22.2COMay 1
Least Squares Estimation For Hierarchical DataRyan Cumings-Menon, Pavel Zhuravlev
The U.S. Census Bureau's 2020 Disclosure Avoidance System (DAS) bases its output on noisy measurements, which are population tabulations added to realizations of mean-zero random variables. These noisy measurements are observed for a set of hierarchical geographic levels, e.g., the U.S. as a whole, states, counties, census tracts, and census blocks. The Census Bureau released the noisy measurements generated in the DAS executions for the two primary 2020 Census data products, in part to allow data users to assess uncertainty in 2020 Census tabulations introduced by disclosure avoidance. This paper describes an algorithm that can leverage the hierarchical structure of the input data in order to compute very high dimensional least squares estimates in a computationally efficient manner. Afterward, we show that this algorithm's output is equal to the generalized least squares estimator, describe how to find the variance of linear functions of this estimator, and provide a numerical experiment in which we compute confidence intervals of tabulations based on this estimator. We also describe an accompanying Census Bureau experimental data product that applies this estimator to the publicly available noisy measurements to provide data users with the inputs required to derive confidence intervals for all tabulations that were included in the 2020 Redistricting Data File, for the U.S., state, county, and census tract geographic levels.
MLJul 26, 2022
Differentially Private Estimation via Statistical DepthRyan Cumings-Menon
Constructing a differentially private (DP) estimator requires deriving the maximum influence of an observation, which can be difficult in the absence of exogenous bounds on the input data or the estimator, especially in high dimensional settings. This paper shows that standard notions of statistical depth, i.e., halfspace depth and regression depth, are particularly advantageous in this regard, both in the sense that the maximum influence of a single observation is easy to analyze and that this value is typically low. This is used to motivate new approximate DP location and regression estimators using the maximizers of these two notions of statistical depth. A more computationally efficient variant of the approximate DP regression estimator is also provided. Also, to avoid requiring that users specify a priori bounds on the estimates and/or the observations, variants of these DP mechanisms are described that satisfy random differential privacy (RDP), which is a relaxation of differential privacy provided by Hall, Wasserman, and Rinaldo (2013). We also provide simulations of the two DP regression methods proposed here. The proposed estimators appear to perform favorably relative to the existing DP regression methods we consider in these simulations when either the sample size is at least 100-200 or the privacy-loss budget is sufficiently high.
CROct 25, 2021
An Uncertainty Principle is a Price of Privacy-Preserving MicrodataJohn Abowd, Robert Ashmead, Ryan Cumings-Menon et al.
Privacy-protected microdata are often the desired output of a differentially private algorithm since microdata is familiar and convenient for downstream users. However, there is a statistical price for this kind of convenience. We show that an uncertainty principle governs the trade-off between accuracy for a population of interest ("sum query") vs. accuracy for its component sub-populations ("point queries"). Compared to differentially private query answering systems that are not required to produce microdata, accuracy can degrade by a logarithmic factor. For example, in the case of pure differential privacy, without the microdata requirement, one can provide noisy answers to the sum query and all point queries while guaranteeing that each answer has squared error $O(1/ε^2)$. With the microdata requirement, one must choose between allowing an additional $\log^2(d)$ factor ($d$ is the number of point queries) for some point queries or allowing an extra $O(d^2)$ factor for the sum query. We present lower bounds for pure, approximate, and concentrated differential privacy. We propose mitigation strategies and create a collection of benchmark datasets that can be used for public study of this problem.