Skip to main content

Robust and Private Bayesian Inference

  • Conference paper
Book cover Algorithmic Learning Theory (ALT 2014)

Part of the book series: Lecture Notes in Computer Science ((LNAI,volume 8776))

Included in the following conference series:

Abstract

We examine the robustness and privacy of Bayesian inference, under assumptions on the prior, and with no modifications to the Bayesian framework. First, we generalise the concept of differential privacy to arbitrary dataset distances, outcome spaces and distribution families. We then prove bounds on the robustness of the posterior, introduce a posterior sampling mechanism, show that it is differentially private and provide finite sample bounds for distinguishability-based privacy under a strong adversarial model. Finally, we give examples satisfying our assumptions.

This is a preview of subscription content, log in via an institution to check access.

Access this chapter

Chapter
USD 29.95
Price excludes VAT (USA)
  • Available as PDF
  • Read on any device
  • Instant download
  • Own it forever
eBook
USD 39.99
Price excludes VAT (USA)
  • Available as PDF
  • Read on any device
  • Instant download
  • Own it forever
Softcover Book
USD 54.99
Price excludes VAT (USA)
  • Compact, lightweight edition
  • Dispatched in 3 to 5 business days
  • Free shipping worldwide - see info

Tax calculation will be finalised at checkout

Purchases are for personal use only

Institutional subscriptions

Preview

Unable to display preview. Download preview PDF.

Unable to display preview. Download preview PDF.

References

  1. Berger, J.O.: Statistical Decision Theory and Bayesian Analysis. Springer (1985)

    Google Scholar 

  2. Bickel, P.J., Doksum, K.A.: Mathematical Statistics: Basic Ideas and Selected Topics, vol. 1. Holden-Day Company (2001)

    Google Scholar 

  3. Bousquet, O., Elisseeff, A.: Stability and generalization. Journal of Machine Learning Research 2, 499–526 (2002)

    MathSciNet  MATH  Google Scholar 

  4. Chatzikokolakis, K., Andrés, M.E., Bordenabe, N.E., Palamidessi, C.: Broadening the scope of differential privacy using metrics. In: De Cristofaro, E., Wright, M. (eds.) PETS 2013. LNCS, vol. 7981, pp. 82–102. Springer, Heidelberg (2013)

    Chapter  Google Scholar 

  5. Chaudhuri, K., Hsu, D.: Convergence rates for differentially private statistical estimation. In: ICML (2012)

    Google Scholar 

  6. Chaudhuri, K., Monteleoni, C., Sarwate, A.D.: Differentially private empirical risk minimization. Journal of Machine Learning Research 12, 1069–1109 (2011)

    MathSciNet  MATH  Google Scholar 

  7. DeGroot, M.H.: Optimal Statistical Decisions. John Wiley & Sons (1970)

    Google Scholar 

  8. Dimitrakakis, C., Nelson, B., Mitrokotsa, A., Rubinstein, B.: Robust and private Bayesian inference. Technical report, arXiv:1306.1066 (2014)

    Google Scholar 

  9. Duchi, J.C., Jordan, M.I., Wainwright, M.J.: Local privacy and statistical minimax rates. Technical report, arXiv:1302.3203 (2013)

    Google Scholar 

  10. Dwork, C.: Differential privacy. In: Bugliesi, M., Preneel, B., Sassone, V., Wegener, I. (eds.) ICALP 2006. LNCS, vol. 4052, pp. 1–12. Springer, Heidelberg (2006)

    Chapter  Google Scholar 

  11. Dwork, C., Lei, J.: Differential privacy and robust statistics. In: STOC, pp. 371–380 (2009)

    Google Scholar 

  12. Dwork, C., McSherry, F., Nissim, K., Smith, A.: Calibrating noise to sensitivity in private data analysis. In: Halevi, S., Rabin, T. (eds.) TCC 2006. LNCS, vol. 3876, pp. 265–284. Springer, Heidelberg (2006)

    Chapter  Google Scholar 

  13. Dwork, C., Smith, A.: Differential privacy for statistics: What we know and what we want to learn. Journal of Privacy and Confidentiality 1(2), 135–154 (2009)

    Google Scholar 

  14. Fedotov, A.A., Harremoës, P., Topsoe, F.: Refinements of Pinsker’s inequality. IEEE Transactions on Information Theory 49(6), 1491–1498 (2003)

    Article  MATH  Google Scholar 

  15. Grünwald, P.D., Dawid, A.P.: Game theory, maximum entropy, minimum discrepancy, and robust bayesian decision theory. The Annals of Statistics 32(4), 1367–1433 (2004)

    Article  MathSciNet  MATH  Google Scholar 

  16. Hall, R., Rinaldo, A., Wasserman, L.: Differential privacy for functions and functional data. Journal of Machine Learning Research 14, 703–727 (2013)

    MathSciNet  MATH  Google Scholar 

  17. Hampel, F.R., Ronchetti, E.M., Rousseeuw, P.J., Stahel, W.A.: Robust Statistics: The Approach Based on Influence Functions. John Wiley and Sons (1986)

    Google Scholar 

  18. Huber, P.J.: Robust Statistics. John Wiley and Sons (1981)

    Google Scholar 

  19. McSherry, F., Talwar, K.: Mechanism design via differential privacy. In: FOCS, pp. 94–103 (2007)

    Google Scholar 

  20. Mir, D.: Differentially-private learning and information theory. In: Proceedings of the 2012 Joint EDBT/ICDT Workshops, pp. 206–210. ACM (2012)

    Google Scholar 

  21. Norkin, V.: Stochastic Lipschitz functions. Cybernetics and Systems Analysis 22(2), 226–233 (1986)

    MathSciNet  MATH  Google Scholar 

  22. Rubinstein, B.I.P., Bartlett, P.L., Huang, L., Taft, N.: Learning in a large function space: Privacy-preserving mechanisms for SVM learning. Journal of Privacy and Confidentiality 4(1) (2012)

    Google Scholar 

  23. Wasserman, L., Zhou, S.: A statistical framework for differential privacy. Journal of the American Statistical Association 105(489), 375–389 (2010)

    Article  MathSciNet  Google Scholar 

  24. Weissman, T., Ordentlich, E., Seroussi, G., Verdu, S., Weinberger, M.J.: Inequalities for the L1 deviation of the empirical distribution. Technical report, Hewlett-Packard Labs (2003)

    Google Scholar 

  25. Williams, O., McSherry, F.: Probabilistic inference and differential privacy. In: NIPS, pp. 2451–2459 (2010)

    Google Scholar 

  26. Xiao, Y., Xiong, L.: Bayesian inference under differential privacy. Technical report, arXiv:1203.0617 (2012)

    Google Scholar 

Download references

Author information

Authors and Affiliations

Authors

Editor information

Editors and Affiliations

Rights and permissions

Reprints and permissions

Copyright information

© 2014 Springer International Publishing Switzerland

About this paper

Cite this paper

Dimitrakakis, C., Nelson, B., Mitrokotsa, A., Rubinstein, B.I.P. (2014). Robust and Private Bayesian Inference. In: Auer, P., Clark, A., Zeugmann, T., Zilles, S. (eds) Algorithmic Learning Theory. ALT 2014. Lecture Notes in Computer Science(), vol 8776. Springer, Cham. https://doi.org/10.1007/978-3-319-11662-4_21

Download citation

  • DOI: https://doi.org/10.1007/978-3-319-11662-4_21

  • Publisher Name: Springer, Cham

  • Print ISBN: 978-3-319-11661-7

  • Online ISBN: 978-3-319-11662-4

  • eBook Packages: Computer ScienceComputer Science (R0)

Publish with us

Policies and ethics