Title: The cost of privacy: Optimal rates of convergence for parameter estimation with differential privacy
Authors: Linjun Zhang - Rutgers University (United States) [presenting]
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. 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 (epsilon, delta)-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. We first develop a general lower bound argument for estimation problems with differential privacy constraints, and then apply the lower bound argument to mean estimation and linear regression. For these statistical problems, we also design computationally efficient algorithms that match the minimax lower bound 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.