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Tuning-free Estimation and Inference of Cumulative Distribution Function under Local Differential Privacy
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Proposes a tuning-free, deterministic constrained isotonic estimator of the CDF under local differential privacy by mapping randomized-response binary queries to a current status problem, with L2/uniform consistency and asymptotic normality results.
Problem
Estimating the full CDF (all quantiles) of users' private values in [0,1] under local differential privacy, where the curator is untrusted and each user answers only one randomized binary query.
Approach
Connects the LDP randomized-response data collection to the current status problem in survival analysis, so that the LDP-perturbed binary responses can be treated as truthful responses to an alternative variable; then uses a constrained (monotone, range-clipped) nonparametric MLE computed via the greatest convex minorant, which is deterministic and hyperparameter-free.
Key results
- Maximum absolute error and L2 error decrease with n (e.g., U(0,1) with r=0.25 max error 0.262 at n=10^3 down to 0.019 at n=10^7).
- Coverage rate of the finite-grid asymptotic normal intervals (kappa=10) reaches about 0.95 for n>=10^5 across the three distributions.
- Algorithm runs in about 4 ms at n=10^5 and about 0.5 s at n=10^7 on a single CPU core.
Measured effects reported in the paper
| What was changed | Where | Measured | Effect |
|---|---|---|---|
| Increase sample size from n=103 to n=107 at r=0.5 | Constrained isotonic estimator with uniform sampling on U(0, 1) · U(0, 1) | maximum absolute error: 0.183 -> 0.012 | Helped |
| Increase sample size from n=103 to n=107 at r=0.5 | Constrained isotonic estimator with uniform sampling on U(0, 1) · U(0, 1) | L2 error: 0.076 -> 0.004 | Helped |
| Increase truthful response rate from r=0.25 to r=0.9 | Constrained isotonic estimator with uniform sampling on U(0, 1), n=103 · U(0, 1) | maximum absolute error: 0.262 -> 0.127 | Helped |
| Use G=F instead of uniform sampling (ablation) | Constrained isotonic estimator · U(0, 1), n=103, r=0.5 | maximum absolute error: 0.183 -> 0.183 | No clear effect |
| Use G=F instead of uniform sampling (ablation) | Constrained isotonic estimator · Nc(0, 1, µ, σ2), n=103, r=0.5 | maximum absolute error: 0.199 -> 0.182 | Helped |
| Use G=F instead of uniform sampling (ablation) | Constrained isotonic estimator · CB(λ), n=103, r=0.5 | maximum absolute error: 0.185 -> 0.183 | No clear effect |
| Use preselected finite grids with κ=10 | Constrained isotonic estimator · Uniform sampling; U(0, 1), n=105, r=0.5 | coverage rate: 0.951 | Helped |
Surprising findings
- Uniform sampling performs nearly as well as sampling from the true CDF (G=F), so prior knowledge adds only marginal improvement.
Limitations
- Uniform consistency and asymptotic distribution hold pointwise only; the process is not tight in D[0,1], so full-curve weak convergence is not established.
- Convergence rate scales with 1/r, so strong privacy (small r) requires much larger samples.
- The estimator is non-differentiable, so density estimation is not directly available.
Experimental setup
Datasets: synthetic Uniform(0,1) synthetic truncated normal synthetic continuous Bernoulli
Benchmarks: synthetic Uniform(0,1), truncated normal, continuous Bernoulli simulations
Metrics: maximum absolute error L2 error relative chi-square error coverage rate computation time
Baselines: Laplace mechanism square wave mechanism with EM (Li et al., 2020) frequency oracle methods
Builds on: randomized response nonparametric maximum likelihood estimation for current status data (Huang & Wel shuffle model privacy amplification
Closest papers by meaning
- Locally Optimal Private Sampling: Beyond the Global Minimax (NeurIPS 2025 · similarity 0.89)
- Minimax Optimal Two-Sample Testing under Local Differential Privacy (NeurIPS 2026 · similarity 0.87)
- Privacy Guarantees in Posterior Sampling under Contamination (NeurIPS 2026 · similarity 0.87)
- Private Statistical Estimation via Truncation (NeurIPS 2025 · similarity 0.87)
- Lightweight Protocols for Distributed Private Quantile Estimation (ICML 2025 · similarity 0.87)
- On Inherent Privacy of Posterior Sampling: A Unified R\'enyi-Divergence Framework (NeurIPS 2026 · similarity 0.86)
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