4 papers
CRT*: Conditional Randomization Testing with Heterogeneous External and Unlabeled Data
Yingjie Zhang, Ziqi Chen, Chenlei Leng
The conditional randomization test (CRT) provides a principled approach to conditional independence (CI) testing, guaranteeing exact type-I error control when the true conditional…
Conditionally Whitened Generative Models for Probabilistic Time Series Forecasting
Yanfeng Yang, Siwei Chen, Pingping Hu +6
Probabilistic forecasting of multivariate time series is challenging due to non-stationarity, inter-variable dependencies, and distribution shifts. While recent diffusion and flow…
High-Dimensional Dynamic Covariance Models with Random Forests
Shuguang Yu, Fan Zhou, Yingjie Zhang +2
This paper introduces a novel nonparametric method for estimating high-dimensional dynamic covariance matrices with multiple conditioning covariates, leveraging random forests and…
Conditional Diffusion Models Based Conditional Independence Testing
Yanfeng Yang, Shuai Li, Yingjie Zhang +4
Conditional independence (CI) testing is a fundamental task in modern statistics and machine learning. The conditional randomization test (CRT) was recently introduced to test whet…