Conditional independence testing based on a nearest-neighbor estimator of conditional mutual information
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Abstract (arXiv)
Conditional independence testing is a fundamental problem underlying causal discovery and a particularly challenging task in the presence of nonlinear and high-dimensional dependencies. Here a fully non-parametric test for continuous data based on conditional mutual information combined with a local permutation scheme is presented. Through a nearest neighbor approach, the test efficiently adapts also to non-smooth distributions due to strongly nonlinear dependencies. Numerical experiments demonstrate that the test reliably simulates the null distribution even for small sample sizes and with high-dimensional conditioning sets. The test is better calibrated than kernel-based tests utilizing an analytical approximation of the null distribution, especially for non-smooth densities, and reaches the same or higher power levels. Combining the local permutation scheme with the kernel tests leads to better calibration, but suffers in power. For smaller sample sizes and lower dimensions, the test is faster than random fourier feature-based kernel tests if the permutation scheme is (embarrassingly) parallelized, but the runtime increases more sharply with sample size and dimensionality. Thus, more theoretical research to analytically approximate the null distribution and speed up the estimation for larger sample sizes is desirable.
Key facts. Cited by 70 papers in the map (data through 7 Oct 2026). First posted on arXiv 5 Sep 2017.
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Citing papers per year: 2021: 8; 2022: 10; 2023: 19; 2024: 12; 2025: 12; 2026: 9.
70 papers.
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50 most cited of 70 All 70 (JSON)
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- 2025Score-based Generative Modeling for Conditional Independence Testing29 May 2025
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- 2025Locally Explaining Prediction Behavior via Gradual Interventions and Measuring Property Gradients7 Mar 2025
- 2025Learning Causal Response Representations through Direct Effect Analysis6 Mar 2025
- 2025Amortized Conditional Independence Testing28 Feb 2025
- 2025Causal Additive Models with Unobserved Causal Paths and Backdoor Paths11 Feb 2025
- 2024Deep Nonparametric Conditional Independence Tests for Images9 Nov 2024
- 2024Approaches to human activity recognition via passive radar31 Oct 2024
- 2024Causal Representation Learning in Temporal Data via Single-Parent Decoding9 Oct 2024
- 2024Facing Asymmetry -- Uncovering the Causal Link between Facial Symmetry and Expression Classifiers using Synthetic Interventions24 Sep 2024
- 2024Interventional Causal Structure Discovery over Graphical Models with Convergence and Optimality Guarantees9 Aug 2024
- 2024Scalable and Flexible Causal Discovery with an Efficient Test for Adjacency13 Jun 2024
- 2024Local Causal Discovery for Structural Evidence of Direct Discrimination23 May 2024
- 2024Fast Computation of Leave-One-Out Cross-Validation for k-NN Regression8 May 2024
- 2024When Medical Imaging Met Self-Attention: A Love Story That Didn't Quite Work Out18 Apr 2024
- 2024Explainable Online Unsupervised Anomaly Detection for Cyber-Physical Systems via Causal Discovery from Time Series15 Apr 2024
- 2024The Power of Properties: Uncovering the Influential Factors in Emotion Classification11 Apr 2024
- 2024Causal Layering via Conditional Entropy19 Jan 2024
- 2023Towards Causal Representations of Climate Model Data5 Dec 2023
- 2023Local Discovery by Partitioning: Polynomial-Time Causal Discovery Around Exposure-Outcome Pairs25 Oct 2023
- 2023Non-parametric Conditional Independence Testing for Mixed Continuous-Categorical Variables: A Novel Method and Numerical Evaluation17 Oct 2023
- 2023Causal Feature Selection via Transfer Entropy17 Oct 2023
- 2023Using machine learning to understand causal relationships between urban form and travel CO2 emissions across continents31 Aug 2023
- 2023Hierarchical Topological Ordering with Conditional Independence Test for Limited Time Series16 Aug 2023
- 2023Conditional independence testing under misspecified inductive biases5 Jul 2023
- 2023Conditional Independence Testing with Heteroskedastic Data and Applications to Causal Discovery20 Jun 2023
- 2023Auditing for Human Expertise2 Jun 2023
- 2023Causal discovery for time series with constraint-based model and PMIME measure31 May 2023
- 2023Conditional Mutual Information for Disentangled Representations in Reinforcement Learning23 May 2023
- 2023Discovering Causal Relations and Equations from Data21 May 2023
- 2023Causal Discovery via Conditional Independence Testing with Proxy Variables9 May 2023
- 2023Nearest-Neighbor Sampling Based Conditional Independence Testing9 Apr 2023
- 2023Data AUDIT: Identifying Attribute Utility- and Detectability-Induced Bias in Task Models6 Apr 2023
- 2023A Survey on Causal Discovery Methods for I.I.D. and Time Series Data27 Mar 2023
- 2023Causal Discovery from Temporal Data: An Overview and New Perspectives17 Mar 2023
50 newest of 70 All 70 (JSON)
- 2021Causal Influence Detection for Improving Efficiency in Reinforcement Learningcited by 70
- 2023Causal Discovery from Temporal Data: An Overview and New Perspectivescited by 43
- 2021Combining Human Predictions with Model Probabilities via Confusion Matrices and Calibrationcited by 40
- 2023A Survey on Causal Discovery Methods for I.I.D. and Time Series Datacited by 35
- 2021NTS-NOTEARS: Learning Nonparametric DBNs With Prior Knowledgecited by 33
- 2023Discovering Causal Relations and Equations from Datacited by 33
- 2023CUTS: Neural Causal Discovery from Irregular Time-Series Datacited by 32
- 2023Conditional Mutual Information for Disentangled Representations in Reinforcement Learningcited by 27
- 2022Achieving Long-Term Fairness in Sequential Decision Makingcited by 18
- 2021An Asymptotic Test for Conditional Independence using Analytic Kernel Embeddingscited by 12
- 2023Auditing for Human Expertisecited by 12
- 2022Composite Feature Selection using Deep Ensemblescited by 11
12 most cited of 67 All 67 (JSON)
- 2026MixBench-TS: A Multivariate Time Series Forecasting Benchmark Where Channel Mixing Pays Off26 Sep 2026
- 2026GFCM: A Tail-Sensitive Mixed-Type Conditional Independence Test for Causal Discovery15 Aug 2026
- 2026Conditional Independence Tests for Constraint-Based Causal Discovery: A Survey11 Aug 2026
- 2026AutoCause: A Python framework that automates expert decisions in environmental time-series causal discovery31 Jul 2026
- 2026Causal-TS: A Python Library for Causal Discovery in High-Dimensional and Nonstationary Time Series27 Jul 2026
- 2026Towards Diverse and Comprehensive Benchmarks for Mutual Information Estimation3 Jul 2026
- 2026GRACE: Gated Refinement for Accurate Causal Edge Discovery in High-Dimensional Time Series22 Jun 2026
- 2026Fast Nonparametric Conditional Independence Testing via Two-Stage Regression16 Jun 2026
- 2025Toward Scalable and Valid Conditional Independence Testing with Spectral Representations22 Dec 2025
- 2025Efficient Ensemble Conditional Independence Test Framework for Causal Discovery25 Sep 2025
- 2025Causal Discovery in Multivariate Time Series through Mutual Information Featurization3 Aug 2025
- 2025Efficient Causal Discovery for Autoregressive Time Series10 Jul 2025
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