[Turkmath:2654] MSGSÜ Matematik Bölümü Semineri - Sinan Yıldırım - 09.11.2017, 16:00

Ozgur Martin ozgurmartin at gmail.com
Tue Nov 7 10:14:24 UTC 2017


Değerli liste üyeleri,

*9 Kasım, Perşembe* günü *16:00*'da MSGSÜ Matematik Bölüm Seminerinde,
Sabancı Üniversitesinden *Sinan Yıldırım*, "*On the Use of Penalty MCMC for
Differential Privacy*" başlıklı bir konuşma verecektik. Konuşmanın özeti
aşağıdadır.

Seminerde görüşmek üzere,
Özgür Martin

*Title:* On the Use of Penalty MCMC for Differential Privacy

*Abstract: *We view the penalty algorithm of Ceperley and Dewing (1999), a
Markov chain Monte Carlo (MCMC) algorithm for Bayesian inference, in the
context of data privacy. Specifically, we study differential privacy of the
penalty algorithm and advocate its use for data privacy. We show that in
the simple model of independent observations the algorithm has desirable
convergence and privacy properties that scale with data size. Two special
cases are also investigated and privacy preserving schemes are proposed for
those cases: (i) Data are distributed among several data owners who are
interested in the inference of a common parameter while preserving their
data privacy. (ii) The data likelihood belongs to an exponential family.
The results of our numerical experiments on the Beta-Bernoulli and the
logistic regression models agree with the theoretical results.
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