TY - JOUR
T1 - Differentially private uniformly most powerful tests for binomial data
AU - Awan, Jordan
AU - Slavković, Aleksandra
N1 - Funding Information:
We would like to thank Vishesh Karwa and Matthew Reimherr for helpful discussions and feedback on previous drafts. We also thank the reviewers for their helpful comments and suggestions, which have contributed to many improvements in the presentation of this work. This work is supported in part by NSF Award No. SES-1534433 to The Pennsylvania State University.
Publisher Copyright:
© 2018 Curran Associates Inc..All rights reserved.
PY - 2018
Y1 - 2018
N2 - We derive uniformly most powerful (UMP) tests for simple and one-sided hypotheses for a population proportion within the framework of Differential Privacy (DP), optimizing finite sample performance. We show that in general, DP hypothesis tests can be written in terms of linear constraints, and for exchangeable data can always be expressed as a function of the empirical distribution. Using this structure, we prove a 'Neyman-Pearson lemma' for binomial data under DP, where the DP-UMP only depends on the sample sum. Our tests can also be stated as a post-processing of a random variable, whose distribution we coin “Truncated-Uniform-Laplace” (Tulap), a generalization of the Staircase and discrete Laplace distributions. Furthermore, we obtain exact p-values, which are easily computed in terms of the Tulap random variable. We show that our results also apply to distribution-free hypothesis tests for continuous data. Our simulation results demonstrate that our tests have exact type I error, and are more powerful than current techniques.
AB - We derive uniformly most powerful (UMP) tests for simple and one-sided hypotheses for a population proportion within the framework of Differential Privacy (DP), optimizing finite sample performance. We show that in general, DP hypothesis tests can be written in terms of linear constraints, and for exchangeable data can always be expressed as a function of the empirical distribution. Using this structure, we prove a 'Neyman-Pearson lemma' for binomial data under DP, where the DP-UMP only depends on the sample sum. Our tests can also be stated as a post-processing of a random variable, whose distribution we coin “Truncated-Uniform-Laplace” (Tulap), a generalization of the Staircase and discrete Laplace distributions. Furthermore, we obtain exact p-values, which are easily computed in terms of the Tulap random variable. We show that our results also apply to distribution-free hypothesis tests for continuous data. Our simulation results demonstrate that our tests have exact type I error, and are more powerful than current techniques.
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M3 - Conference article
AN - SCOPUS:85064832271
SN - 1049-5258
VL - 2018-December
SP - 4208
EP - 4218
JO - Advances in Neural Information Processing Systems
JF - Advances in Neural Information Processing Systems
T2 - 32nd Conference on Neural Information Processing Systems, NeurIPS 2018
Y2 - 2 December 2018 through 8 December 2018
ER -