Differentially Private Change-Point Detection
Differentially Private Change-Point Detection
复制标题
差分隐私变化点检测
DOI:
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发表时间:
2018
期刊:
影响因子:
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通讯作者:
Wanrong Zhang
中科院分区:
文献类型:
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作者:
Rachel Cummings;Sara Krehbiel;Y. Mei;Rui Tuo;Wanrong Zhang
The change-point detection problem seeks to identify distributional changes at an unknown change-point k* in a stream of data. This problem appears in many important practical settings involving personal data, including biosurveillance, fault detection, finance, signal detection, and security systems. The field of differential privacy offers data analysis tools that provide powerful worst-case privacy guarantees. We study the statistical problem of change-point problem through the lens of differential privacy. We give private algorithms for both online and offline change-point detection, analyze these algorithms theoretically, and then provide empirical validation of these results.