Domain-Adapted Diffusion Models for Conditional Independence Testing

📅 2026-09-27
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🤖 AI Summary
This study addresses the issue that accumulated estimation errors in generative conditional independence testing often lead to uncontrolled Type I error. To mitigate this, we reformulate conditional generative modeling as a multi-source domain adaptation problem and propose DA-Diff, a multi-source domain adaptation diffusion model, along with the DA-CIT testing framework. By integrating conditional diffusion models with weighted empirical risk minimization, this framework leverages multi-source auxiliary data to enhance the accuracy of target-domain distribution estimation. Theoretically, we establish the controllability of asymptotic Type I error. Empirically, our approach significantly improves conditional generation quality, achieving strict Type I error control while maintaining competitive statistical power.
📝 Abstract
Conditional independence (CI) is a fundamental concept in statistics and machine learning. Recent advances in conditional generative modeling provide flexible tools for generative-model-based CI tests, which rely on an estimated conditional distribution to generate randomized samples. However, errors in estimating this distribution accumulate in existing Type I error bounds, and consistency of the generative estimator alone does not guarantee asymptotic Type I error control. To address this limitation, we formulate conditional generative modeling as a domain adaptation problem and leverage auxiliary data from multiple source domains to improve estimation in the target CI testing domain. We propose Domain-Adapted Diffusion (DA-Diff), a multi-source domain adaptation framework for conditional diffusion models based on weighted empirical risk minimization over both target and source domains. We establish the convergence rate of DA-Diff and show how transferable source data can improve target-domain estimation through an increased effective sample size while controlling transfer bias. Building on DA-Diff, we further propose Domain-Adapted Conditional Independence Testing (DA-CIT) and show that its Type I error satisfies $P(p \leq \alpha) \leq \alpha + o(1)$. Experiments demonstrate that DA-Diff improved conditional generation quality compared with transfer-learning diffusion baselines, while DA-CIT provides strong Type I error control and competitive power.
Problem

Research questions and friction points this paper is trying to address.

Conditional Independence Testing
Domain Adaptation
Type I Error Control
Conditional Generative Modeling
Innovation

Methods, ideas, or system contributions that make the work stand out.

Conditional Independence Testing
Domain Adaptation
Diffusion Models
Weighted Empirical Risk Minimization
Type I Error Control
Yanfeng Yang
Yanfeng Yang
The Institute of Statistical Mathematics
Generative modelCausal inferenceApplied statistics
J
Junda Zhao
East China Normal University, Shanghai, China
Y
Yijie Gao
East China Normal University, Shanghai, China
Jiaqi Yang
Jiaqi Yang
ShanghaiTech University
SLAM3D Vision
X
Xinyu Shi
East China Normal University, Shanghai, China
Ziqi Chen
Ziqi Chen
East China Normal University
StatisticsBiostatisticsDeep Learning
S
Shunyu Zhao
The Graduate University for Advanced Studies, SOKENDAI, Tokyo, Japan
S
Shuai Li
Hunan Normal University, Hunan, China
W
Wei Huang
Riken AIP, Tokyo, Japan
E
Eshant English
The University of Tokyo, Tokyo, Japan
Kenji Fukumizu
Kenji Fukumizu
The Institute of Statistical Mathematics
Machine learningstatistics