Providing accurate models across private partitioned data: secure maximum likelihood estimation

DOI10.1214/18-AOAS1171MaRDI QIDQ1624813zbMATHOpenAlexWikidataFDO

Authors Joshua Snoke, Timothy R. Brick, Michael D. Hunter, Aleksandra Slavković

Publication date 16 November 2018

Published in The Annals of Applied Statistics (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1710.06933

zbMATH Keywords

structural equation modelsprivacysecure multiparty computationdistributed maximum likelihood estimationmultivariate normal likelihoodpartitioned data

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Applications of statistics to social sciences (62P25)

Abstract: This paper focuses on the privacy paradigm of providing access to researchers to remotely carry out analyses on sensitive data stored behind firewalls. We address the situation where the analysis demands data from multiple physically separate databases which cannot be combined. Motivating this problem are analyses using multiple data sources that currently are only possible through extension work creating a trusted user network. We develop and demonstrate a method for accurate calculation of the multivariate normal likelihood equation, for a set of parameters given the partitioned data, which can then be maximized to obtain estimates. These estimates are achieved without sharing any data or any true intermediate statistics of the data across firewalls. We show that under a certain set of assumptions our method for estimation across these partitions achieves identical results as estimation with the full data. Privacy is maintained by adding noise at each partition. This ensures each party receives noisy statistics, such that the noise cannot be removed until the last step to obtain a single value, the true total log-likelihood. Potential applications include all methods utilizing parameter estimation through maximizing the multivariate normal likelihood equation. We give detailed algorithms, along with available software, and both a real data example and simulations estimating structural equation models (SEMs) with partitioned data.

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• Secure Bayesian model averaging for horizontally partitioned data
• Secure computation with horizontally partitioned data using adaptive regression splines
• Econometrics with privacy preservation
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Cites work

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Cited in

(4)

• Secure computation with horizontally partitioned data using adaptive regression splines
• Secure Bayesian model averaging for horizontally partitioned data
• Econometrics with privacy preservation
• Privacy-preserving and lossless distributed estimation of high-dimensional generalized additive mixed models

Describes a project that uses

Uses Software

• R
• OpenMx
• optimx
• DataSHIELD

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