Statistical Seminar: Every Monday at 2:00 pm.
Time: 2:00 pm – 3:00 pm
Date: 23th March
Place: 3001

Thomas BERRETT (University of Warwick) – Permutation two-sample testing under local differential privacy

 Abstract : 

Personal and sensitive data is now collected at larger scales than ever before. Growing concern from data subjects and regulatory bodies, however, has led to an increased demand for statistical procedures that do not compromise the privacy of the individuals whose data are collected and analysed. In this talk I will discuss recent work on two-sample testing under a local differential privacy constraint where a permutation procedure is used to calibrate the tests. While permutation testing is a classical resampling technique, popular due to its ease of implementation and uniform Type I error control, its use under local privacy constraints is complicated by the fact that access to the data is limited. In this work we design appropriate privacy mechanisms, both interactive and non-interactive, that allow for permutation tests. Our analysis shows that these lead to minimax optimal separation rates in both discrete and continuous settings, with interactive procedures being significantly more powerful. This is recent joint work with Alexander Kent and Yi Yu (https://arxiv.org/abs/2505.24811).

Organizers:

Anna KORBA (CREST), Vincent DIVOL (CREST) , Jaouad MOURTADA (CREST)

Sponsors:
CREST-CMAP