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<p>Dear all,</p>
<p>On Thursday (8 November) at 2pm in <span class="event-where">54
/ 7035 (7B), we have an S3RI seminar from Rajen Shah (University
of Cambridge) on </span><span class="event-where"><span
class="event-description">"</span></span><span
class="event-where"><span class="event-description"><span
class="event-description"><span class="event-details-label"></span><span
class="event-description">Low-priced lunch in conditional
independence testing</span></span>". Details are given
below.<br>
</span></span></p>
<p><span class="event-where"><span class="event-description"><span><span
class="event-description">The seminar will also be
available via a live web-cast at</span></span></span></span><br>
<a class="moz-txt-link-freetext" href="https://coursecast.soton.ac.uk/Panopto/Pages/Viewer.aspx?id=a28870b9-7e02-4981-b631-a98f008d9aa8">https://coursecast.soton.ac.uk/Panopto/Pages/Viewer.aspx?id=a28870b9-7e02-4981-b631-a98f008d9aa8</a></p>
<p><span class="event-where"><span class="event-description"><span><span
class="event-description">The talk will be followed by tea
and cake in the staff reading room on level 4 of building
54. <br>
</span></span></span></span></p>
<p><span class="event-where"><span class="event-description"><span><span
class="event-description">Also, a reminder of the S3RI
special seminar from Jonathan Rougier on Wednesday at 5pm
in 58/1067: see attached flyer, and register at:<br>
<a class="moz-txt-link-freetext"
href="https://s3r1-special-seminar-nov18.eventbrite.co.uk/"
moz-do-not-send="true">https://s3r1-special-seminar-nov18.eventbrite.co.uk/</a></span></span></span></span></p>
<p><span class="event-where"><span class="event-description"><span>Best
wishes,</span></span></span><span class="event-where"><span
class="event-description"><span><br>
Helen</span></span></span></p>
<p><span class="event-details-label"></span><span
class="event-description">Low-priced lunch in conditional
independence testing <br>
</span></p>
<p><span class="event-description">Rajen Shah, University of
Cambridge <br>
</span></p>
<p><span class="event-description">It is a common saying that
testing for conditional independence, i.e., testing whether X is
independent of Y, given Z, is a hard statistical problem if Z is
a continuous random variable. We provide a formalisation of this
result and show that a test with correct size does not have
power against any alternative. <br>
</span></p>
<p><span class="event-description">Given the non-existence of a
uniformly valid conditional independence test, we argue that
tests must be designed so their suitability for a particular
problem setting may be judged easily. To address this need, we
propose to nonlinearly regress X on Z, and Y on Z and then
compute a test statistic based on the sample covariance between
the residuals, which we call the generalised covariance measure
(GCM). We prove that validity of this form of test relies almost
entirely on the weak requirement that the regression procedures
are able to estimate the conditional means X given Z, and Y
given Z, at a slow rate. While our general procedure can be
tailored to the setting at hand by combining it with any
regression technique, we develop the theoretical guarantees for
kernel ridge regression. A simulation study shows that the test
based on GCM is competitive with state of the art conditional
independence tests. <br>
</span></p>
<br>
<span class="event-where"><span class="event-description"><span><span
class="event-description"><span> <span
class="event-description"> </span><span
class="event-description"><span
class="event-description">For the current schedule of
S3RI seminars, see <a class="moz-txt-link-freetext"
href="https://tinyurl.com/s3riseminar"
moz-do-not-send="true">https://tinyurl.com/s3riseminar</a>
</span></span></span></span></span></span></span><br>
<p><span class="event-where"><span class="event-description"><span><span
class="event-description"></span></span></span></span></p>
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