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arXiv:2501.14974 · v4

Private Minimum Hellinger Distance Estimation via Hellinger Distance Differential Privacy

首次提交 2025-01-25 07:15
版本更新 2026-11-02 09:40
雷达观测 2026-11-04 23:42
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摘要

Objective functions based on Hellinger distance yield robust and efficient estimators of model parameters. Motivated by privacy and regulatory requirements encountered in contemporary applications, we derive in this paper \emph{private minimum Hellinger distance estimators}. The estimators satisfy a new privacy constraint, namely, Hellinger differential privacy, while retaining the robustness and efficiency properties. We demonstrate that Hellinger differential privacy shares several features of standard differential privacy while allowing for sharper inference. Additionally, for computational purposes, we also develop Hellinger differentially private gradient descent and Newton-Raphson algorithms. We illustrate the behavior of our estimators in finite samples using numerical experiments and verify that they retain robustness properties under gross-error contamination.

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v4 · 2026-11-02 09:40 · 最新观测版本

Private Minimum Hellinger Distance Estimation via Hellinger Distance Differential Privacy

Objective functions based on Hellinger distance yield robust and efficient estimators of model parameters. Motivated by privacy and regulatory requirements encountered in contemporary applications, we derive in this paper \emph{private minimum Hellinger distance estimators}. The estimators satisfy a new privacy constraint, namely, Hellinger differential privacy, while retaining the robustness and efficiency properties. We demonstrate that Hellinger differential privacy shares several features of standard differential privacy while allowing for sharper inference. Additionally, for computational purposes, we also develop Hellinger differentially private gradient descent and Newton-Raphson algorithms. We illustrate the behavior of our estimators in finite samples using numerical experiments and verify that they retain robustness properties under gross-error contamination.

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