arXiv:2504. 12594v2 Announce Type: replace Abstract: Conditional independence testing is a critical component of feature screening, invariant statistical models, and causal discovery.
Machine-generated by The Flow from the publisher's headline and feed description — not written or checked by a human. The full article lives at arXiv Machine Learning.
arXiv:2512. 19510v2 Announce Type: replace Abstract: Conditional independence (CI) is central to causal inference, feature selection, and graphical modeling, yet it is untestable in many settings without additional assumptions.
arXiv:2606. 18011v1 Announce Type: cross Abstract: Constraint-based causal discovery relies on repeated conditional independence tests, but fast nonparametric tests often sacrifice calibration, especially when variables depend on the conditioning set through nonlinear relationships.
arXiv:2608. 11156v1 Announce Type: cross Abstract: Conditional Independence (CI) tests are the statistical engine of constraint-based causal discovery: in algorithms such as PC (Peter-Clark) and FCI (Fast Causal Inference), skeleton pruning and key orientations follow directly from CI decisions.
arXiv:2608.30644v1 Announce Type: cross Abstract: We develop a marginal coordinate test for regression with Euclidean predictors and a random-object response in a separable metric space. The goal is...
arXiv:2602. 01135v3 Announce Type: replace Abstract: Autoregressive models trained via next-token prediction implicitly learn the conditional independence structure of their data-generating process.
The paper introduces a model‑agnostic inference framework for partially identified causal effects that leverages covariate information without requiring discrete covariates or accurate conditional distribution estimates. Using duality theory for optimal transport, the method delivers uniformly valid inference in randomized experiments, is doubly robust in observational settings, achieves asymptotic unbiasedness when nuisance parameters converge semiparametrically, and allows multiplier‑bootstrap selection of covariates and models while remaining computationally efficient. Empirical applications show the approach consistently narrows identified sets and confidence intervals without imposing extra structural assumptions.