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CRANcometsMaRDI QIDQ5976493

Covariance Measure Tests for Conditional Independence

Lucas Kook

Last update: 26 February 2024

Software version identifier: 0.0-1

Copyright license: GNU General Public License, version 3.0

Description

Covariance measure tests for conditional independence testing against conditional covariance and nonlinear conditional mean alternatives. Contains versions of the generalised covariance measure test (Shah and Peters, 2020, <doi:10.1214/19-aos1857>) and projected covariance measure test (Lundborg et al., 2023, <doi:10.48550/arXiv.2211.02039>). Applications can be found in Kook and Lundborg (2024, <doi:10.48550/arXiv.2402.14416>).

Cites work

• The Projected Covariance Measure for assumption-lean variable significance testing
• Algorithm-agnostic significance testing in supervised learning with multimodal data
• Unnamed Publication