Analysis of conditional randomisation and permutation schemes with application to conditional independence testing
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Małgorzata Łazȩcka [1] ; Bartosz Kołodziejek [2] ; Jan Mielniczuk [2]
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[1] University of Warsaw
University of Warsaw
Warszawa, Polonia
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[2] Warsaw University of Technology
Warsaw University of Technology
Warszawa, Polonia
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- Localización: Test: An Official Journal of the Spanish Society of Statistics and Operations Research, ISSN-e 1863-8260, ISSN 1133-0686, Vol. 32, Nº. 4, 2023, págs. 1459-1478
- Idioma: inglés
- DOI: 10.1007/s11749-023-00878-7
- Texto completo no disponible (Saber más ...)
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Resumen
We study properties of two resampling scenarios: Conditional Randomisation and Conditional Permutation schemes, which are relevant for testing conditional independence of discrete random variables X and Y given a random variable Z. Namely, we investigate asymptotic behaviour of estimates of a vector of probabilities in such settings, establish their asymptotic normality and ordering between asymptotic covariance matrices. The results are used to derive asymptotic distributions of the empirical Conditional Mutual Information in those set-ups. Somewhat unexpectedly, the distributions coincide for the two scenarios, despite differences in the asymptotic distributions of the estimates of probabilities. We also prove validity of permutation p-values for the Conditional Permutation scheme. The above results justify consideration of conditional independence tests based on resampled p-values and on the asymptotic chi-square distribution with an adjusted number of degrees of freedom. We show in numerical experiments that when the ratio of the sample size to the number of possible values of the triple exceeds 0.5, the test based on the asymptotic distribution with the adjustment made on a limited number of permutations is a viable alternative to the exact test for both the Conditional Permutation and the Conditional Randomisation scenarios. Moreover, there is no significant difference between the performance of exact tests for Conditional Permutation and Randomisation schemes, the latter requiring knowledge of conditional distribution of X given Z, and the same conclusion is true for both adaptive tests.
