2 papers
stat.ME2026
Local permutation tests for conditional independence: an adaptive binning perspective
David Chen, Rohan Hore, Rina Foygel Barber
In this work, we study the problem of testing conditional independence between random variables and given a confounder . The local permutation test (LPT) offers a princi…
math.ST2022
Pre-averaging fractional processes contaminated by noise, with an application to turbulence
David Chen, Yu Cheng, Carsten Chong +4
In this article, we consider the problem of estimating fractional processes based on noisy high-frequency data. Generalizing the idea of pre-averaging to a fractional setting, we e…