提出无需强假设的私有非参数置信区间构造方法,适用于任意统计量。
Differentially Private Nonparametric Confidence Intervals Under Minimal Distributional Assumptions
- 通过重复抽样+私有估计器+后处理,构建通用私有置信区间
- 在有限样本下表现优于现有方法,尤其对非光滑函数有效
- 不依赖特定分布或隐私机制,适合实际数据场景
我们研究如何在最小分布假设下,利用重抽样技术构造任意统计量的差分隐私非参数置信区间。现有方法多依赖渐近正态性或特定隐私机制(如加噪),在有限样本下难以应用。本文提出一种简单通用框架:将满足弱条件的差分隐私估计器,通过反复子抽样、对每个子集应用私有估计、再对结果经验分布函数进行后处理,生成置信区间。该框架为黑箱式,无需特定极限分布。理论上证明了其诱导的经验分布收敛于私有统计量的抽样分布,保证了置信区间的渐近有效性与紧致性,并提供超参数选择的启发式指导。实验表明,该方法在非光滑泛函及更复杂分布下显著优于现有通用方法。
原文摘要 · Abstract (English)
We consider the problem of constructing differentially private nonparametric confidence intervals (CIs) for an arbitrary quantity using resampling. A growing body of work has adapted resampling ideas to the private setting, including private bootstrap methods \cite{brawner2018bootstrap, wang2025differentially,dette2025gaussian} and BLB-based subsample-and-aggregate approaches \cite{covington2025unbiased, chadha2024resampling}. However, existing methods typically rely on strong assumptions, such as asymptotic normality, or are tied to specific privacy mechanisms such as noise addition, and can be impractical in finite-sample regimes. We address these problems by introducing a simple, general framework that can convert any differentially private estimator satisfying mild conditions into a differentially private nonparametric CI for arbitrary target quantities. Our method repeatedly subsamples the data, applies the private estimator to each subset, and post-processes the resulting empirical CDF into a CI. The framework is black-box, and does not require a specific limiting distribution. We prove that the empirical CDF induced by our procedure converges to the sampling distribution of the private statistic, which implies that the resulting CI is asymptotically valid and tight, and provide heuristic guidance for choosing the hyperparameters. Empirically, our method outperforms competing general approaches, especially for non-smooth functionals and more challenging distributions.
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