Powerful and Theoretically Guaranteed Independence Testing on Heterogeneous Federated Clients

Abstract

In this paper, we present a novel federated independence testing method that addresses both theoretical and practical challenges arising from client heterogeneity. We begin by revisiting existing federated independence testing methods and showing why they fail to provide valid guarantees or maintain statistical power under data distributional shift across clients. Building on this analysis, we develop a copula-based marginal alignment technique together with a stacking-based aggregation strategy that amplifies intra-client dependence while mitigating inter-client variation, resulting in a theoretically sound and powerful global test. For practicality, we further accelerate the aggregation step and incorporate a privacy-preserving mechanism. On the theoretical side, we prove both the correctness of our method and the validity of the test. Empirically, we conduct extensive experiments on both synthetic and real-world datasets, which demonstrate the superiority of our solution over existing methods.