Related papers: Differentially private testing for relevant depend…
Differential privacy is becoming a gold standard for privacy research; it offers a guaranteed bound on loss of privacy due to release of query results, even under worst-case assumptions. The theory of differential privacy is an active…
In this paper, we develop invariance-based procedures for testing and inference in high-dimensional regression models. These procedures, also known as randomization tests, provide several important advantages. First, for the global null…
This paper studies model checking for general parametric regression models having no dimension reduction structures on the predictor vector. Using any U-statistic type test as an initial test, this paper combines the sample-splitting and…
We consider statistical procedures for hypothesis testing of real valued functionals of matched pairs with missing values. In order to improve the accuracy of existing methods, we propose a novel multiplication combination procedure.…
We study a class of hypothesis testing problems in which, upon observing the realization of an $n$-dimensional Gaussian vector, one has to decide whether the vector was drawn from a standard normal distribution or, alternatively, whether…
In this paper, we study distance covariance, Hilbert-Schmidt covariance (aka Hilbert-Schmidt independence criterion [Gretton et al. (2008)]) and related independence tests under the high dimensional scenario. We show that the sample…
We construct a block bootstrap max-test for detecting the presence of significant predictors in a high dimensional setting, allowing for weakly dependent and heterogeneous (possibly non-stationary) data. The number of covariates to be…
A fundamental task in science is to determine the underlying causal relations because it is the knowledge of this functional structure what leads to the correct interpretation of an effect given the apparent associations in the observed…
We study the problem of computing pairwise statistics, i.e., ones of the form $\binom{n}{2}^{-1} \sum_{i \ne j} f(x_i, x_j)$, where $x_i$ denotes the input to the $i$th user, with differential privacy (DP) in the local model. This…
Distance Metric Learning (DML) has drawn much attention over the last two decades. A number of previous works have shown that it performs well in measuring the similarities of individuals given a set of correctly labeled pairwise data by…
We introduce a differentially private method to measure nonlinear correlations between sensitive data hosted across two entities. We provide utility guarantees of our private estimator. Ours is the first such private estimator of nonlinear…
Given a random sample of size $n$ from a $p$ dimensional random vector, where both $n$ and $p$ are large, we are interested in testing whether the $p$ components of the random vector are mutually independent. This is the so-called complete…
Detecting dependence between two random variables is a fundamental problem. Although the Pearson correlation is effective for capturing linear dependency, it can be entirely powerless for detecting nonlinear and/or heteroscedastic patterns.…
A common assumption in causal inference from observational data is that there is no hidden confounding. Yet it is, in general, impossible to verify this assumption from a single dataset. Under the assumption of independent causal mechanisms…
We propose a new conditional dependence measure and a statistical test for conditional independence. The measure is based on the difference between analytic kernel embeddings of two well-suited distributions evaluated at a finite set of…
We develop high-dimensional goodness-of-fit tests for elliptical models by testing radial--directional independence after affine standardization. The method forms coordinatewise correlations between the log-radius and directional…
It is frequently of interest to jointly analyze two paired sequences of multiple tests. This paper studies the problem of detecting whether there are more pairs of tests that are significant in both sequences than would be expected by…
In this article, we consider the complete independence test of high-dimensional data. Based on Chatterjee coefficient, we pioneer the development of quadratic test and extreme value test which possess good testing performance for…
High-dimensional k-sample comparison is a common applied problem. We construct a class of easy-to-implement nonparametric distribution-free tests based on new tools and unexplored connections with spectral graph theory. The test is shown to…
Differential privacy offers formal quantitative guarantees for algorithms over datasets, but it assumes attackers that know and can influence all but one record in the database. This assumption often vastly overapproximates the attackers'…