Related papers: Conditionally independent random variables
Pearl's d-separation is a foundational notion to study conditional independence between random variables. We define the topological conditional separation and we show that it is equivalent to the d-separation, extended beyond acyclic…
The paper presents an elaboration of some results on Lin's conditions. A new proof of the fact that if densities of independent random variables $\xi_1$ and $\xi_2$ satisfy Lin's condition, the same is true for their product is presented.…
This paper introduces the notion of pseudo-independence on the sublinear expectation space $(\Omega,\mathcal{F},\mathcal{P})$ via the classical conditional expectation, and the relations between pseudo-independence and Peng's independence…
The graphoid axioms for conditional independence, originally described by Dawid [1979], are fundamental to probabilistic reasoning [Pearl, 19881. Such axioms provide a mechanism for manipulating conditional independence assertions without…
The Contextuality-by-Default approach to determining and measuring the (non)contextuality of a system of random variables requires that every random variable in the system be represented by an equivalent set of dichotomous random variables.…
The inferential model (IM) framework provides valid prior-free probabilistic inference by focusing on predicting unobserved auxiliary variables. But, efficient IM-based inference can be challenging when the auxiliary variable is of higher…
Conditional independence in a multivariate normal (or Gaussian) distribution is characterized by the vanishing of subdeterminants of the distribution's covariance matrix. Gaussian conditional independence models thus correspond to algebraic…
We introduce a nonresponse mechanism for multivariate missing data in which each study variable and its nonresponse indicator are conditionally independent given the remaining variables and their nonresponse indicators. This is a…
For a linear combination of random variables, fix some confidence level and consider the quantile of the combination at this level. We are interested in the partial derivatives of the quantile with respect to the weights of the random…
Most of the stochastic orders for comparing random variables, considered in the literature, are afflicted with two main drawbacks: (i) lack of connex property and (ii) lack of consideration of any dependence structure between the random…
Linear combinations of independent random variables have been extensively studied in the literature. However, most of the work is based on some specific distribution assumptions. In this paper, a companion of (J. Appl. Probab. 48 (2011)…
Compositional data (i.e., data comprising random variables that sum up to a constant) arises in many applications including microbiome studies, chemical ecology, political science, and experimental designs. Yet when compositional data serve…
Conditional independence provides a way to understand causal relationships among the variables of interest. An underlying system may exhibit more fine-grained causal relationships especially between a variable and its parents, which will be…
In this article, we study tests of independence for data with arbitrary distributions in the non-serial case, i.e., for independent and identically distributed random vectors, as well as in the serial case, i.e., for time series. These…
Conditional independence reasoning has been shown to be helpful in the context of Bayesian nets to optimize probabilistic inference, and related techniques have been applied to speed up a number of logical reasoning tasks in boolean logic…
The conditional randomization test (CRT) was recently proposed to test whether two random variables X and Y are conditionally independent given random variables Z. The CRT assumes that the conditional distribution of X given Z is known…
It has been recently shown in Jaworski, P., Jelito, D. and Pitera, M. (2024), 'A note on the equivalence between the conditional uncorrelation and the independence of random variables', Electronic Journal of Statistics 18(1), that one can…
This study demonstrates the existence of a testable condition for the identification of the causal effect of a treatment on an outcome in observational data, which relies on two sets of variables: observed covariates to be controlled for…
Conditional independence and Markov properties are powerful tools allowing expression of multidimensional probability distributions by means of low-dimensional ones. As multidimensional possibilistic models have been studied for several…
The conditional mutual information I(X;Y|Z) measures the average information that X and Y contain about each other given Z. This is an important primitive in many learning problems including conditional independence testing, graphical model…