Instruct: Identify the main and secondary category of Arxiv papers based on the titles and abstracts
Query: Preserving Statistical Validity in Adaptive Data Analysis   A great deal of effort has been devoted to reducing the risk of spurious
scientific discoveries, from the use of sophisticated validation techniques, to
deep statistical methods for controlling the false discovery rate in multiple
hypothesis testing. However, there is a fundamental disconnect between the
theoretical results and the practice of data analysis: the theory of
statistical inference assumes a fixed collection of hypotheses to be tested, or
learning algorithms to be applied, selected non-adaptively before the data are
gathered, whereas in practice data is shared and reused with hypotheses and new
analyses being generated on the basis of data exploration and the outcomes of
previous analyses.
  In this work we initiate a principled study of how to guarantee the validity
of statistical inference in adaptive data analysis. As an instance of this
problem, we propose and investigate the question of estimating the expectations
of $m$ adaptively chosen functions on an unknown distribution given $n$ random
samples.
  We show that, surprisingly, there is a way to estimate an exponential in $n$
number of expectations accurately even if the functions are chosen adaptively.
This gives an exponential improvement over standard empirical estimators that
are limited to a linear number of estimates. Our result follows from a general
technique that counter-intuitively involves actively perturbing and
coordinating the estimates, using techniques developed for privacy
preservation. We give additional applications of this technique to our
question.

35
The categories of this paper are: mtrl-th
12
The categories of this paper are: nucl-th
25
The categories of this paper are: patt-sol
2
The categories of this paper are: math
15
The categories of this paper are: nucl-ex
5
The categories of this paper are: gr-qc
22
The categories of this paper are: chao-dyn
14
The categories of this paper are: math-ph
8
The categories of this paper are: hep-ex
36
The categories of this paper are: cmp-lg
31
The categories of this paper are: ao-sci
24
The categories of this paper are: dg-ga
13
The categories of this paper are: quant-ph
11
The categories of this paper are: hep-lat
23
The categories of this paper are: solv-int
33
The categories of this paper are: plasm-ph