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Related papers: Differentially Private Joint Independence Test

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We investigate the problem of testing whether $d$ random variables, which may or may not be continuous, are jointly (or mutually) independent. Our method builds on ideas of the two variable Hilbert-Schmidt independence criterion (HSIC) but…

Statistics Theory · Mathematics 2016-11-07 Niklas Pfister , Peter Bühlmann , Bernhard Schölkopf , Jonas Peters

The Hilbert--Schmidt Independence Criterion (HSIC) is a popular measure of the dependency between two random variables. The statistic dHSIC is an extension of HSIC that can be used to test joint independence of $d$ random variables. Such…

Statistics Theory · Mathematics 2020-05-15 David Rindt , Dino Sejdinovic , David Steinsaltz

This work investigates the problem of testing whether $d$ functional random variables are jointly independent using a modified estimator of the $d$-variable Hilbert Schmidt Indepedence Criterion ($d$HSIC) which generalizes HSIC for the case…

Statistics Theory · Mathematics 2022-08-16 Terence Kevin Manfoumbi Djonguet , Guy Martial Nkiet

Recent years have witnessed growing concerns about the privacy of sensitive data. In response to these concerns, differential privacy has emerged as a rigorous framework for privacy protection, gaining widespread recognition in both…

Statistics Theory · Mathematics 2024-01-09 Ilmun Kim , Antonin Schrab

We investigate the problem of detecting dependencies between the components of a high-dimensional vector. Our approach advances the existing literature in two important respects. First, we consider the problem under privacy constraints.…

Statistics Theory · Mathematics 2026-03-24 Patrick Bastian , Holger Dette , Martin Dunsche

Many tools exist to detect dependence between random variables, a core question across a wide range of machine learning, statistical, and scientific endeavors. Although several statistical tests guarantee eventual detection of any…

Machine Learning · Statistics 2026-03-23 Nathaniel Xu , Feng Liu , Danica J. Sutherland

A new non parametric approach to the problem of testing the independence of two random process is developed. The test statistic is the Hilbert Schmidt Independence Criterion (HSIC), which was used previously in testing independence for…

Machine Learning · Statistics 2014-06-18 Kacper Chwialkowski , Arthur Gretton

We develop differentially private hypothesis testing methods for the small sample regime. Given a sample $\cal D$ from a categorical distribution $p$ over some domain $\Sigma$, an explicitly described distribution $q$ over $\Sigma$, some…

Data Structures and Algorithms · Computer Science 2017-06-08 Bryan Cai , Constantinos Daskalakis , Gautam Kamath

Hypothesis testing is a useful statistical tool in determining whether a given model should be rejected based on a sample from the population. Sample data may contain sensitive information about individuals, such as medical information.…

Statistics Theory · Mathematics 2016-06-03 Marco Gaboardi , Hyun woo Lim , Ryan Rogers , Salil Vadhan

The multivariate Hilbert-Schmidt-Independence-Criterion (dHSIC) and distance multivariance allow to measure and test independence of an arbitrary number of random vectors with arbitrary dimensions. Here we define versions which only depend…

Statistics Theory · Mathematics 2020-04-17 Björn Böttcher

Multivariate time series data that capture the temporal evolution of interconnected systems are ubiquitous in diverse areas. Understanding the complex relationships and potential dependencies among co-observed variables is crucial for the…

Methodology · Statistics 2023-11-03 Zhaolu Liu , Robert L. Peach , Felix Laumann , Sara Vallejo Mengod , Mauricio Barahona

The comparison of multivariate population means is a central task of statistical inference. While statistical theory provides a variety of analysis tools, they usually do not protect individuals' privacy. This knowledge can create…

Methodology · Statistics 2021-10-18 Martin Dunsche , Tim Kutta , Holger Dette

Hypothesis tests are a crucial statistical tool for data mining and are the workhorse of scientific research in many fields. Here we study differentially private tests of independence between a categorical and a continuous variable. We take…

Methodology · Statistics 2019-03-25 Simon Couch , Zeki Kazan , Kaiyan Shi , Andrew Bray , Adam Groce

We explore the trade-off between privacy and statistical utility in private two-sample testing under local differential privacy (LDP) for both multinomial and continuous data. We begin by addressing the multinomial case, where we introduce…

Machine Learning · Statistics 2025-12-30 Jongmin Mun , Seungwoo Kwak , Ilmun Kim

The randomized power method has gained significant interest due to its simplicity and efficient handling of large-scale spectral analysis and recommendation tasks. However, its application to large datasets containing personal information…

Machine Learning · Computer Science 2025-06-13 Julien Nicolas , César Sabater , Mohamed Maouche , Sonia Ben Mokhtar , Mark Coates

The Hilbert-Schmidt Independence Criterion (HSIC) and its joint-independence extension $d\mathrm{HSIC}$ are degenerate $V$-statistics whose data-dependent weighted-$\chi^2$ null limits force a permutation calibration that multiplies the…

Machine Learning · Statistics 2026-05-22 Felix Laumann , Zhaolu Liu , Mauricio Barahona

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

The increasing prevalence of high-dimensional data across various applications has raised significant privacy concerns in statistical inference. In this paper, we propose a differentially private integrated statistic for testing…

Methodology · Statistics 2025-06-04 Shiwei Sang , Yicheng Zeng , Xuehu Zhu , Shurong Zheng

In this paper, we consider methods for performing hypothesis tests on data protected by a statistical disclosure control technology known as differential privacy. Previous approaches to differentially private hypothesis testing either…

Cryptography and Security · Computer Science 2017-03-21 Yue Wang , Jaewoo Lee , Daniel Kifer

Dependence measures based on reproducing kernel Hilbert spaces, also known as Hilbert-Schmidt Independence Criterion and denoted HSIC, are widely used to statistically decide whether or not two random vectors are dependent. Recently,…

Statistics Theory · Mathematics 2021-01-13 Mélisande Albert , Béatrice Laurent , Amandine Marrel , Anouar Meynaoui
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