Related papers: Statistic Selection and MCMC for Differentially Pr…
Bayesian computation crucially relies on Markov chain Monte Carlo (MCMC) algorithms. In the case of massive data sets, running the Metropolis-Hastings sampler to draw from the posterior distribution becomes prohibitive due to the large…
Differential privacy is becoming a gold standard for privacy research; it offers a guaranteed bound on loss of privacy due to release of query results, even under worst-case assumptions. The theory of differential privacy is an active…
Stochastic gradient Markov chain Monte Carlo (MCMC) algorithms have received much attention in Bayesian computing for big data problems, but they are only applicable to a small class of problems for which the parameter space has a fixed…
We study person-level differentially private (DP) mean estimation in the case where each person holds multiple samples. DP here requires the usual notion of distributional stability when $\textit{all}$ of a person's datapoints can be…
To conduct Bayesian inference with large data sets, it is often convenient or necessary to distribute the data across multiple machines. We consider a likelihood function expressed as a product of terms, each associated with a subset of the…
The rapid development of computing power and efficient Markov Chain Monte Carlo (MCMC) simulation algorithms have revolutionized Bayesian statistics, making it a highly practical inference method in applied work. However, MCMC algorithms…
The multivariate extended skew-normal distribution allows for accommodating raw data which are skewed and heavy tailed, and has at least three appealing statistical properties, namely closure under conditioning, affine transformations, and…
The Maximal Information Coefficient (MIC) is a powerful statistic to identify dependencies between variables. However, it may be applied to sensitive data, and publishing it could leak private information. As a solution, we present…
The problem of privately releasing data is to provide a version of a dataset without revealing sensitive information about the individuals who contribute to the data. The model of differential privacy allows such private release while…
In this work, we focus on solving a decentralized consensus problem in a private manner. Specifically, we consider a setting in which a group of nodes, connected through a network, aim at computing the mean of their local values without…
In the Monte Carlo (MC) method statistical noise is usually present. Statistical noise may become dominant in the calculation of a distribution, usually by iteration, but is less Important in calculating integrals. The subject of the…
The need to analyze sensitive data, such as medical records or financial data, has created a critical research challenge in recent years. In this paper, we adopt the framework of differential privacy, and explore mechanisms for generating…
Differential privacy (DP) considers a scenario, where an adversary has almost complete information about the entries of a database This worst-case assumption is likely to overestimate the privacy thread for an individual in real life.…
Making valid statistical inferences from privatized data is a key challenge in modern analysis. In Bayesian settings, data augmentation MCMC (DAMCMC) methods impute unobserved confidential data given noisy privatized summaries, enabling…
Many inference problems involve inferring the number $N$ of components in some region, along with their properties $\{\mathbf{x}_i\}_{i=1}^N$, from a dataset $\mathcal{D}$. A common statistical example is finite mixture modelling. In the…
This paper is motivated by applications of a Census Bureau interested in releasing aggregate socio-economic data about a large population without revealing sensitive information about any individual. The released information can be the…
Bayesian inference has great promise for the privacy-preserving analysis of sensitive data, as posterior sampling automatically preserves differential privacy, an algorithmic notion of data privacy, under certain conditions (Dimitrakakis et…
Across many disciplines, causal inference often relies on randomized experiments with binary outcomes. In such experiments, the Fisher randomization test provides exact, assumption-free tests for causal effects. Sometimes the outcomes are…
Given a collection of vectors $x^{(1)},\dots,x^{(n)} \in \{0,1\}^d$, the selection problem asks to report the index of an "approximately largest" entry in $x=\sum_{j=1}^n x^{(j)}$. Selection abstracts a host of problems--in machine learning…
The study of private inference has been sparked by growing concern regarding the analysis of data when it stems from sensitive sources. We present the first method for private Bayesian inference in exponential families that properly…