Single and multiple change-point detection with differential privacy
Article No.: 29, Pages 1359 - 1394
Abstract
The change-point detection problem seeks to identify distributional changes at an unknown change-point k* in a stream of data. This problem appears in many important practical settings involving personal data, including biosurveillance, fault detection, finance, signal detection, and security systems. The field of differential privacy offers data analysis tools that provide powerful worst-case privacy guarantees. We study the statistical problem of change-point detection through the lens of differential privacy. We give private algorithms for both online and offline change-point detection, analyze these algorithms theoretically, and provide empirical validation of our results.
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Index Terms
- Single and multiple change-point detection with differential privacy
Index terms have been assigned to the content through auto-classification.
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January 2021
13310 pages
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CC-BY 4.0
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JMLR.org
Publication History
Published: 01 January 2021
Accepted: 01 January 2021
Revised: 01 October 2020
Received: 01 September 2019
Published in JMLR Volume 22, Issue 1
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