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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

In statistical disclosure control, the goal of data analysis is twofold: The released information must provide accurate and useful statistics about the underlying population of interest, while minimizing the potential for an individual…

Methodology · Statistics 2016-07-15 Jing Lei , Anne-Sophie Charest , Aleksandra Slavkovic , Adam Smith , Stephen Fienberg

We introduce a new test for conditional independence which is based on what we call the weighted generalised covariance measure (WGCM). It is an extension of the recently introduced generalised covariance measure (GCM). To test the null…

Methodology · Statistics 2022-05-17 Cyrill Scheidegger , Julia Hörrmann , Peter Bühlmann

Conditional Mutual Information (CMI) is a measure of conditional dependence between random variables X and Y, given another random variable Z. It can be used to quantify conditional dependence among variables in many data-driven inference…

Machine Learning · Computer Science 2019-06-10 Sudipto Mukherjee , Himanshu Asnani , Sreeram Kannan

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 present a sound and complete algorithm for recovering causal graphs from observed, non-interventional data, in the possible presence of latent confounders and selection bias. We rely on the causal Markov and faithfulness assumptions and…

Artificial Intelligence · Computer Science 2020-12-25 Raanan Y. Rohekar , Yaniv Gurwicz , Shami Nisimov , Gal Novik

This paper proposes a new statistic to test independence between two high dimensional random vectors ${\mathbf{X}}:p_1\times1$ and ${\mathbf{Y}}:p_2\times1$. The proposed statistic is based on the sum of regularized sample canonical…

Statistics Theory · Mathematics 2015-03-19 Yanrong Yang , Guangming Pan

We study the fundamental problems of identity testing (goodness of fit), and closeness testing (two sample test) of distributions over $k$ elements, under differential privacy. While the problems have a long history in statistics, finite…

Machine Learning · Computer Science 2017-11-01 Jayadev Acharya , Ziteng Sun , Huanyu Zhang

Local differential privacy is a differential privacy paradigm in which individuals first apply a privacy mechanism to their data (often by adding noise) before transmitting the result to a curator. The noise for privacy results in…

Methodology · Statistics 2023-10-17 Yuki Ohnishi , Jordan Awan

We consider the problem of conditional independence testing: given a response Y and covariates (X,Z), we test the null hypothesis that Y is independent of X given Z. The conditional randomization test (CRT) was recently proposed as a way to…

Methodology · Statistics 2021-06-07 Molei Liu , Eugene Katsevich , Lucas Janson , Aaditya Ramdas

The graphical structure of Probabilistic Graphical Models (PGMs) encodes the conditional independence (CI) relations that hold in the modeled distribution. Graph algorithms, such as d-separation, use this structure to infer additional…

Artificial Intelligence · Computer Science 2021-06-01 Batya Kenig

This work proposes an algorithmic method to verify differential privacy for estimation mechanisms with performance guarantees. Differential privacy makes it hard to distinguish outputs of a mechanism produced by adjacent inputs. While…

Systems and Control · Electrical Eng. & Systems 2021-12-03 Yunhai Han , Sonia Martínez

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

Differential privacy is a recent notion of privacy for statistical databases that provides rigorous, meaningful confidentiality guarantees, even in the presence of an attacker with access to arbitrary side information. We show that for a…

Cryptography and Security · Computer Science 2008-09-30 Adam Smith

We consider protocols where users communicate with multiple servers to perform a computation on the users' data. An adversary exerts semi-honest control over many of the parties but its view is differentially private with respect to honest…

Cryptography and Security · Computer Science 2022-08-19 Albert Cheu , Chao Yan

Testing for independence between graphs is a problem that arises naturally in social network analysis and neuroscience. In this paper, we address independence testing for inhomogeneous Erd\H{o}s-R\'{e}nyi random graphs on the same vertex…

Methodology · Statistics 2023-04-19 Yukun Song , Carey E. Priebe , Minh Tang

It is well-known that the notion of (strong) conditional independence (CI) is too restrictive to capture independencies that only hold in certain contexts. This kind of contextual independency, called context-strong independence (CSI), can…

Artificial Intelligence · Computer Science 2013-01-30 Michael S. K. M. Wong , C. J. Butz

We present a generic framework for creating differentially private versions of any hypothesis test in a black-box way. We analyze the resulting tests analytically and experimentally. Most crucially, we show good practical performance for…

Methodology · Statistics 2023-02-09 Zeki Kazan , Kaiyan Shi , Adam Groce , Andrew Bray

Test of independence is of fundamental importance in modern data analysis, with broad applications in variable selection, graphical models, and causal inference. When the data is high dimensional and the potential dependence signal is…

Methodology · Statistics 2023-06-13 Zhanrui Cai , Jing Lei , Kathryn Roeder

Causal discovery methods seek to identify causal relations between random variables from purely observational data, as opposed to actively collected experimental data where an experimenter intervenes on a subset of correlates. One of the…

Machine Learning · Computer Science 2021-02-08 Samir Wadhwa , Roy Dong