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We consider the problem of variable selection in high-dimensional statistical models where the goal is to report a set of variables, out of many predictors $X_1, \dotsc, X_p$, that are relevant to a response of interest. For linear…

Methodology · Statistics 2019-03-20 Adel Javanmard , Hamid Javadi

Consider the problem of simultaneously testing null hypotheses H_1,...,H_s. The usual approach to dealing with the multiplicity problem is to restrict attention to procedures that control the familywise error rate (FWER), the probability of…

Statistics Theory · Mathematics 2007-06-13 E. L. Lehmann , Joseph P. Romano

Differential privacy (DP) is by far the most widely accepted framework for mitigating privacy risks in machine learning. However, exactly how small the privacy parameter $\epsilon$ needs to be to protect against certain privacy risks in…

Machine Learning · Computer Science 2023-08-11 Chuan Guo , Alexandre Sablayrolles , Maziar Sanjabi

The Benjamini-Hochberg (BH) procedure is a celebrated method for multiple testing with false discovery rate (FDR) control. In this paper, we consider large-scale distributed networks where each node possesses a large number of p-values and…

Methodology · Statistics 2022-12-20 Mehrdad Pournaderi , Yu Xiang

Given $m$ unknown parameters with corresponding independent estimators, the Benjamini-Hochberg (BH) procedure can be used to classify the sign of parameters such that the expected proportion of erroneous directional decisions (directional…

Methodology · Statistics 2018-05-24 Asaf Weinstein , Daniel Yekutieli

Simultaneously performing variable selection and inference in high-dimensional regression models is an open challenge in statistics and machine learning. The increasing availability of vast amounts of variables requires the adoption of…

Methodology · Statistics 2025-05-08 Marco Molinari , Magne Thoresen

Differential privacy (DP) has established itself as one of the standards for ensuring privacy of individual data. However, reasoning about DP is a challenging and error-prone task, hence methods for formal verification and refutation of DP…

Programming Languages · Computer Science 2026-04-13 Krishnendu Chatterjee , Ehsan Kafshdar Goharshady , Đorđe Žikelić

After the seminal Benjamini-Hochberg (BH) procedure for controlling the false discovery rate (FDR) was proposed, dozens of papers have attempted to improve its power by adapting to the unknown proportion of nulls. We observe that most null…

Methodology · Statistics 2026-03-24 Nikolaos Ignatiadis , Ruodu Wang , Aaditya Ramdas

Differential privacy (DP) has become the standard for private data analysis. Certain machine learning applications only require privacy protection for specific protected attributes. Using naive variants of differential privacy in such use…

Cryptography and Security · Computer Science 2025-06-25 Saeed Mahloujifar , Chuan Guo , G. Edward Suh , Kamalika Chaudhuri

This work studies formal utility and privacy guarantees for a simple multiplicative database transformation, where the data are compressed by a random linear or affine transformation, reducing the number of data records substantially, while…

Machine Learning · Statistics 2009-01-13 Shuheng Zhou , Katrina Ligett , Larry Wasserman

Differential privacy (DP) provides robust privacy guarantees for statistical inference, but this can lead to unreliable results and biases in downstream applications. While several noise-aware approaches have been proposed which integrate…

Machine Learning · Statistics 2026-05-29 Talal Alrawajfeh , Joonas Jälkö , Antti Honkela

Differential privacy has emerged as a promising probabilistic formulation of privacy, generating intense interest within academia and industry. We present a push-button, automated technique for verifying $\varepsilon$-differential privacy…

Programming Languages · Computer Science 2017-11-10 Aws Albarghouthi , Justin Hsu

A major challenge for machine learning is increasing the availability of data while respecting the privacy of individuals. Here we combine the provable privacy guarantees of the differential privacy framework with the flexibility of…

Machine Learning · Statistics 2019-01-18 Michael Thomas Smith , Max Zwiessele , Neil D. Lawrence

Differential privacy (DP) allows the quantification of privacy loss when the data of individuals is subjected to algorithmic processing such as machine learning, as well as the provision of objective privacy guarantees. However, while…

Cryptography and Security · Computer Science 2021-11-30 Tamara T. Mueller , Alexander Ziller , Dmitrii Usynin , Moritz Knolle , Friederike Jungmann , Daniel Rueckert , Georgios Kaissis

In recent years, local differential privacy (LDP) has emerged as a technique of choice for privacy-preserving data collection in several scenarios when the aggregator is not trustworthy. LDP provides client-side privacy by adding noise at…

Machine Learning · Statistics 2021-10-28 Tejas Kulkarni , Joonas Jälkö , Samuel Kaski , Antti Honkela

Multiple hypothesis testing is a central topic in statistics, but despite abundant work on the false discovery rate (FDR) and the corresponding Type-II error concept known as the false non-discovery rate (FNR), a fine-grained understanding…

Statistics Theory · Mathematics 2017-05-17 Maxim Rabinovich , Aaditya Ramdas , Michael I. Jordan , Martin J. Wainwright

Differential privacy has emerged as an significant cornerstone in the realm of scientific hypothesis testing utilizing confidential data. In reporting scientific discoveries, Bayesian tests are widely adopted since they effectively…

Machine Learning · Statistics 2025-12-22 Abhisek Chakraborty , Saptati Datta

With the development of big data and machine learning, privacy concerns have become increasingly critical, especially when handling heterogeneous datasets containing sensitive personal information. Differential privacy provides a rigorous…

Machine Learning · Statistics 2025-08-08 Ziliang Shen , Caixing Wang , Shaoli Wang , Yibo Yan

Consider the problem of testing $s$ hypotheses simultaneously. The usual approach restricts attention to procedures that control the probability of even one false rejection, the familywise error rate (FWER). If $s$ is large, one might be…

Statistics Theory · Mathematics 2007-11-06 Joseph P. Romano , Michael Wolf

Differential Privacy (DP) provides a rigorous framework for releasing statistics while protecting individual information present in a dataset. Although substantial progress has been made on differentially private linear regression, existing…

Statistics Theory · Mathematics 2026-01-16 Getoar Sopa , Marco Avella Medina , Cynthia Rush