Part of Advances in Neural Information Processing Systems 31 (NeurIPS 2018)
Jordan Awan, Aleksandra Slavković
We derive uniformly most powerful (UMP) tests for simple and one-sided hypotheses for a population proportion within the framework of Differential Privacy (DP), optimizing finite sample performance. We show that in general, DP hypothesis tests can be written in terms of linear constraints, and for exchangeable data can always be expressed as a function of the empirical distribution. Using this structure, we prove a ‘Neyman-Pearson lemma’ for binomial data under DP, where the DP-UMP only depends on the sample sum. Our tests can also be stated as a post-processing of a random variable, whose distribution we coin “Truncated-Uniform-Laplace” (Tulap), a generalization of the Staircase and discrete Laplace distributions. Furthermore, we obtain exact p-values, which are easily computed in terms of the Tulap random variable. We show that our results also apply to distribution-free hypothesis tests for continuous data. Our simulation results demonstrate that our tests have exact type I error, and are more powerful than current techniques.