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We introduce $\pi$-test, a privacy-preserving algorithm for testing statistical independence between data distributed across multiple parties. Our algorithm relies on privately estimating the distance correlation between datasets, a…

Statistics Theory · Mathematics 2023-09-28 Praneeth Vepakomma , Mohammad Mohammadi Amiri , Clément L. Canonne , Ramesh Raskar , Alex Pentland

There has been increasing demand for establishing privacy-preserving methodologies for modern statistics and machine learning. Differential privacy, a mathematical notion from computer science, is a rising tool offering robust privacy…

Methodology · Statistics 2024-05-09 Shurong Lin , Elliot Paquette , Eric D. Kolaczyk

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

Distance correlation is a measure of dependence between two paired random vectors or matrices of arbitrary, not necessarily equal, dimensions. Unlike Pearson correlation, the population distance correlation coefficient is zero if and only…

Methodology · Statistics 2025-06-19 Kontemeniotis Nikolaos , Vargiakakis Rafail , Tsagris Michail

Testing the independence between random vectors is a fundamental problem in statistics. Distance correlation, a recently popular dependence measure, is universally consistent for testing independence against all distributions with finite…

Methodology · Statistics 2024-08-22 Yuwei Ke , Hok Kan Ling , Yanglei Song

To gain insight into the mechanisms behind machine learning methods, it is crucial to establish connections among the features describing data points. However, these correlations often exhibit a high-dimensional and strongly nonlinear…

Machine Learning · Computer Science 2025-03-04 Lorenzo Basile , Santiago Acevedo , Luca Bortolussi , Fabio Anselmi , Alex Rodriguez

Differentially Private (DP) data release is a promising technique to disseminate data without compromising the privacy of data subjects. However the majority of prior work has focused on scenarios where a single party owns all the data. In…

Cryptography and Security · Computer Science 2022-06-22 Ruihan Wu , Xin Yang , Yuanshun Yao , Jiankai Sun , Tianyi Liu , Kilian Q. Weinberger , Chong Wang

Distance correlation is a novel class of multivariate dependence measure, taking positive values between 0 and 1, and applicable to random vectors of arbitrary dimensions, not necessarily equal. It offers several advantages over the…

Computation · Statistics 2024-05-06 Blanca E. Monroy-Castillo , M. A , Jácome , Ricardo Cao

Distance correlation coefficient (DCC) can be used to identify new associations and correlations between multiple variables. The distance correlation coefficient applies to variables of any dimension, can be used to determine smaller sets…

Statistical Finance · Quantitative Finance 2023-01-13 J. E. Salgado-Hernández , Manan Vyas

We investigate the problems of identity and closeness testing over a discrete population from random samples. Our goal is to develop efficient testers while guaranteeing Differential Privacy to the individuals of the population. We describe…

Machine Learning · Computer Science 2017-07-19 Maryam Aliakbarpour , Ilias Diakonikolas , Ronitt Rubinfeld

A key task in managing distributed, sensitive data is to measure the extent to which a distribution changes. Understanding this drift can effectively support a variety of federated learning and analytics tasks. However, in many practical…

Machine Learning · Computer Science 2024-12-02 Mary Scott , Sayan Biswas , Graham Cormode , Carsten Maple

Distance correlation is a recent extension of Pearson's correlation, that characterises general statistical independence between Euclidean-space-valued random variables, not only linear relations. This review delves into how and when…

Statistics Theory · Mathematics 2020-09-30 Fernando Castro-Prado , Wenceslao González-Manteiga

We develop differentially private methods for estimating various distributional properties. Given a sample from a discrete distribution $p$, some functional $f$, and accuracy and privacy parameters $\alpha$ and $\varepsilon$, the goal is to…

Data Structures and Algorithms · Computer Science 2018-03-02 Jayadev Acharya , Gautam Kamath , Ziteng Sun , Huanyu Zhang

The concept of distance covariance/correlation was introduced recently to characterize dependence among vectors of random variables. We review some statistical aspects of distance covariance/correlation function and we demonstrate its…

Methodology · Statistics 2018-07-13 Dominic Edelmann , Konstantinos Fokianos , Maria Pitsillou

Differential privacy is the leading mathematical framework for privacy protection, providing a probabilistic guarantee that safeguards individuals' private information when publishing statistics from a dataset. This guarantee is achieved by…

Methodology · Statistics 2025-08-19 Yuki Ohnishi , Jordan Awan

Differential privacy is a restriction on data processing algorithms that provides strong confidentiality guarantees for individual records in the data. However, research on proper statistical inference, that is, research on properly…

Cryptography and Security · Computer Science 2021-07-06 Joerg Drechsler , Ira Globus-Harris , Audra McMillan , Jayshree Sarathy , Adam Smith

This review offers a comprehensive exploration and synthesis of recent advancements in the domain of quantum correlation sharing facilitated through sequential measurements. We initiate our inquiry by delving into the interpretation of the…

Quantum Physics · Physics 2024-11-18 Zinuo Cai , Changliang Ren , Tianfeng Feng , Xiaoqi Zhou , Jingling Chen

Linear regression is an important tool across many fields that work with sensitive human-sourced data. Significant prior work has focused on producing differentially private point estimates, which provide a privacy guarantee to individuals…

Machine Learning · Computer Science 2019-10-30 Garrett Bernstein , Daniel Sheldon

Several official statistics agencies release synthetic data as public use microdata files. In practice, synthetic data do not admit accurate results for every analysis. Thus, it is beneficial for agencies to provide users with feedback on…

Cryptography and Security · Computer Science 2024-04-04 Tong Lin , Jerome P. Reiter

Objective functions based on Hellinger distance yield robust and efficient estimators of model parameters. Motivated by privacy and regulatory requirements encountered in contemporary applications, we derive in this paper \emph{private…

Statistics Theory · Mathematics 2026-04-22 Fengnan Deng , Anand N. Vidyashankar
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