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.
Summary generated by The Flow from the publisher's feed. The full article lives at arXiv Machine Learning.
arXiv:2504. 12594v2 Announce Type: replace Abstract: Conditional independence testing is a critical component of feature screening, invariant statistical models, and causal discovery.
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: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:2606. 18993v1 Announce Type: cross Abstract: Testing conditional independence is fundamental yet intrinsically difficult: without additional assumptions, Type I error control is impossible in general.
arXiv:2602. 23006v2 Announce Type: replace-cross Abstract: Simulating a Gaussian process requires sampling from a high-dimensional Gaussian distribution, which scales cubically with the number of sample locations.
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.