4.6 Article

LOCAL PERMUTATION TESTS FOR CONDITIONAL INDEPENDENCE

相关参考文献

注意:仅列出部分参考文献,下载原文获取全部文献信息。
Article Biology

Nonparametric variable importance assessment using machine learning techniques

Brian D. Williamson et al.

Summary: In this work, a variable importance measure that can be used with any regression technique, regardless of the technique used, is studied. The study discusses how to flexibly estimate the importance of a single feature or group of features using machine learning techniques. Through simulations and a case study, it is shown that the proposal has good practical operating characteristics and effects.

BIOMETRICS (2021)

Article Statistics & Probability

CLASSIFICATION ACCURACY AS A PROXY FOR TWO-SAMPLE TESTING

Ilmun Kim et al.

Summary: The study examines the statistical properties of a two-sample test implicitly performed by data analysts when training classifiers, proving consistency and efficiency of permutation-based and Gaussian-approximation tests across all dimensions. Additionally, it investigates the specialized setting of distinguishing Gaussians with mean-difference S and common covariance Sigma in the high-dimensional context. Furthermore, the study compares the power and efficiency of Fisher's linear discriminant analysis and variants of Hotelling's test in a non-trivial regime while extending results to high-dimensional elliptical distributions with finite kurtosis.

ANNALS OF STATISTICS (2021)

Article Statistics & Probability

Comparing a large number of multivariate distributions

Ilmun Kim

Summary: The paper proposes a test for the equality of multiple distributions based on kernel mean embeddings, offering a flexible way to handle multivariate data and allowing the number of distributions to increase with the sample size. The proposed test is implemented via the permutation procedure to address the issue of infinite nuisance parameters in the limiting distribution, and is shown to be minimax rate optimal against sparse alternatives. Additionally, an exponential concentration inequality for the permuted test statistic is developed during the analysis.

BERNOULLI (2021)

Article Engineering, Multidisciplinary

Recurrence relations for a family of iterations assuming Holder continuous second order Frechet derivative

Dharmendra Kumar Gupta et al.

Summary: The article establishes the semilocal convergence using recurrence relations of a family of iterations for solving nonlinear equations in Banach spaces, mainly based on the Holder continuity condition of the second order Frechet derivative. By deriving recurrence relations based on three parameters, the article provides a theorem for existence and uniqueness of solutions along with error bounds, showing the order of convergence.

INTERNATIONAL JOURNAL OF NONLINEAR SCIENCES AND NUMERICAL SIMULATION (2021)

Article Mathematics, Applied

The limits of distribution-free conditional predictive inference

Rina Foygel Barber et al.

Summary: The study aims to explore relaxation types of conditional coverage properties in a distribution-free setting, addressing practical concerns with marginal coverage guarantees.

INFORMATION AND INFERENCE-A JOURNAL OF THE IMA (2021)

Article Statistics & Probability

The conditional permutation test for independence while controlling for confounders

Thomas B. Berrett et al.

JOURNAL OF THE ROYAL STATISTICAL SOCIETY SERIES B-STATISTICAL METHODOLOGY (2020)

Article Statistics & Probability

Test for conditional independence with application to conditional screening

Yeqing Zhou et al.

JOURNAL OF MULTIVARIATE ANALYSIS (2020)

Article Statistics & Probability

THE HARDNESS OF CONDITIONAL INDEPENDENCE TESTING AND THE GENERALISED COVARIANCE MEASURE

Rajen D. Shah et al.

ANNALS OF STATISTICS (2020)

Article Statistics & Probability

Is distribution-free inference possible for binary regression?

Rina Foygel Barber

ELECTRONIC JOURNAL OF STATISTICS (2020)

Review Statistics & Probability

On nonparametric conditional independence tests for continuous variables

Li Chun et al.

WILEY INTERDISCIPLINARY REVIEWS-COMPUTATIONAL STATISTICS (2020)

Article Statistics & Probability

HYPOTHESIS TESTING FOR DENSITIES AND HIGH-DIMENSIONAL MULTINOMIALS: SHARP LOCAL MINIMAX RATES

Sivaraman Balakrishnan et al.

ANNALS OF STATISTICS (2019)

Article Mathematics, Interdisciplinary Applications

Approximate Kernel-Based Conditional Independence Tests for Fast Non-Parametric Causal Discovery

Eric Strobl et al.

JOURNAL OF CAUSAL INFERENCE (2019)

Article Statistics & Probability

Panning for gold: model-X' knockoffs for high dimensional controlled variable selection

Emmanuel Candes et al.

JOURNAL OF THE ROYAL STATISTICAL SOCIETY SERIES B-STATISTICAL METHODOLOGY (2018)

Review Statistics & Probability

HYPOTHESIS TESTING FOR HIGH-DIMENSIONAL MULTINOMIALS: A SELECTIVE REVIEW

Sivaraman Balakrishnan et al.

ANNALS OF APPLIED STATISTICS (2018)

Proceedings Paper Computer Science, Theory & Methods

Testing Conditional Independence of Discrete Distributions

Clement L. Canonne et al.

STOC'18: PROCEEDINGS OF THE 50TH ANNUAL ACM SIGACT SYMPOSIUM ON THEORY OF COMPUTING (2018)

Article Computer Science, Information Systems

f-Divergence Inequalities

Igal Sason et al.

IEEE TRANSACTIONS ON INFORMATION THEORY (2016)

Article Statistics & Probability

On a nonparametric notion of residual and its applications

Rohit K. Patra et al.

STATISTICS & PROBABILITY LETTERS (2016)

Article Statistics & Probability

Conditional Distance Correlation

Xueqin Wang et al.

JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION (2015)

Article Computer Science, Information Systems

Renyi Divergence and Kullback-Leibler Divergence

Tim van Erven et al.

IEEE TRANSACTIONS ON INFORMATION THEORY (2014)

Article Statistics & Probability

Higher order inference on a treatment effect under low regularity conditions

Lingling Li et al.

STATISTICS & PROBABILITY LETTERS (2011)

Article Statistics & Probability

TESTING CONDITIONAL INDEPENDENCE USING MAXIMAL NONLINEAR CONDITIONAL CORRELATION

Tzee-Ming Huang

ANNALS OF STATISTICS (2010)

Article Statistics & Probability

TESTING CONDITIONAL INDEPENDENCE VIA ROSENBLATT TRANSFORMS

Kyungchul Song

ANNALS OF STATISTICS (2009)

Article Economics

A nonparametric Hellinger metric test for conditional independence

Liangjun Su et al.

ECONOMETRIC THEORY (2008)

Article Computer Science, Artificial Intelligence

A new approach for learning belief networks using independence criteria

LM de Campos et al.

INTERNATIONAL JOURNAL OF APPROXIMATE REASONING (2000)