Finite-­Sample Differentially Private Confidence Intervals


Vishesh Karwa Salil and Vadhan. 2017. “Finite-­Sample Differentially Private Confidence Intervals.” Oral Presentation at Theory and Practice of Differential Privacy Conference (TPDP 2017).
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We study the problem of estimating finite sample confidence intervals of the mean of a normal population under the constraint of differential privacy. We consider both the known and unknown variance cases and construct differentially private algorithms to estimate confidence intervals. Crucially, our algorithms guarantee a finite sample coverage, as opposed to an asymptotic coverage. Unlike most previous differentially private algorithms, we do not require the domain of the samples to be bounded. We also prove lower bounds on the expected size of any differentially private confidence set showing that our the parameters are optimal up to polylogarithmic factors.
Last updated on 11/22/2017