Anytime-Valid Tests of Conditional Independence Under Model-X
From MaRDI portal
Publication:6567949
DOI10.1080/01621459.2023.2205607MaRDI QIDQ6567949
Tyron Lardy, Alexander Henzi, Peter D. Grünwald
Publication date: 5 July 2024
Published in: Journal of the American Statistical Association (Search for Journal in Brave)
Cites Work
- Title not available (Why is that?)
- Title not available (Why is that?)
- Title not available (Why is that?)
- Title not available (Why is that?)
- Title not available (Why is that?)
- Title not available (Why is that?)
- The Hardness of Conditional Independence Testing and the Generalised Covariance Measure
- A simple measure of conditional dependence
- E-values: calibration, combination and applications
- Law of iterated logarithm and consistent model selection criterion in logistic regression
- Probability inequalities for likelihood ratios and convergence rates of sieve MLEs
- Log-optimal anytime-valid E-values
- Testing exchangeability: fork-convexity, supermartingales and e-processes
- On the power of conditional independence testing under model-X
- Asymptotic properties of covariate-adjusted response-adaptive designs
- Panning for Gold: ‘Model-X’ Knockoffs for High Dimensional Controlled Variable Selection
- Fast and powerful conditional randomization testing via distillation
- The Conditional Permutation Test for Independence While Controlling for Confounders
- CONFIDENCE SEQUENCES FOR MEAN, VARIANCE, AND MEDIAN
- Some aspects of the sequential design of experiments
This page was built for publication: Anytime-Valid Tests of Conditional Independence Under Model-X
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6567949)
