The Hardness of Conditional Independence Testing and the Generalised Covariance Measure
From MaRDI portal
(Redirected from The Hardness of Conditional Independence Testing and the Generalised Covariance Measure)
Publication:118262
Publication:118262
DOI10.48550/arXiv.1804.07203zbMath1451.62081arXiv1804.07203MaRDI QIDQ118262
Rajen D. Shah, Jonas Peters, Rajen D. Shah, Jonas Peters
Publication date: 19 April 2018
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1804.07203
62G08: Nonparametric regression and quantile regression
62G10: Nonparametric hypothesis testing
62J07: Ridge regression; shrinkage estimators (Lasso)
62H15: Hypothesis testing in multivariate analysis
Related Items
Unnamed Item, Unnamed Item, Unnamed Item, Demystifying Statistical Learning Based on Efficient Influence Functions, The Holdout Randomization Test for Feature Selection in Black Box Models, Comment: Reflections on the Deconfounder, Causal structure learning: a combinatorial perspective, A new covariate selection strategy for high dimensional data in causal effect estimation with multivariate treatments, Yet another look at the omitted variable bias, Learning to increase the power of conditional randomization tests, General tests of conditional independence based on empirical processes indexed by functions, Test of conditional independence in factor models via Hilbert-Schmidt independence criterion, Nonparametric conditional local independence testing, Sufficient variable screening with high-dimensional controls, Testing conditional independence in supervised learning algorithms, weightedGCM, A simple measure of conditional dependence, Optimal rates for independence testing via $U$-statistic permutation tests, Extending greedy feature selection algorithms to multiple solutions, Asymptotic distributions of high-dimensional distance correlation inference, Minimax optimal conditional independence testing, On universally consistent and fully distribution-free rank tests of vector independence, On the power of conditional independence testing under model-X, Local permutation tests for conditional independence, Double-estimation-friendly inference for high-dimensional misspecified models
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- A Projection Based Conditional Dependence Measure with Applications to High-dimensional Undirected Graphical Models
- Asymptotic normality and optimalities in estimation of large Gaussian graphical models
- Causal inference using invariant prediction: identification and confidence intervals
- Statistics for high-dimensional data. Methods, theory and applications.
- Higher order inference on a treatment effect under low regularity conditions
- Uniformly powerful goodness of fit tests
- Causation, prediction, and search
- Minimax estimation of a functional on a structured high-dimensional model
- Sparse graphical models for exploring gene expression data
- Semiparametric minimax rates
- Hypothesis testing for densities and high-dimensional multinomials: sharp local minimax rates
- Gaussian approximations and multiplier bootstrap for maxima of sums of high-dimensional random vectors
- Convergence of estimates under dimensionality restrictions
- Measure Theory and Functional Analysis
- The Nonexistence of Certain Statistical Procedures in Nonparametric Problems
- Higher order influence functions and minimax estimation of nonlinear functionals
- Partial association measures and an application to qualitative regression
- Goodness-of-Fit Tests for High Dimensional Linear Models
- On Non-parametric Testing, the Uniform Behaviour of the t-test, and Related Problems
- Two new properties of mathematical likelihood
- Double/debiased machine learning for treatment and structural parameters
- On the Equivalence between Kernel Quadrature Rules and Random Feature Expansions
- On the Testability of Identification in Some Nonparametric Models With Endogeneity
- A Non-Parametric Test of Independence
- Nonparametric independence testing via mutual information