Promit Ghosal

MixCIT: A Kernel Based Local-Polynomial Debiased Test for Conditional Independence on Mixed-Type Data

Mengxiao Gao, Kyra Gan, Promit Ghosal

Conditional independence testing (CIT) is fundamental to modern statistical inference in areas related to causal discovery and variable selection. While marginal independence is relatively well-understood, despite multiple advances, no existing non-parametric CIT provides a unifi…Read more