Versatile Differentially Private Statistical Learning for General Loss Functions

报告简介:

This work aims to provide a versatile privacy-preserving release mechanism along with a unified approach for subsequent parameter estimation and statistical inference. We propose a privacy mechanism based on Zero-Inflated symmetric multivariate Laplace (ZIL) noise, which requires no prior specification of subsequent analysis tasks, allows for general loss functions under minimal conditions, imposes no limit on the number of analyses, and is adaptable to the increasing data volume in online scenarios. We derive the trade-off function for the proposed ZIL mechanism that characterizes its privacy protection level. Within the M-estimation framework, we propose a novel doubly random (DR) corrected loss for the ZIL mechanism, which provides consistent and asymptotic normal M-estimates for the parameters of the target population under differential privacy constraints. The proposed approach is easy to compute without numerical integration and differentiation for noisy data.

A joint work with Qilong Lu and Yumou Qiu.

报告人简介:

陈松蹊
清华大学教授。中国科学院院士,现任清华大学兴华讲席教授、数据科学交叉研究院院长。1983 年获北京师范大学学士学位;1993 年获澳大利亚国立大学统计学博士学位。 陈松蹊教授长期致力于超高维大数据统计分析、环境统计与数学地球物理交叉领域的研究,已发表论文135 篇,Web of Science H-index 达 36,引用量逾 5000 次。自 2020 年起,连续入选全球前 2%顶尖科学家榜单。作为首席科学家和负责人主持多项国家重点重大项目。现任全国政协委员、教育部基础学科统计学本科教育教学改革试点工作(“101”计划)牵头人、中国数学会概率统计学会理事长以及中国统计协会副会长等职务。