The cost of privacy: optimal rates of convergence for parameter estimation with differential privacy
From MaRDI portal
Publication:2054532
Abstract: Privacy-preserving data analysis is a rising challenge in contemporary statistics, as the privacy guarantees of statistical methods are often achieved at the expense of accuracy. In this paper, we investigate the tradeoff between statistical accuracy and privacy in mean estimation and linear regression, under both the classical low-dimensional and modern high-dimensional settings. A primary focus is to establish minimax optimality for statistical estimation with the -differential privacy constraint. To this end, we find that classical lower bound arguments fail to yield sharp results, and new technical tools are called for. By refining the "tracing adversary" technique for lower bounds in the theoretical computer science literature, we formulate a general lower bound argument for minimax risks with differential privacy constraints, and apply this argument to high-dimensional mean estimation and linear regression problems. We also design computationally efficient algorithms that attain the minimax lower bounds up to a logarithmic factor. In particular, for the high-dimensional linear regression, a novel private iterative hard thresholding pursuit algorithm is proposed, based on a privately truncated version of stochastic gradient descent. The numerical performance of these algorithms is demonstrated by simulation studies and applications to real data containing sensitive information, for which privacy-preserving statistical methods are necessary.
Recommendations
- Privacy-preserving statistical estimation with optimal convergence rates
- Optimal Privacy-Aware Estimation
- Geometrizing rates of convergence under local differential privacy constraints
- Estimation Efficiency Under Privacy Constraints
- Differentially private distributed parameter estimation
- Comparing approximate and probabilistic differential privacy parameters
- Optimal Schemes for Discrete Distribution Estimation Under Locally Differential Privacy
- Efficient estimation under privacy restrictions in the disclosure problem
- Asymptotically Optimal and Private Statistical Estimation
- Concentrated differential privacy: simplifications, extensions, and lower bounds
Cites work
- scientific article; zbMATH DE number 5485440 (Why is no real title available?)
- scientific article; zbMATH DE number 1301967 (Why is no real title available?)
- A statistical framework for differential privacy
- A unified framework for high-dimensional analysis of \(M\)-estimators with decomposable regularizers
- Analyze Gauss: optimal bounds for privacy-preserving principal component analysis
- Fast global convergence of gradient methods for high-dimensional statistical recovery
- Fingerprinting codes and the price of approximate differential privacy
- Finite sample differentially private confidence intervals
- Geometrizing rates of convergence under local differential privacy constraints
- High-dimensional statistics. A non-asymptotic viewpoint
- Iterative hard thresholding for compressed sensing
- Minimax Optimal Procedures for Locally Private Estimation
- On minimax estimation of a sparse normal mean vector
- Privacy-preserving statistical estimation with optimal convergence rates
- Regularized \(M\)-estimators with nonconvexity: statistical and algorithmic theory for local optima
- Sparse spatial autoregressions
- Statistical estimation and optimal recovery
- The algorithmic foundations of differential privacy
- Theory of Cryptography
- What can we learn privately?
Cited in
(30)- Gaussian differentially private robust mean estimation and inference
- Differentially private SGD with non-smooth losses
- Distributed optimal subsampling for quantile regression with massive data
- Majority vote for distributed differentially private sign selection
- Comment
- A Survey of Differentially Private Regression for Clinical and Epidemiological Research
- Differentially private high dimensional sparse covariance matrix estimation
- Differentially private precision matrix estimation
- Efficiency in local differential privacy
- Optimal Privacy-Aware Estimation
- Local differential privacy: elbow effect in optimal density estimation and adaptation over Besov ellipsoids
- Differentially private confidence intervals for proportions under stratified random sampling
- A novel adaptive differential privacy algorithm for empirical risk minimization
- Edge differentially private estimation in the \(\beta\)-model via jittering and method of moments
- Privacy-preserving statistical estimation with optimal convergence rates
- Model averaging with privacy-preserving
- Finite sample differentially private confidence intervals
- Estimation and Inference for High-Dimensional Generalized Linear Models with Knowledge Transfer
- Differentially private distributed parameter estimation
- Interactive versus noninteractive locally differentially private estimation: two elbows for the quadratic functional
- Econometrics with privacy preservation
- Differentially private inference via noisy optimization
- Privacy-preserving parameter estimation in distributed cases
- Private Sampling: A Noiseless Approach for Generating Differentially Private Synthetic Data
- Geometrizing rates of convergence under local differential privacy constraints
- General inferential limits under differential and pufferfish privacy
- Constrained forms of statistical minimax: computation, communication, and privacy
- Privacy-preserving parametric inference: a case for robust statistics
- Privacy aware learning
- On robustness and local differential privacy
This page was built for publication: The cost of privacy: optimal rates of convergence for parameter estimation with differential privacy
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2054532)
