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arXiv 提交日期: 2026-05-27
📄 Abstract - Optimal Rates for Differentially Private Hypothesis Testing with E-values

E-values have attracted considerable interest in recent years as flexible tools for enabling anytime-valid and adaptive data analysis. Hypothesis testing is at the core of many of these applications, which can often involve private or sensitive data. In this work, we answer a simple but important question: given two distributions $\mathbb{P}$ and $\mathbb{Q}$, what is the maximum achievable e-power when testing $X\sim \mathbb{P}^n$ against $X\sim\mathbb{Q}^n$ with e-values that satisfy $\varepsilon$-differential privacy? We characterize the optimal rate for this problem and provide an algorithm which matches it exactly. In the sequential setting, when observations arrive one-by-one and the analyst chooses when to halt, we give matching upper and lower bounds on the stopping times of any private e-process. Numerical experiments confirm the practicality of our algorithms, which require less data than the recently proposed DP-SPRT across a range of sequential testing problems and privacy levels.

顶级标签: theory machine learning
详细标签: differential privacy hypothesis testing e-values optimal rates sequential analysis 或 搜索:

基于e值的差分隐私假设检验的最优速率 / Optimal Rates for Differentially Private Hypothesis Testing with E-values


1️⃣ 一句话总结

本文研究了在满足ε-差分隐私约束下,使用e值进行假设检验时,理论上能达到的最优检验效率(e-power),并给出了能够精确达到此最优速率的算法,同时在序贯分析场景中,也确定了私有e过程的最优停止时间上下界。

源自 arXiv: 2605.28952