Conditional independence testing seeks to determine whether two random variables are independent given the value of a third. This concept underpins causal discovery, graphical modelling and variable ...

This book offers a comprehensive framework for mastering the complexities of learning high-dimensional sparse graphical models through the use of conditional independence tests. These tests are ...

We demonstrate the impact of conditional correlation on an asymptotic single risk factor model within the framework of dynamic credit provisioning and stress testing. Specifically, we show the effect ...