Archive for Kelowna

JSM 2024, Portland, miniday 4

Posted in Books, pictures, Running, Statistics, Travel, University life with tags , , , , , , , , , , , , , , , , , , , , , , , , , , , on August 11, 2024 by xi'an

Final (half)day at JSM is always a sad thing as most people have left, people are busy dismantling booths and packing boxes, and the few remaining participants are fidgety and sitting on their suitcases (there may have been more suitcases than people in the main area that day!), cafés are minimally staffed or simply closed. Hence not the best time-slot to deliver one’s talk! Still, a few dozen people attended our session. The session topic was Bridge the Gap: Differential Privacy and Statistical Analysis, organised by Bei Jiang whom I met last summer in Kelowna, at a BIRS workshop on privacy. Where I spoke on setting up a complete decision-theoretic framework, as developed (and still in development) within our Ocean group, esp. Joshua Bon, Stan du Ché, and Judith Rousseau. (Rather than on the original plan of talking about convergence versus privacy, as a criticism of differential privacy.) The other talks were by Shurong Li, strongly set with differential privacy when record linkage is present, and Xuan Bi on a fully decentralised federated learning with local exchanges of global gradients that limit privacy leaks. (With a mention of gossip learning I hadn’t seen previously!)

I enjoyed even more the session due to Naisyin Wang giving a discussion on the three talks, in  closes the particular because I had not seen her in years, if a few times since she was my teaching assistant in Cornell in a Bayesian decision theory class I was building on the spot (with Linda Zhao as a student!). Which nicely closes the loop given the topic of my talk, of which she was quite supportive! While calling for debiasing post-processing and wondering about a two-dimensional decision theoretic perspective rather than a unidimensional one under hard privacy constraints.

On the way out, after parting from the few friends remaining in the convention centre, I spotted the nearby (steel) bridge being raised, although I could not see the boat responsible for it. I had been unaware of this possibility while running over and under it, as well as swimming thrice under it. And we left Portland in the early afternoon, heading for Seattle and a celebration of Adrian Raftery’s career.

Arrowleaf Cellars [pinot noir]

Posted in Statistics with tags , , , , , , , , , , on October 20, 2023 by xi'an

Arrowleaf pinot noir

Posted in Mountains, pictures, Travel, Wines with tags , , , , , , on September 20, 2023 by xi'an

approximate computation for exact statistical inference from differentially private data

Posted in Books, Mountains, pictures, Running, Statistics, Travel, University life with tags , , , , , , , , , , , , , on September 10, 2023 by xi'an

“the employment of ABC for differentially private data serendipitously eradicates the “approximate” nature of the resulting posterior  samples, which otherwise would be the case if the data were noise-free.”

In parallel or conjunction with the 23w5601 workshop, I was reading some privacy literature and came across this Exact inference with approximate computation for differentially private data via perturbation by Ruobin Gong  that appeared in the Journal of Privacy and Confidentiality last year (2022). When differential privacy is implemented by perturbation, i.e. by replacing the private data with a randomised, usually Gaussian, version, the exact posterior distribution is a convolution which, if unavailable, can be approximated by a standard ABC step. Which, most interestingly does not impact the accuracy of the (public) posterior, i.e. it does not modify this posterior when the probability of acceptance in ABC is the density of the perturbation noise at the public data given the pseudo-data. Which follows from the 1984 introduction of the ABC idea. On the opposite, EM does not enjoy an exact version, as the E step must be (unbiasedly) approximated by a Monte Carlo representation that relies on the same ABC algorithm. Which usually makes the M step harder, although a Monte Carlo version of the gradient is also available.

23w5106 [group picture]

Posted in Mountains, pictures, Travel, University life with tags , , , , , , , on August 27, 2023 by xi'an