Statistical Inference for Privatized Data with Unknown Sample Size (2406.06231v1)

Abstract: We develop both theory and algorithms to analyze privatized data in the unbounded differential privacy(DP), where even the sample size is considered a sensitive quantity that requires privacy protection. We show that the distance between the sampling distributions under unbounded DP and bounded DP goes to zero as the sample size $n$ goes to infinity, provided that the noise used to privatize $n$ is at an appropriate rate; we also establish that ABC-type posterior distributions converge under similar assumptions. We further give asymptotic results in the regime where the privacy budget for $n$ goes to zero, establishing similarity of sampling distributions as well as showing that the MLE in the unbounded setting converges to the bounded-DP MLE. In order to facilitate valid, finite-sample Bayesian inference on privatized data in the unbounded DP setting, we propose a reversible jump MCMC algorithm which extends the data augmentation MCMC of Ju et al. (2022). We also propose a Monte Carlo EM algorithm to compute the MLE from privatized data in both bounded and unbounded DP. We apply our methodology to analyze a linear regression model as well as a 2019 American Time Use Survey Microdata File which we model using a Dirichlet distribution.