NIPS Proceedingsβ

Differentially Private Change-Point Detection

Part of: Advances in Neural Information Processing Systems 31 (NIPS 2018) pre-proceedings

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Authors

Conference Event Type: Poster

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 problem through the lens of differential privacy. We give private algorithms for both online and offline change-point detection, analyze these algorithms theoretically, and then provide empirical validation of these results.