Sharp Minimax Rates for Smooth Two-Sample Testing under Central Differential Privacy

Abstract

We establish sharp minimax limits for two-sample testing of H\"older-smooth densities under central differential privacy. Given two independent samples, the goal is to decide whether the underlying distributions are identical or separated in $L_1$ distance, while releasing only an $\varepsilon$-differentially private decision. We show that privacy changes the classical smooth-testing boundary through multiple regimes: the optimal separation radius is the maximum of four terms, consisting of the classical nonprivate rate and three distinct privacy-induced barriers. Which barrier is active depends on the privacy budget and the smoothness-to-dimension ratio, yielding a sharp phase diagram. Our upper bound discretizes the samples, applies a private discrete two-sample test to the resulting histograms, and chooses the bin resolution to balance approximation bias, sampling fluctuations, and privacy noise. The procedure also admits a permutation-calibrated implementation with finite-sample type~I error control. For the lower bounds, we combine smooth perturbation constructions with privacy-specific coupling and transport inequalities, showing that all four terms are unavoidable. Finally, when the smoothness is unknown, we develop a multiscale private test that attains the optimal adaptive rate and prove a matching lower bound. Adaptation costs exactly an iterated-logarithmic factor, and this cost appears only in the classical nonprivate term.