arXiv · 1801.03553
On the Noise-Information Separation of a Private Principal Component Analysis Scheme
Abstract
In a survey disclosure model, we consider an additive noise privacy mechanism and study the trade-off between privacy guarantees and statistical utility. Privacy is approached from two different but complementary viewpoints: information and estimation theoretic. Motivated by the performance of principal component analysis, statistical utility is measured via the spectral gap of a certain covariance matrix. This formulation and its motivation rely on classical results from random matrix theory. We prove some properties of this statistical utility function and discuss a simple numerical method to evaluate it.
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Mario Diaz, Shahab Asoodeh, Fady Alajaji, Tamás Linder, Serban Belinschi, James Mingo. 2018-01-10. On the Noise-Information Separation of a Private Principal Component Analysis Scheme. https://arxiv.org/abs/1801.03553
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