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Locally differentially private two-sample testing

局部差分隐私约束下的双样本检验

SUMMARY We consider the problem of two-sample testing under a local differential privacy constraint using a permutation procedure. We develop testing procedures that are optimal up to logarithmic factors for general discrete distributions and continuous distributions subject to a smoothness constraint. Both noninteractive and interactive tests are considered, and we show that allowing interactivity results in an improvement in the minimax separation rates. Our results show…

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Transfer learning for piecewise-constant mean estimation: optimality, ℓ 1 and ℓ 0 penalization

分段常数均值估计的迁移学习:最优性与ℓ₁、ℓ₀惩罚

Summary We study transfer learning for estimating piecewise-constant signals when source data, which may be relevant but disparate, are available in addition to target data. We first investigate transfer learning estimators that respectively employ $ \ell_{1} $ and $ \ell_{0} $ penalties for unisource data scenarios and then generalize these estimators to accommodate multisources. To further reduce estimation errors, especially when some sources significantly differ from the…

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Event history analysis of dynamic networks

动态网络的事件史分析

Summary Statistical analysis on networks has received growing attention due to demand from various emerging applications. In dynamic networks, one of the key interests is to model the event history of time-stamped interactions among nodes. We model dynamic directed networks via multivariate counting processes. A pseudo partial likelihood approach is exploited to capture the network dependence structure. Asymptotic results are established. Numerical experiments are performed…

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