Reviews: Sketching Method for Large Scale Combinatorial Inference

Neural Information Processing Systems 

This paper introduces sketching based hypothesis tests for some combinatorial properties of Gaussian graphical models. The authors introduce two sketching procedures --- neighborhood sketching and subgraph sketching, and establish that these procedures control FWER, while being computationally efficient. They supplement their theoretical investigations with simulation experiments and carry out a real data analysis. The article attempts to bring together two disparate lines of research--- developments in minimax global testing and multiple testing communities in Statistics on one hand, and Property testing problems in the theoretical computer science literature on the other. I feel this line of research would be of interest to the community, and could lead to interesting future developments.