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相关论文: Conditionally independent random variables

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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…

离散数学 · 计算机科学 2021-08-09 Michel de Lara , Jean-Philippe Chancelier , Benjamin Heymann

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.…

概率论 · 数学 2017-07-24 Alexander Il'inskii , Sofiya Ostrovska

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…

概率论 · 数学 2021-06-01 Xinpeng Li

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…

人工智能 · 计算机科学 2013-03-26 Ross D. Shachter

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.…

量子物理 · 物理学 2022-01-05 Janne V. Kujala , Ehtibar N. Dzhafarov

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…

统计理论 · 数学 2015-01-20 Ryan Martin , Chuanhai Liu

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…

统计理论 · 数学 2009-10-29 Mathias Drton , Han Xiao

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…

统计方法学 · 统计学 2016-09-05 Mauricio Sadinle , Jerome P. Reiter

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…

概率论 · 数学 2008-12-10 Dirk Tasche

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…

统计方法学 · 统计学 2021-03-03 Sugata Ghosh , Asok K. Nanda

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)…

统计理论 · 数学 2013-12-11 Xiaoqing Pan , Maochao Xu , Taizhong Hu

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…

统计方法学 · 统计学 2025-01-03 Ritwik Bhaduri , Siyuan Ma , Lucas Janson

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…

机器学习 · 计算机科学 2024-05-14 Inwoo Hwang , Yunhyeok Kwak , Yeon-Ji Song , Byoung-Tak Zhang , Sanghack Lee

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…

统计方法学 · 统计学 2023-06-13 Bouchra R. Nasri , Bruno N. Remillard

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…

计算机科学中的逻辑 · 计算机科学 2016-10-14 Ron van der Meyden

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…

机器学习 · 计算机科学 2023-04-11 Shuai Li , Ziqi Chen , Hongtu Zhu , Christina Dan Wang , Wang Wen

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…

统计方法学 · 统计学 2024-06-24 Kewin Pączek , Damian Jelito , Marcin Pitera , Agnieszka Wyłomańska

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…

计量经济学 · 经济学 2026-05-20 Martin Huber , Jannis Kueck

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…

人工智能 · 计算机科学 2013-01-18 Jirina Vejnarova

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…

信息论 · 计算机科学 2017-10-16 Arman Rahimzamani , Sreeram Kannan