Toward Scalable and Valid Conditional Independence Testing with Spectral Representations
Conditional independence (CI) is central to causal inference, feature selection, and graphical modeling, yet it is untestable in many settings without additional assumptions. Existing CI tests often rely on restrictive structural conditions, limiting their validity. Kernel methods using partial covariance operators offer a more principled approach but suffer from limited adaptivity and scalability. In this work, we explore whether representation learning can help address these limitations. Specifically, we focus on representations derived from the singular value decomposition of partial covariance operators and use them to construct a simple test statistic. We also introduce a bi-level contrastive algorithm to learn these representations. Our theory links representation learning error to test performance and establishes asymptotic validity and power guarantees. Experiments on real and synthetic data suggest that this approach offers a principled and statistically grounded path toward scalable CI testing, bridging kernel-based theory with modern representation learning.
Code (0)
등록된 구현이 없습니다.
Tasks
Representation LearningCausal InferenceSimilar Papers 제목 키워드 기반
A Fast Kernel-based Conditional Independence test with Application to Causal Discovery
Kernel-based conditional independence (KCI) testing is a powerful nonparametric method commonly employed in causal discovery tasks. Despite its flexibility and statistical reliability, cubic computational complexity limi…
Causal DiscoveryCausal InferenceGaussian ProcessesMixture-of-ExpertsConditional Independence Test Based on Transport Maps
Testing conditional independence between two random vectors given a third is a fundamental and challenging problem in statistics, particularly in multivariate nonparametric settings due to the complexity of conditional s…
Predictive Independence Testing, Predictive Conditional Independence Testing, and Predictive Graphical Modelling
Testing (conditional) independence of multivariate random variables is a task central to statistical inference and modelling in general - though unfortunately one for which to date there does not exist a practicable work…
PhilosophyDifferentially Private Conditional Independence Testing
Conditional independence (CI) tests are widely used in statistical data analysis, e.g., they are the building block of many algorithms for causal graph discovery. The goal of a CI test is to accept or reject the null hyp…
Fast Nonparametric Conditional Independence Testing via Two-Stage Regression
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 re…