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We derive a new class of statistical tests for generalized linear models based on thresholding point estimators. These tests can be employed whether the model includes more parameters than observations or not. For linear models, our tests…

Methodology · Statistics 2018-03-14 Sylvain Sardy , Caroline Giacobino , Jairo Diaz-Rodriguez

Two-sample tests evaluate whether two samples are realizations of the same distribution (the null hypothesis) or two different distributions (the alternative hypothesis). We consider a new setting for this problem where sample features are…

Machine Learning · Computer Science 2022-07-20 Weizhi Li , Gautam Dasarathy , Karthikeyan Natesan Ramamurthy , Visar Berisha

Differentially Private algorithms often need to select the best amongst many candidate options. Classical works on this selection problem require that the candidates' goodness, measured as a real-valued score function, does not change by…

Data Structures and Algorithms · Computer Science 2018-11-21 Jingcheng Liu , Kunal Talwar

In modern settings of data analysis, we may be running our algorithms on datasets that are sensitive in nature. However, classical machine learning and statistical algorithms were not designed with these risks in mind, and it has been…

Data Structures and Algorithms · Computer Science 2021-08-21 Huanyu Zhang

The sensitivity metric in differential privacy, which is informally defined as the largest marginal change in output between neighboring databases, is of substantial significance in determining the accuracy of private data analyses.…

Data Structures and Algorithms · Computer Science 2019-01-24 Rachel Cummings , David Durfee

This paper places conformal testing in a general framework of statistical hypothesis testing. A standard approach to testing a composite null hypothesis $H$ is to test each of its elements and to reject $H$ when each of its elements is…

Statistics Theory · Mathematics 2024-02-13 Vladimir Vovk

The standard paired-sample testing approach in the multidimensional setting applies multiple univariate tests on the individual features, followed by p-value adjustments. Such an approach suffers when the data carry numerous features. A…

Machine Learning · Statistics 2023-09-29 Ioannis Bargiotas , Argyris Kalogeratos , Nicolas Vayatis

We revisit one of the most basic and widely applicable techniques in the literature of differential privacy - the sparse vector technique [Dwork et al., STOC 2009]. This simple algorithm privately tests whether the value of a given query on…

Machine Learning · Computer Science 2020-11-17 Haim Kaplan , Yishay Mansour , Uri Stemmer

In the group testing problem we aim to identify a small number of infected individuals within a large population. We avail ourselves to a procedure that can test a group of multiple individuals, with the test result coming out positive iff…

Discrete Mathematics · Computer Science 2021-05-14 Amin Coja-Oghlan , Oliver Gebhard , Max Hahn-Klimroth , Philipp Loick

In an Internet of Things network, multiple sensors send information to a fusion center for it to infer a public hypothesis of interest. However, the same sensor information may be used by the fusion center to make inferences of a private…

Information Theory · Computer Science 2017-06-30 Meng Sun , Wee Peng Tay , Xin He

Algorithms such as Differentially Private SGD enable training machine learning models with formal privacy guarantees. However, there is a discrepancy between the protection that such algorithms guarantee in theory and the protection they…

This work is motivated by learning the individualized minimal clinically important difference, a vital concept to assess clinical importance in various biomedical studies. We formulate the scientific question into a high-dimensional…

Methodology · Statistics 2023-03-28 Huijie Feng , Jingyi Duan , Yang Ning , Jiwei Zhao

We propose, implement, and evaluate a new algorithm for releasing answers to very large numbers of statistical queries like $k$-way marginals, subject to differential privacy. Our algorithm makes adaptive use of a continuous relaxation of…

Machine Learning · Computer Science 2021-06-24 Sergul Aydore , William Brown , Michael Kearns , Krishnaram Kenthapadi , Luca Melis , Aaron Roth , Ankit Siva

Differential privacy is a promising framework for addressing the privacy concerns in sharing sensitive datasets for others to analyze. However differential privacy is a highly technical area and current deployments often require experts to…

Human-Computer Interaction · Computer Science 2018-09-13 Jack Murtagh , Kathryn Taylor , George Kellaris , Salil Vadhan

As a mathematically rigorous framework that has amassed a rich theoretical literature, differential privacy is considered by many experts to be the gold standard for privacy-preserving data analysis. Others argue that while differential…

Cryptography and Security · Computer Science 2024-06-19 Rachel Cummings , Jayshree Sarathy

"f differential privacy" (fDP) is a recent definition for privacy privacy which can offer improved predictions of "privacy loss". It has been used to analyse specific privacy mechanisms, such as the popular Gaussian mechanism. In this paper…

Cryptography and Security · Computer Science 2025-12-29 Natasha Fernandes , Annabelle McIver , Parastoo Sadeghi

In this paper we use e-values in the context of multiple hypothesis testing assuming that the base tests produce independent, or sequential, e-values. Our simulation and empirical studies and theoretical considerations suggest that, under…

Methodology · Statistics 2024-08-14 Vladimir Vovk , Ruodu Wang

In real-world settings involving consequential decision-making, the deployment of machine learning systems generally requires both reliable uncertainty quantification and protection of individuals' privacy. We present a framework that…

Machine Learning · Computer Science 2024-03-05 Anastasios N. Angelopoulos , Stephen Bates , Tijana Zrnic , Michael I. Jordan

We lay theoretical foundations for new database release mechanisms that allow third-parties to construct consistent estimators of population statistics, while ensuring that the privacy of each individual contributing to the database is…

Machine Learning · Statistics 2018-06-01 Matej Balog , Ilya Tolstikhin , Bernhard Schölkopf

Statistical hypothesis testing is the central method to demarcate scientific theories in both exploratory and inferential analyses. However, whether this method befits such purpose remains a matter of debate. Established approaches to…

Data Analysis, Statistics and Probability · Physics 2024-10-29 Orestis Loukas , Ho-Ryun Chung
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