Pages that link to "Item:Q118262"
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The following pages link to The Hardness of Conditional Independence Testing and the Generalised Covariance Measure (Q118262):
Displaying 36 items.
- Testing conditional independence in supervised learning algorithms (Q113672) (← links)
- weightedGCM (Q118263) (← links)
- A simple measure of conditional dependence (Q128731) (← links)
- Optimal rates for independence testing via $U$-statistic permutation tests (Q130903) (← links)
- Extending greedy feature selection algorithms to multiple solutions (Q2036770) (← links)
- Asymptotic distributions of high-dimensional distance correlation inference (Q2054473) (← links)
- Minimax optimal conditional independence testing (Q2054483) (← links)
- On universally consistent and fully distribution-free rank tests of vector independence (Q2091822) (← links)
- On the power of conditional independence testing under model-X (Q2106800) (← links)
- Local permutation tests for conditional independence (Q2112818) (← links)
- (Q2196232) (redirect page) (← links)
- Double-estimation-friendly inference for high-dimensional misspecified models (Q2684689) (← links)
- (Q4998962) (← links)
- (Q4998973) (← links)
- Demystifying Statistical Learning Based on Efficient Influence Functions (Q5050848) (← links)
- (Q5053325) (← links)
- The Holdout Randomization Test for Feature Selection in Black Box Models (Q5083362) (← links)
- Comment: Reflections on the Deconfounder (Q5208063) (← links)
- Causal structure learning: a combinatorial perspective (Q6072331) (← links)
- A new covariate selection strategy for high dimensional data in causal effect estimation with multivariate treatments (Q6113075) (← links)
- Learning to increase the power of conditional randomization tests (Q6134320) (← links)
- General tests of conditional independence based on empirical processes indexed by functions (Q6176225) (← links)
- Test of conditional independence in factor models via Hilbert-Schmidt independence criterion (Q6183689) (← links)
- Nonparametric conditional local independence testing (Q6183775) (← links)
- Sufficient variable screening with high-dimensional controls (Q6184873) (← links)
- Assumption-lean falsification tests of rate double-robustness of double-machine-learning estimators (Q6199660) (← links)
- From statistical to causal learning (Q6200223) (← links)
- On Azadkia-Chatterjee's conditional dependence coefficient (Q6201829) (← links)
- Anytime-Valid Tests of Conditional Independence Under Model-X (Q6567949) (← links)
- A double-robust test for high-dimensional gene coexpression networks conditioning on clinical information (Q6589268) (← links)
- Conditional feature importance for mixed data (Q6589373) (← links)
- Reconciling model-X and doubly robust approaches to conditional independence testing (Q6608673) (← links)
- Efficient and multiply robust risk estimation under general forms of dataset shift (Q6621547) (← links)
- Testing Directed Acyclic Graph via Structural, Supervised and Generative Adversarial Learning (Q6631683) (← links)
- A survey of some recent developments in measures of association (Q6645569) (← links)
- Game-theoretic statistical inference: optional sampling, universal inference, and multiple testing based on e-values. Abstracts from the workshop held May 5--10, 2024 (Q6671621) (← links)
