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We consider the goodness-of-fit testing problem of distinguishing whether the data are drawn from a specified distribution, versus a composite alternative separated from the null in the total variation metric. In the discrete case, we…

Statistics Theory · Mathematics 2017-07-03 Sivaraman Balakrishnan , Larry Wasserman

Ratio statistics--such as relative risk and odds ratios--play a central role in hypothesis testing, model evaluation, and decision-making across many areas of machine learning, including causal inference and fairness analysis. However,…

Machine Learning · Statistics 2025-05-28 Tomer Shoham , Katrina Ligettt

We study distributed goodness-of-fit testing for discrete distribution under bandwidth and differential privacy constraints. Information constraint distributed goodness-of-fit testing is a problem that has received considerable attention…

Statistics Theory · Mathematics 2024-11-05 Lasse Vuursteen

Motivated by applications to goodness of fit testing, the empirical likelihood approach is generalized to allow for the number of constraints to grow with the sample size and for the constraints to use estimated criteria functions. The…

Statistics Theory · Mathematics 2013-07-24 Hanxiang Peng , Anton Schick

The chi square goodness-of-fit test is among the oldest known statistical tests, first proposed by Pearson in 1900 for the multinomial distribution. It has been in use in many fields ever since. However, various studies have shown that when…

Methodology · Statistics 2020-05-07 Wolfgang Rolke , Cristian Gutierrez Gongora

Background: Synthetic data has been proposed as a solution for sharing anonymized versions of sensitive biomedical datasets. Ideally, synthetic data should preserve the structure and statistical properties of the original data, while…

Machine Learning · Computer Science 2024-10-24 Ileana Montoya Perez , Parisa Movahedi , Valtteri Nieminen , Antti Airola , Tapio Pahikkala

This article describes an extension of classical \chi^2 goodness-of-fit tests to Bayesian model assessment. The extension, which essentially involves evaluating Pearson's goodness-of-fit statistic at a parameter value drawn from its…

Statistics Theory · Mathematics 2007-06-13 Valen E. Johnson

We provide improved differentially private algorithms for identity testing of high-dimensional distributions. Specifically, for $d$-dimensional Gaussian distributions with known covariance $\Sigma$, we can test whether the distribution…

Data Structures and Algorithms · Computer Science 2022-07-26 Shyam Narayanan

The reduced chi-squared statistic is a commonly used goodness-of-fit measure, but it cannot easily detect features near the noise level, even when a large amount of data is available. In this paper, we introduce a new goodness-of-fit…

Cosmology and Nongalactic Astrophysics · Physics 2018-12-19 Keith Tauscher , David Rapetti , Jack O. Burns

Differential privacy is a de facto standard for statistical computations over databases that contain private data. The strength of differential privacy lies in a rigorous mathematical definition that guarantees individual privacy and yet…

Cryptography and Security · Computer Science 2020-05-05 Gilles Barthe , Rohit Chadha , Vishal Jagannath , A. Prasad Sistla , Mahesh Viswanathan

Testing independence among a number of (ultra) high-dimensional random samples is a fundamental and challenging problem. By arranging $n$ identically distributed $p$-dimensional random vectors into a $p \times n$ data matrix, we investigate…

Statistics Theory · Mathematics 2017-03-28 Xi Chen , Weidong Liu

Differential privacy is becoming a gold standard for privacy research; it offers a guaranteed bound on loss of privacy due to release of query results, even under worst-case assumptions. The theory of differential privacy is an active…

We suggest a dependence coefficient between a categorical variable and some general variable taking values in a metric space. We derive important theoretical properties and study the large sample behaviour of our suggested estimator.…

Statistics Theory · Mathematics 2025-10-03 Siegfried Hörmann , Daniel Strenger-Galvis

We provide evidence that a root-mean-square test of goodness-of-fit can be significantly more powerful than state-of-the-art exact tests in detecting deviations from Hardy-Weinberg equilibrium. Unlike Pearson's chi-square test, the…

Methodology · Statistics 2013-06-03 Rachel Ward , Raymond J. Carroll

Private closeness testing asks to decide whether the underlying probability distributions of two sensitive datasets are identical or differ significantly in statistical distance, while guaranteeing (differential) privacy of the data. As in…

Data Structures and Algorithms · Computer Science 2023-09-14 Clément L. Canonne , Yucheng Sun

Formal disclosure avoidance techniques are necessary to ensure that published data can not be used to identify information about individuals. The addition of statistical noise to unpublished data can be implemented to achieve differential…

Methodology · Statistics 2024-06-10 Ryan Janicki , Scott H. Holan , Kyle M. Irimata , James Livsey , Andrew Raim

This paper revisits the Pearson Chi-squared independence test. After presenting the underlying theory with modern notations and showing new way of deriving the proof, we describe an innovative and intuitive graphical presentation of this…

Statistics Theory · Mathematics 2018-09-05 Eric Benhamou , Valentin Melot

The use of formal privacy to protect the confidentiality of responses in the 2020 Decennial Census of Population and Housing has triggered renewed interest and debate over how to measure the disclosure risks and societal benefits of the…

We consider multinomial goodness-of-fit tests in the high-dimensional regime where the number of bins increases with the sample size. In this regime, Pearson's chi-squared test can suffer from low power due to the substantial bias as well…

Statistics Theory · Mathematics 2018-12-24 Ilmun Kim

This paper introduces a new method for testing the statistical significance of estimated parameters in predictive regressions. The approach features a new family of test statistics that are robust to the degree of persistence of the…

Econometrics · Economics 2025-02-04 Jean-Yves Pitarakis
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