On Perfect Privacy and Maximal Correlation
On Perfect Privacy and Maximal Correlation
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论完美隐私与最大关联
DOI:
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发表时间:
2017
期刊:
影响因子:
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通讯作者:
Deniz Gündüz
中科院分区:
文献类型:
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作者:
Borzoo Rassouli;Deniz Gündüz
The problem of private data disclosure is studied from an information theoretic perspective. Considering a pair of correlated random variables $(X,Y)$, where $Y$ denotes the observed data while $X$ denotes the private latent variables, the following problem is addressed: What is the maximum information that can be revealed about $Y$, while disclosing no information about $X$? Assuming that a Markov kernel maps $Y$ to the revealed information $U$, it is shown that the maximum mutual information between $Y$ and $U$, i.e., $I(Y;U)$, can be obtained as the solution of a standard linear program, when $X$ and $U$ are required to be independent, called extit{perfect privacy}. This solution is shown to be greater than or equal to the extit{non-private information about $X$ carried by $Y$.} Maximal information disclosure under perfect privacy is is shown to be the solution of a linear program also when the utility is measured by the reduction in the mean square error, $mathbb{E}[(Y-U)^2]$, or the probability of error, $mbox{Pr}{Y
eq U}$. For jointly Gaussian $(X,Y)$, it is shown that perfect privacy is not possible if the kernel is applied to only $Y$; whereas perfect privacy can be achieved if the mapping is from both $X$ and $Y$; that is, if the private latent variables can also be observed at the encoder. Next, measuring the utility and privacy by $I(Y;U)$ and $I(X;U)$, respectively, the slope of the optimal utility-privacy trade-off curve is studied when $I(X;U)=0$. Finally, through a similar but independent analysis, an alternative characterization of the maximal correlation between two random variables is provided.