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In this article, we consider the problem of high-dimensional conditional independence testing, which is a key building block in statistics and machine learning. We propose a double generative adversarial networks (GANs)-based inference procedure. We first introduce a double GANs framework to learn two generators, and integrate the two generators to construct a doubly-robust test statistic. We next consider multiple generalized covariance measures, and take their maximum as our test statistic. Finally, we obtain the empirical distribution of our test statistic through multiplier bootstrap. We show that our test controls type-I error, while the power approaches one asymptotically. More importantly, these theoretical guarantees are obtained under much weaker and practically more feasible conditions compared to existing tests. We demonstrate the efficacy of our test through both synthetic and real datasets.
We consider the hypothesis testing problem of detecting conditional dependence, with a focus on high-dimensional feature spaces. Our contribution is a new test statistic based on samples from a generative adversarial network designed to approximate d
Recently, sampling methods have been successfully applied to enhance the sample quality of Generative Adversarial Networks (GANs). However, in practice, they typically have poor sample efficiency because of the independent proposal sampling from the
We develop a novel method for training of GANs for unsupervised and class conditional generation of images, called Linear Discriminant GAN (LD-GAN). The discriminator of an LD-GAN is trained to maximize the linear separability between distributions o
Generative Adversarial Networks (GANs) have been impactful on many problems and applications but suffer from unstable training. The Wasserstein GAN (WGAN) leverages the Wasserstein distance to avoid the caveats in the minmax two-player training of GA
A conditional Generative Adversarial Network allows for generating samples conditioned on certain external information. Being able to recover latent and conditional vectors from a condi- tional GAN can be potentially valuable in various applications,