Estimation Efficiency Under Privacy Constraints

From MaRDI portal




Abstract: We investigate the problem of estimating a random variable YinmathcalY under a privacy constraint dictated by another random variable XinmathcalX, where estimation efficiency and privacy are assessed in terms of two different loss functions. In the discrete case, we use the Hamming loss function and express the corresponding utility-privacy tradeoff in terms of the privacy-constrained guessing probability h(PXY,epsilon), the maximum probability mathsfPmathsfc(Y|Z) of correctly guessing Y given an auxiliary random variable ZinmathcalZ, where the maximization is taken over all PZ|Y ensuring that mathsfPmathsfc(X|Z)leqepsilon for a given privacy threshold epsilongeq0. We prove that h(PXY,cdot) is concave and piecewise linear, which allows us to derive its expression in closed form for any epsilon when X and Y are binary. In the non-binary case, we derive h(PXY,epsilon) in the high utility regime (i.e., for sufficiently large values of epsilon) under the assumption that Z takes values in mathcalY. We also analyze the privacy-constrained guessing probability for two binary vector scenarios. When X and Y are continuous random variables, we use the squared-error loss function and express the corresponding utility-privacy tradeoff in terms of mathsfsENSR(PXY,epsilon), which is the smallest normalized minimum mean squared-error (mmse) incurred in estimating Y from its Gaussian perturbation Z, such that the mmse of f(X) given Z is within epsilon of the variance of f(X) for any non-constant real-valued function f. We derive tight upper and lower bounds for mathsfsENSR when Y is Gaussian. We also obtain a tight lower bound for mathsfsENSR(PXY,epsilon) for general absolutely continuous random variables when epsilon is sufficiently small.












This page was built for publication: Estimation Efficiency Under Privacy Constraints

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4629912)