Data Augmentation MCMC for Bayesian Inference from Privatized Data

Data Augmentation MCMC for Bayesian Inference from Privatized Data

Fields Institute via YouTube Direct link

Requirements, run time, and efficiency

11 of 18

11 of 18

Requirements, run time, and efficiency

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Data Augmentation MCMC for Bayesian Inference from Privatized Data

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  1. 1 Intro
  2. 2 Privacy: a challenge in modern data curation
  3. 3 The U.S. Census Bureau adopts differential privacy
  4. 4 The mechanism of differential privacy
  5. 5 Differential privacy: benefits and challenges
  6. 6 Situating our (statistical x privacy) framework
  7. 7 Statistical inference from privatized data
  8. 8 Existing solutions
  9. 9 A traditional Gibbs sampler
  10. 10 A general Metropolis-within Gibbs sampler
  11. 11 Requirements, run time, and efficiency
  12. 12 Ergodicity of the proposed sampler
  13. 13 Application: a naïve Bayes classifier
  14. 14 Simulation setup
  15. 15 Posterior mean
  16. 16 Frequentist coverage
  17. 17 Empirical acceptance rates
  18. 18 Summary

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