Resampling methods for private statistical inference

• URL: http://arxiv.org/abs/2402.07131v3
• Date: Mon, 3 Jun 2024 23:47:44 GMT
• Title: Resampling methods for private statistical inference
• Authors: Karan Chadha, John Duchi, Rohith Kuditipudi,
• Abstract summary: We consider the task of constructing confidence intervals with differential privacy. We propose two private variants of the non-parametric bootstrap, which privately compute the median of the results of multiple "little" bootstraps run on partitions of the data. For a fixed differential privacy parameter $epsilon$, our methods enjoy the same error rates as that of the non-private bootstrap to within logarithmic factors in the sample size $n$.
• Score: 1.8110941972682346
• License: http://arxiv.org/licenses/nonexclusive-distrib/1.0/
• Abstract: We consider the task of constructing confidence intervals with differential privacy. We propose two private variants of the non-parametric bootstrap, which privately compute the median of the results of multiple "little" bootstraps run on partitions of the data and give asymptotic bounds on the coverage error of the resulting confidence intervals. For a fixed differential privacy parameter $\epsilon$, our methods enjoy the same error rates as that of the non-private bootstrap to within logarithmic factors in the sample size $n$. We empirically validate the performance of our methods for mean estimation, median estimation, and logistic regression with both real and synthetic data. Our methods achieve similar coverage accuracy to existing methods (and non-private baselines) while providing notably shorter ($\gtrsim 10$ times) confidence intervals than previous approaches.

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