Instruct: Identify the main and secondary category of Arxiv papers based on the titles and abstracts
Query: Maxway CRT: Improving the Robustness of Model-X Inference   The model-X conditional randomization test (CRT) proposed by Cand\`es et al.
(2018) is known as a flexible and powerful testing procedure for the
conditional independence hypothesis: X is independent of Y conditional on Z.
Though having many attractive properties, the model-X CRT relies on the model-X
assumption that we have access to perfect knowledge of the distribution of X
conditional on Z. If there is a specification error in modeling the
distribution of X conditional on Z, this approach may lose its validity. This
problem is even more severe when the adjustment covariates Z are of high
dimensionality, in which situation precise modeling of X against Z can be hard.
In response to this, we propose the Maxway (Model and Adjust X With the
Assistance of Y) CRT, a more robust inference approach for conditional
independence when the conditional distribution of X is unknown and needs to be
estimated from the data. Besides the distribution of X | Z, the Maxway CRT also
learns the distribution of Y | Z, using it to calibrate the resampling
distribution of X to gain robustness to the error in modeling X. We show that
the type-I error inflation of the Maxway CRT can be controlled by the learning
error for the low-dimensional adjusting model plus the product of learning
errors for the distribution of X | Z and the distribution of Y | Z. This result
can be interpreted as an "almost doubly robust" property of the Maxway CRT.
Through extensive simulation studies, we demonstrate that the Maxway CRT
achieves significantly better type-I error control than existing model-X
inference approaches while having similar power. Finally, we apply our
methodology to the UK biobank dataset with the goal of studying the
relationship between the functional SNP of statins and the risk for type II
diabetes mellitus.

24
The categories of this paper are: dg-ga
9
The categories of this paper are: nlin
0
The categories of this paper are: hep-ph
17
The categories of this paper are: q-fin
1
The categories of this paper are: cs
25
The categories of this paper are: patt-sol
11
The categories of this paper are: hep-lat
22
The categories of this paper are: chao-dyn
8
The categories of this paper are: hep-ex
13
The categories of this paper are: quant-ph
5
The categories of this paper are: gr-qc
12
The categories of this paper are: nucl-th
37
The categories of this paper are: supr-con
19
The categories of this paper are: eess
36
The categories of this paper are: cmp-lg
3
The categories of this paper are: physics