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arXiv research

A locally-built, LLM-digested index of recent arXiv papers in quant finance, geometry/topology, and statistical ML — keyword search served straight from SQLite on this machine.

168,657 papers · 148 categories

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62125187249 · Jun 202019922001200920172026
48 results for CI testing

Private CI tests for continuous Z with privacy constraints.

problem Testing conditional independence under differential privacy constraints.
method Developed two private CI testing procedures based on generalized covariance and conditional randomization tests.
result First private CI tests with rigorous theoretical guarantees for continuous Z.

Polynomial delay algorithm tests causal models with hidden variables.

problem Testing causal models with hidden variables in polynomial delay.
method c-component local Markov property (C-LMP) and polynomial delay algorithm.
result First algorithm for poly-delay testing of CIs in causal graphs with hidden variables.

PAIR-CI calibrates CI tests for causal discovery with incomplete data.

problem Miscalibration of CI tests when imputing incomplete data.
method Integrates multiple imputation directly into the inferential procedure via a paired permutation design.
result PAIR-CI reduces false positive rates to below 5% in simulations.

New methods for CI testing under model misspecification.

problem Challenges in CI testing with misspecified models.
method Proposes new approximations and upper bounds for testing errors of regression-based CI tests.
result Introduces the Rao-Blackwellized Predictor Test (RBPT) robust against misspecified inductive biases.

Given independent samples generated from the joint distribution p(x,y,z)p(\mathbf{x},\mathbf{y},\mathbf{z}), we study the problem of Conditional Independence (CI-Testing), i.e., whether the joint equals the CI distribution $p^{CI}(\mathbf{x},\mathbf{y},\mathbf{z})= p(\mathbf{z}) p(\mathbf{y}|\mathbf{z})p(\mathbf{x}|\mathbf{z…

2018-06-25abs ↗pdf ↗

Unified CI test for categorical and ordinal data maintains power in high dimensions.

problem Rapid degradation of statistical power in existing CI tests for high-dimensional conditioning variables.
method Unified CI test for categorical and ordinal data, maintaining reasonable calibration and power in high dimensions.
result Our test outperforms existing baselines in model testing and structure learning for dense directed graphical models.

We study the statistical properties of an estimator derived by applying a gradient ascent method with multiple initializations to a multi-modal likelihood function. We derive the population quantity that is the target of this estimator and study the properties of confidence intervals (CIs) constructed from asymptotic n…

2018-07-12abs ↗pdf ↗

FMCIT accelerates CI tests for causal discovery, maintaining power and efficiency.

problem High computational complexity in CI tests limits practical applicability of causal discovery methods.
method Flow Matching-based Conditional Independence Test (FMCIT) that leverages flow matching for fast CI tests.
result FMCIT effectively controls type-I error and maintains high testing power under the alternative hypothesis.

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)f(x,y,z) of continuous random vectors X,YX,Y and Z,Z, we determine whether XYZX \perp Y | Z. We approach this by converting the conditional independenc…

2017-09-18abs ↗pdf ↗

New insights into CI tests reveal key factors for practical performance.

problem Understanding and improving CI tests in practical applications.
method Investigation of the Kernel-based Conditional Independence (KCI) test and analysis of its practical behavior.
result Errors in conditional mean embedding estimates and appropriate conditioning kernel selection are crucial for CI tests.

New research shows CI in few-shot learning is misleading due to sampling with replacement.

problem Misleading confidence intervals in few-shot learning due to sampling with replacement.
method Comparative analysis of CIs computed with and without replacement.
result Significant underestimation of CI by the predominant method.

New method tests conditional independence using spectral representations.

problem Untestable conditional independence in many settings.
method Spectral representations of partial covariance operators, bi-level contrastive learning.
result Asymptotic validity and power guarantees for CI testing.

We consider the problem of learning causal relationships from relational data. Existing approaches rely on queries to a relational conditional independence (RCI) oracle to establish and orient causal relations in such a setting. In practice, queries to a RCI oracle have to be replaced by reliable tests for RCI against …

2019-12-05abs ↗pdf ↗

Dual PC algorithm improves structure learning of Bayesian networks.

problem Learning the structure of Bayesian networks from observational data.
method Dual PC algorithm, leveraging covariance and precision matrices, and partial correlations.
result The dual PC algorithm outperforms the classic PC algorithm in structure recovery, even with non-Gaussian data.

New method uses CDMs to improve CI testing without distributional assumptions.

problem Testing conditional independence when the conditional distribution is unknown.
method Uses conditional diffusion models (CDMs) to approximate XZX|Z and a classifier-based CMI estimator.
result Proposed method performs better than GAN-based CI tests and controls type I and II errors.

The paper provides CI for test unfairness of group-fairness-aware classifiers trained with online SGD.

problem Ensuring fairness in machine learning models trained with stochastic gradient descent.
method Developed an online multiplier bootstrap method to estimate CI for test unfairness of DI and DM-aware linear classifiers.
result Asymptotic Central Limit Theorem holds for CI estimation of DI and DM-aware models.

Algorithm recovers causal graphs in presence of latent confounders and selection bias.

problem Recovering causal graphs in the presence of latent confounders and selection bias.
method Iterative causal discovery (ICD) algorithm that relies on causal Markov and faithfulness assumptions.
result Sound and complete algorithm that recovers the equivalence class of the underlying causal graph.

Many real datasets contain values missing not at random (MNAR). In this scenario, investigators often perform list-wise deletion, or delete samples with any missing values, before applying causal discovery algorithms. List-wise deletion is a sound and general strategy when paired with algorithms such as FCI and RFCI, b…

2017-05-25abs ↗pdf ↗

We analyze anomaly detection class imbalance using a solvable model.

problem Class imbalance hampers anomaly detection performance.
method We use an exact solution of the teacher-student perceptron model through replica theory.
result Optimal train imbalance is often different from 50%, influenced by intrinsic imbalance and data abundance.

Algorithm learns causal structures from low-order conditional independencies.

problem Estimating high-order conditional independencies from data is challenging.
method Proposes an algorithm to compute a faithful graphical representation from low-order conditional independencies.
result Algorithm successfully learns causal structures from zero- and first-order conditional independencies.

The betting CI outperforms classical methods in constructing confidence intervals for bounded means.

problem Constructing nonasymptotic confidence intervals for bounded means.
method A betting-based approach to define and time-uniform variants of confidence intervals (CSs).
result The betting CI matches the fundamental limits, outperforming existing empirical Bernstein CIs.

Study designs experiments to identify causal graph structure with cycles and latent confounders.

problem Identify causal graph structure with cycles and latent confounders.
method Established lower bounds, developed CI and do see tests algorithms, and proved tightness.
result Proposed algorithms can recover all causal edges except for double adjacent bidirected edges.

Optimizes COVID-19 testing policy using a Multi-Armed Bandit approach.

problem Balancing discovery of positive cases with population surveillance.
method Risk scoring and random sampling based on Multi-Armed Bandit theory.
result Effective prioritization captures 65-92% of positive cases with varying testing capacity.

Novel method discovers causal relations in time series data, even with autocorrelation.

problem Discovering causal relations in time series data with strong autocorrelation.
method Conditional independence (CI) based PCMCI+^+ method, optimized for contemporaneous and lagged links.
result PCMCI+^+ outperforms other methods in detecting causal links and controlling false positives.

Study evaluates 13 CI methods for generalization error across 19 problems.

problem Evaluating prediction model quality using confidence intervals for generalization error.
method Compared 13 CI methods on 19 tabular regression and classification problems using cross-validation and bootstrapping.
result Identified a subset of methods with good coverage, width, and runtime.

AR CI framework handles complex confounders and sequential actions.

problem Low-dimensional confounders and singleton actions in causal inference.
method Sequencification to transform data into sequences, enabling CI with complex confounders and sequential actions.
result AR model can estimate multiple causal quantities using a single model, simplifying inference and improving outcome prediction.

Bayesian logistic regression improves clinical risk prediction models over time.

problem Improving clinical risk prediction models after deployment to adapt to temporal shifts.
method Bayesian logistic regression (BLR) and Markov variant (MarBLR) for online recalibration and revision of prediction models.
result BLR and MarBLR consistently outperform static models and other online revision methods, improving average AUC and calibration index.

CI-GNN uses GNNs to diagnose psychiatric disorders by identifying causally relevant brain regions.

problem Leveraging GNNs for psychiatric diagnosis requires interpretable models to understand decision-making.
method CI-GNN integrates Granger causality into GNNs to identify causally relevant subgraphs.
result CI-GNN provides more reliable and concise explanations of psychiatric diagnoses.

New method combines multiple datasets to estimate ATE with valid confidence intervals.

problem Combining multiple observational datasets to estimate ATE with valid confidence intervals.
method Prediction-powered inferences to shrink CIs and provide valid CIs.
result Valid confidence intervals for ATE from multiple datasets.