arXiv subjects

Mehrdad Pournaderi

Publications and source records attributed to Mehrdad Pournaderi.

10 recordsLinked to original sources

arXiv2025

On the Adversarial Robustness of Learning-based Conformal Novelty Detection

This paper studies the adversarial robustness of conformal novelty detection. In particular, we focus on two powerful learning-based frameworks that come with finite-sample false discovery rate (FDR) control: one is AdaDetect (by Marandon et al., 2024) that is based on the positive-unlabeled classifier, and the other is a one-class classifier-based approach (by Bates et al., 2023). While they provide rigorous statistical guarantees under benign conditions, their behavior under adversarial perturbations remains underexplored. We first formulate an oracle attack setup, under the AdaDetect formulation, that quantifies the worst-case degradation of FDR, deriving an upper bound that characterizes the statistical cost of attacks. This idealized formulation directly motivates a practical and effective attack scheme that only requires query access to the output labels of both frameworks. Coupling these formulations with two popular and complementary black-box adversarial algorithms, we systematically evaluate the vulnerability of both frameworks on synthetic and real-world datasets. Our results show that adversarial perturbations can significantly increase the FDR while maintaining high detection power, exposing fundamental limitations of current error-controlled novelty detection methods and motivating the development of more robust alternatives.

stat.ML↗

arXiv2025

Distributed Multiple Testing with False Discovery Rate Control in the Presence of Byzantines

This work studies distributed multiple testing with false discovery rate (FDR) control in the presence of Byzantine attacks, where an adversary captures a fraction of the nodes and corrupts their reported p-values. We focus on two baseline attack models: an oracle model with the full knowledge of which hypotheses are true nulls, and a practical attack model that leverages the Benjamini-Hochberg (BH) procedure locally to classify which p-values follow the true null hypotheses. We provide a thorough characterization of how both attack models affect the global FDR, which in turn motivates counter-attack strategies and stronger attack models. Our extensive simulation studies confirm the theoretical results, highlight key design trade-offs under attacks and countermeasures, and provide insights into more sophisticated attacks.

eess.SP↗

arXiv2024

Training-Conditional Coverage Bounds under Covariate Shift

Conformal prediction methodology has recently been extended to the covariate shift setting, where the distribution of covariates differs between training and test data. While existing results ensure that the prediction sets from these methods achieve marginal coverage above a nominal level, their coverage rate conditional on the training dataset (referred to as training-conditional coverage) remains unexplored. In this paper, we address this gap by deriving upper bounds on the tail of the training-conditional coverage distribution, offering probably approximately correct (PAC) guarantees for these methods. Our results characterize the reliability of the prediction sets in terms of the severity of distributional changes and the size of the training dataset.

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arXiv2024

Training-Conditional Coverage Bounds for Uniformly Stable Learning Algorithms

The training-conditional coverage performance of the conformal prediction is known to be empirically sound. Recently, there have been efforts to support this observation with theoretical guarantees. The training-conditional coverage bounds for jackknife+ and full-conformal prediction regions have been established via the notion of $(m,n)$-stability by Liang and Barber~[2023]. Although this notion is weaker than uniform stability, it is not clear how to evaluate it for practical models. In this paper, we study the training-conditional coverage bounds of full-conformal, jackknife+, and CV+ prediction regions from a uniform stability perspective which is known to hold for empirical risk minimization over reproducing kernel Hilbert spaces with convex regularization. We derive coverage bounds for finite-dimensional models by a concentration argument for the (estimated) predictor function, and compare the bounds with existing ones under ridge regression.

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arXiv2024

On Large-Scale Multiple Testing Over Networks: An Asymptotic Approach

This work concerns developing communication- and computation-efficient methods for large-scale multiple testing over networks, which is of interest to many practical applications. We take an asymptotic approach and propose two methods, proportion-matching and greedy aggregation, tailored to distributed settings. The proportion-matching method achieves the global BH performance yet only requires a one-shot communication of the (estimated) proportion of true null hypotheses as well as the number of p-values at each node. By focusing on the asymptotic optimal power, we go beyond the BH procedure by providing an explicit characterization of the asymptotic optimal solution. This leads to the greedy aggregation method that effectively approximates the optimal rejection regions at each node, while computation efficiency comes from the greedy-type approach naturally. Moreover, for both methods, we provide the rate of convergence for both the FDR and power. Extensive numerical results over a variety of challenging settings are provided to support our theoretical findings.

stat.ME↗

arXiv2023

Communication-Efficient Distribution-Free Inference Over Networks

Consider a star network where each local node possesses a set of test statistics that exhibit a symmetric distribution around zero when their corresponding null hypothesis is true. This paper investigates statistical inference problems in networks concerning the aggregation of this general type of statistics and global error rate control under communication constraints in various scenarios. The study proposes communication-efficient algorithms that are built on established non-parametric methods, such as the Wilcoxon and sign tests, as well as modern inference methods such as the Benjamini-Hochberg (BH) and Barber-Candes (BC) procedures, coupled with sampling and quantization operations. The proposed methods are evaluated through extensive simulation studies.

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arXiv2023

Variable Selection with the Knockoffs: Composite Null Hypotheses

The fixed-X knockoff filter is a flexible framework for variable selection with false discovery rate (FDR) control in linear models with arbitrary design matrices (of full column rank) and it allows for finite-sample selective inference via the Lasso estimates. In this paper, we extend the theory of the knockoff procedure to tests with composite null hypotheses, which are usually more relevant to real-world problems. The main technical challenge lies in handling composite nulls in tandem with dependent features from arbitrary designs. We develop two methods for composite inference with the knockoffs, namely, shifted ordinary least-squares (S-OLS) and feature-response product perturbation (FRPP), building on new structural properties of test statistics under composite nulls. We also propose two heuristic variants of S-OLS method that outperform the celebrated Benjamini-Hochberg (BH) procedure for composite nulls, which serves as a heuristic baseline under dependent test statistics. Finally, we analyze the loss in FDR when the original knockoff procedure is naively applied on composite tests.

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arXiv2023

Sample-and-Forward: Communication-Efficient Control of the False Discovery Rate in Networks

This work concerns controlling the false discovery rate (FDR) in networks under communication constraints. We present sample-and-forward, a flexible and communication-efficient version of the Benjamini-Hochberg (BH) procedure for multihop networks with general topologies. Our method evidences that the nodes in a network do not need to communicate p-values to each other to achieve a decent statistical power under the global FDR control constraint. Consider a network with a total of $m$ p-values, our method consists of first sampling the (empirical) CDF of the p-values at each node and then forwarding $\mathcal{O}(\log m)$ bits to its neighbors. Under the same assumptions as for the original BH procedure, our method has both the provable finite-sample FDR control as well as competitive empirical detection power, even with a few samples at each node. We provide an asymptotic analysis of power under a mixture model assumption on the p-values.

eess.SP↗

arXiv2022

Communication-Efficient Distributed Multiple Testing for Large-Scale Inference

The Benjamini-Hochberg (BH) procedure is a celebrated method for multiple testing with false discovery rate (FDR) control. In this paper, we consider large-scale distributed networks where each node possesses a large number of p-values and the goal is to achieve the global BH performance in a communication-efficient manner. We propose that every node performs a local test with an adjusted test size according to the (estimated) global proportion of true null hypotheses. With suitable assumptions, our method is asymptotically equivalent to the global BH procedure. Motivated by this, we develop an algorithm for star networks where each node only needs to transmit an estimate of the (local) proportion of nulls and the (local) number of p-values to the center node; the center node then broadcasts a parameter (computed based on the global estimate and test size) to the local nodes. In the experiment section, we utilize existing estimators of the proportion of true nulls and consider various settings to evaluate the performance and robustness of our method.

stat.ME↗

arXiv2022

Differentially Private Variable Selection via the Knockoff Filter

The knockoff filter, recently developed by Barber and Candes, is an effective procedure to perform variable selection with a controlled false discovery rate (FDR). We propose a private version of the knockoff filter by incorporating Gaussian and Laplace mechanisms, and show that variable selection with controlled FDR can be achieved. Simulations demonstrate that our setting has reasonable statistical power.

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