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Tuning-free Estimation and Inference of Cumulative Distribution Function under Local Differential Privacy

ICML 2024 · Federated learning and privacy › Differential privacy · approach: Local-DP and private estimation

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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

Measured effects reported in the paper

What was changedWhereMeasuredEffect
Increase sample size from n=103 to n=107 at r=0.5Constrained isotonic estimator with uniform sampling on U(0, 1) · U(0, 1)maximum absolute error: 0.183 -> 0.012Helped
Increase sample size from n=103 to n=107 at r=0.5Constrained isotonic estimator with uniform sampling on U(0, 1) · U(0, 1)L2 error: 0.076 -> 0.004Helped
Increase truthful response rate from r=0.25 to r=0.9Constrained isotonic estimator with uniform sampling on U(0, 1), n=103 · U(0, 1)maximum absolute error: 0.262 -> 0.127Helped
Use G=F instead of uniform sampling (ablation)Constrained isotonic estimator · U(0, 1), n=103, r=0.5maximum absolute error: 0.183 -> 0.183No clear effect
Use G=F instead of uniform sampling (ablation)Constrained isotonic estimator · Nc(0, 1, µ, σ2), n=103, r=0.5maximum absolute error: 0.199 -> 0.182Helped
Use G=F instead of uniform sampling (ablation)Constrained isotonic estimator · CB(λ), n=103, r=0.5maximum absolute error: 0.185 -> 0.183No clear effect
Use preselected finite grids with κ=10Constrained isotonic estimator · Uniform sampling; U(0, 1), n=105, r=0.5coverage rate: 0.951Helped

Surprising findings

Limitations

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

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