A goodness of fit approach to select the optimal visit sequence for nonparametric data synthesis
R{é}my Chapelle, Bruno Falissard, Mohammed Sedki
Abstract
Synthetic data are a promising way to maintain privacy while disseminating research data, thereby enabling compliance with the open science principles. Popular methods for generating synthetic data include sequential synthesis, where each variable is generated conditionally on the preceding ones in a given order. This order, also called the visit sequence of the synthesizer, is known to affect the quality of synthetic data. This raises the question of the criteria that should guide its choice. In this work, we present a novel method to perform such selection based on a goodness of fit criterion, and show that it outperforms alternative structure-based methods, both in terms of synthesis quality and time complexity. The proposed method also has the advantage of being applicable to any type of data and any class of conditional distribution models.