arXiv:2503.18721math.STcs.CR2025-03被引 3

提出隐私保护下的联合独立性检验方法,兼顾安全与统计效力。

Differentially Private Joint Independence Test

  • 基于差分隐私的置换检验框架,保障数据隐私
  • 在不同隐私强度下达到最优检验功效
  • 适用于敏感数据的因果推断等场景

多个随机向量之间的联合依赖性识别在诸多统计应用中至关重要,而数据常包含敏感信息。本文研究在差分隐私约束下基于d变量希尔伯特-施密特独立性准则(dHSIC)的检验方法。由于dHSIC经验估计量的极限分布为复杂的高斯混沌,非隐私环境下通常采用置换或自助法进行检验。针对隐私约束下的联合依赖检测,我们提出一种基于dHSIC的差分隐私置换检验方法。证明该方法具备隐私保证、有效显著性水平和点一致性,而自助法版本则存在功效不一致问题。进一步分析在dHSIC与L2度量下的统一功效,表明所提方法在不同隐私条件下均达到极小极大最优功效。作为副产品,我们证明了Pfister等(2018)提出的非隐私置换dHSIC检验是本方法的特例,并首次建立了其点一致性和统一功效,解决了该工作的开放问题。数值模拟与真实数据因果推断分析均验证了该方法的良好性能。

原文摘要 · Abstract (English)

Identification of joint dependence among several random vectors plays an important role in many statistical applications, where the data may contain sensitive or confidential information. In this paper, we consider the $d$-variable Hilbert-Schmidt independence criterion (dHSIC) in the context of differential privacy. Given that the limiting distribution of the empirical estimate of dHSIC is a complicated Gaussian chaos, constructing tests in the non-private regime is typically based on permutation and bootstrap methods. To detect joint dependence under privacy constraints, we propose a dHSIC-based testing procedure employing a differentially private permutation methodology. We show that our method enjoys privacy guarantees, a valid level, and pointwise consistency, whereas the bootstrap counterpart suffers from inconsistent power. We further investigate the uniform power of the proposed test under the dHSIC and $L_2$ metrics, showing that the proposed test attains the minimax optimal power across different privacy regimes. As a byproduct, we show that the non-private permutation dHSIC test proposed in Pfister et al. (2018) is a special case of our differentially private permutation test, and our results also establish its pointwise and uniform power--thus resolving an open problem from that work. Both numerical simulations and real data analysis in causal inference suggest that our proposed test performs well empirically.

差分隐私统计检验联合依赖因果推断

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