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Creators/Authors contains: "Ferrando, Cecilia"

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  1. ; ; (, Proceedings of The 25th International Conference on Artificial Intelligence and Statistics (AITSTAS))
    The goal of this paper is to develop a practical and general-purpose approach to construct confidence intervals for differentially private parametric estimation. We find that the parametric bootstrap is a simple and effective solution. It cleanly reasons about variability of both the data sample and the randomized privacy mechanism and applies "out of the box" to a wide class of private estimation routines. It can also help correct bias caused by clipping data to limit sensitivity. We prove that the parametric bootstrap gives consistent confidence intervals in two broadly relevant settings, including a novel adaptation to linear regression that avoids accessing the covariate data multiple times. We demonstrate its effectiveness for a variety of estimators, and find empirically that it provides confidence intervals with good coverage even at modest sample sizes and performs better than alternative approaches. 
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