used in statistical data analysis, e.g., they are the building block of many algorithms for causal graph discovery. The goal of a CI test is to accept or reject the null hypothesis that $X…
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…
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…
Measurements of systems taken along a continuous functional dimension, such as time or space, are ubiquitous in many fields, from the physical and biological sciences to economics and engineering.Such measurements can be viewed as…
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…
Conditional independence is a fundamental concept in many areas of statistical research, including, for example, sufficient dimension reduction, causal inference, and statistical graphical models. In many modern applications, data arise in…
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…
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…
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…
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…
Measuring conditional independence is one of the important tasks in statistical inference and is fundamental in causal discovery, feature selection, dimensionality reduction, Bayesian network learning, and others. In this work, we explore…
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 $X$,…
Conditional independence testing is a key problem required by many machine learning and statistics tools. In particular, it is one way of evaluating the usefulness of some features on a supervised prediction problem. We propose a novel…
Independence testing plays a central role in statistical and causal inference from observational data. Standard independence tests assume that the data samples are independent and identically distributed (i.i.d.) but that assumption is…
Conditional independence (CI) testing is a fundamental and challenging task in modern statistics and machine learning. Many modern methods for CI testing rely on powerful supervised learning methods to learn regression functions or Bayes…
Independence testing is a classical statistical problem that has been extensively studied in the batch setting when one fixes the sample size before collecting data. However, practitioners often prefer procedures that adapt to the…