Minimax Optimal Two-Sample Testing under Local Differential Privacy
We explore the trade-off between privacy and statistical utility in private two-sample testing under local differential privacy (LDP) for both multinomial and continuous data. We begin by addressing the multinomial case, where we introduce private permutation tests using practical privacy mechanisms such as Laplace, discrete Laplace, and Google's RAPPOR. We then extend our multinomial approach to continuous data via binning and study its uniform separation rates under LDP over H\"older and Besov smoothness classes. The proposed tests for both discrete and continuous cases rigorously control the type I error for any finite sample size, strictly adhere to LDP constraints, and achieve minimax separation rates under LDP. The attained minimax rates reveal inherent privacy-utility trade-offs that are unavoidable in private testing. To address scenarios with unknown smoothness parameters in density testing, we propose an adaptive test based on a Bonferroni-type approach that ensures robust performance without prior knowledge of the smoothness parameters. We validate our theoretical findings with extensive numerical experiments and demonstrate the practical relevance and effectiveness of our proposed methods.
Code (1)
Tasks
Two-sample testingSimilar Papers 제목 키워드 기반
Minimax optimal goodness-of-fit testing for densities and multinomials under a local differential privacy constraint
Finding anonymization mechanisms to protect personal data is at the heart of recent machine learning research. Here, we consider the consequences of local differential privacy constraints on goodness-of-fit testing, i.e.…
Simple Binary Hypothesis Testing under Local Differential Privacy and Communication Constraints
We study simple binary hypothesis testing under both local differential privacy (LDP) and communication constraints. We qualify our results as either minimax optimal or instance optimal: the former hold for the set of di…
Local minimax rates for closeness testing of discrete distributions
We consider the closeness testing problem for discrete distributions. The goal is to distinguish whether two samples are drawn from the same unspecified distribution, or whether their respective distributions are separat…
Two-sample testingOptimal minimax rate of learning nonlocal interaction kernels
Nonparametric estimation of nonlocal interaction kernels is crucial in various applications involving interacting particle systems. The inference challenge, situated at the nexus of statistical learning and inverse probl…
Locally Optimal Private Sampling: Beyond the Global Minimax
We study the problem of sampling from a distribution under local differential privacy (LDP). Given a private distribution $P \in \mathcal{P}$, the goal is to generate a single sample from a distribution that remains clos…