GEOMETRIZING RATES OF CONVERGENCE UNDER LOCAL DIFFERENTIAL PRIVACY CONSTRAINTS

成果类型:
Article
署名作者:
Rohde, Angelika; Steinberger, Lukas
署名单位:
University of Freiburg; University of Vienna
刊物名称:
ANNALS OF STATISTICS
ISSN/ISSBN:
0090-5364
DOI:
10.1214/19-AOS1901
发表日期:
2020
页码:
2646-2670
关键词:
摘要:
We study the problem of estimating a functional theta(P) of an unknown probability distribution P is an element of P in which the original iid sample X-1,..., X-n is kept private even from the statistician via an alpha-local differential privacy constraint. Let omega TV denote the modulus of continuity of the functional theta over P with respect to total variation distance. For a large class of loss functions l and a fixed privacy level alpha, we prove that the privatized minimax risk is equivalent to l(omega TV(n(-1/2))) to within constants, under regularity conditions that are satisfied, in particular, if theta is linear and P is convex. Our results complement the theory developed by Donoho and Liu (1991) with the nowadays highly relevant case of privatized data. Somewhat surprisingly, the difficulty of the estimation problem in the private case is characterized by omega TV, whereas, it is characterized by the Hellinger modulus of continuity if the original data X-1,..., X-n are available. We also find that for locally private estimation of linear functionals over a convex model a simple sample mean estimator, based on independently and binary privatized observations, always achieves the minimax rate. We further provide a general recipe for choosing the functional parameter in the optimal binary privatization mechanisms and illustrate the general theory in numerous examples. Our theory allows us to quantify the price to be paid for local differential privacy in a large class of estimation problems. This price appears to be highly problem specific.