On the power of conditional independence testing under model-X
From MaRDI portal
Publication:2106800
DOI10.1214/22-EJS2085MaRDI QIDQ2106800FDOQ2106800
Authors: E. Katsevich, Aaditya Ramdas
Publication date: 19 December 2022
Published in: Electronic Journal of Statistics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2005.05506
Nonparametric hypothesis testing (62G10) Asymptotic properties of nonparametric inference (62G20) Ridge regression; shrinkage estimators (Lasso) (62J07)
Cites Work
- AdaPT: an interactive procedure for multiple testing with side information
- The Hardness of Conditional Independence Testing and the Generalised Covariance Measure
- Title not available (Why is that?)
- A paradox from randomization-based causal inference
- Double/debiased machine learning for treatment and structural parameters
- Causal inference for statistics, social, and biomedical sciences. An introduction
- Testing Statistical Hypotheses
- The central role of the propensity score in observational studies for causal effects
- Root-N-Consistent Semiparametric Regression
- Predictive inference with the jackknife+
- Covariance adjustment in radomized experiments and observational studies
- Targeted learning in data science. Causal inference for complex longitudinal studies
- Robust inference with knockoffs
- RANK: Large-Scale Inference With Graphical Nonlinear Knockoffs
- Panning for Gold: ‘Model-X’ Knockoffs for High Dimensional Controlled Variable Selection
- The conditional permutation test for independence while controlling for confounders
- Deep knockoffs
- Higher order inference on a treatment effect under low regularity conditions
- Gene hunting with hidden Markov model knockoffs
- Controlling the false discovery rate via knockoffs
- Causal Inference With General Treatment Regimes
- Title not available (Why is that?)
- Estimating Exposure Effects by Modelling the Expectation of Exposure Conditional on Confounders
- A note on the measurability of convex sets
- The LASSO Risk for Gaussian Matrices
- Title not available (Why is that?)
- Randomization Tests for Weak Null Hypotheses in Randomized Experiments
- The Holdout Randomization Test for Feature Selection in Black Box Models
- Non-parametric Methods for Doubly Robust Estimation of Continuous Treatment Effects
- Causal inference in genetic trio studies
- Testing goodness-of-fit and conditional independence with approximate co-sufficient sampling
- Relaxing the assumptions of knockoffs by conditioning
- Covariate-adjusted Fisher randomization tests for the average treatment effect
- Multi-center clinical trials: randomization and ancillary statistics
- Classification accuracy as a proxy for two-sample testing
- Fast and powerful conditional randomization testing via distillation
- A high-dimensional power analysis of the conditional randomization test and knockoffs
- Doubly robust tests of exposure effects under high‐dimensional confounding
Cited In (9)
- Anytime-Valid Tests of Conditional Independence Under Model-X
- Reconciling model-X and doubly robust approaches to conditional independence testing
- On the power of conditional independence testing under model-X
- Dimension-agnostic inference using cross U-statistics
- What is a Randomization Test?
- The Hardness of Conditional Independence Testing and the Generalised Covariance Measure
- Detecting distributional differences in labeled sequence data with application to tropical cyclone satellite imagery
- The Lasso with general Gaussian designs with applications to hypothesis testing
- Learning to increase the power of conditional randomization tests
This page was built for publication: On the power of conditional independence testing under model-X
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2106800)