6 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…
Enhancing Missing Data Imputation through Combined Bipartite Graph and Complete Directed Graph
Zhaoyang Zhang, Hongtu Zhu, Ziqi Chen +2
In this paper, we aim to address a significant challenge in the field of missing data imputation: identifying and leveraging the interdependencies among features to enhance missing…
Nodewise Loreg: Nodewise -penalized Regression for High-dimensional Sparse Precision Matrix Estimation
Hai Shu, Ziqi Chen, Yingjie Zhang +1
We propose Nodewise Loreg, a nodewise -penalized regression method for estimating high-dimensional sparse precision matrices. We establish its asymptotic properties, including…