差分隐私协变量平衡因果推断
Differentially Private Covariate Balancing Causal Inference
Yuki Ohnishi, Jordan Awan
AI 速览：提出一种差分隐私两阶段协变量平衡加权估计器，在保护隐私的同时从观察数据中推断因果效应，并提供统计保证。
Differential privacy is the leading mathematical framework for privacy protection, providing a probabilistic guarantee that safeguards individuals' private information when publishing statistics from a dataset. This guarantee is achieved by applying a randomized algorithm to the original data, which introduces unique challenges in data analysis by distorting inherent patterns. In particular, causal inference using observational data while preserving privacy is challenging because it requires a good covariate balance between treatment groups, but checking the covariate balance is challenging when privacy is a primary concern because releasing any statistic (e.g., t-statistic) for the balance check compromises privacy. Additionally, the performance of the privatized estimator critically depends on the choice of differential privacy mechanisms, and it remains unexplored how privacy-protecting causal inference could be conducted with observational data. In this article, we present a differentially private two-stage covariate balancing weighting estimator to infer causal effects from observational data. Our algorithm produces both point and interval estimators with statistical guarantees, such as covariate balance, rate optimality, and oracle budget allocation, under a given privacy budget.