论文标题

私人估计霍克斯流程

Differentially Private Estimation of Hawkes Process

论文作者

Zuo, Simiao, Liu, Tianyi, Zhao, Tuo, Zha, Hongyuan

论文摘要

点过程模型在现实世界应用中非常重要。在某些关键应用程序中,对点过程模型的估计涉及来自用户的大量敏感个人数据。隐私问题自然存在,这些文献尚未解决。为了弥合这个明显的差距,我们提出了第一个针对点过程模型的第一个一般差异私人估计程序。具体来说,我们以霍克斯的流程为例,并根据霍克斯流程的离散表示,对事件流数据进行了严格的差异隐私定义。然后,我们提出了两种差异性优化算法,可以有效地估算霍克斯流程模型,并在两个不同的设置下具有所需的隐私和效用保证。提供实验以支持我们的理论分析。

Point process models are of great importance in real world applications. In certain critical applications, estimation of point process models involves large amounts of sensitive personal data from users. Privacy concerns naturally arise which have not been addressed in the existing literature. To bridge this glaring gap, we propose the first general differentially private estimation procedure for point process models. Specifically, we take the Hawkes process as an example, and introduce a rigorous definition of differential privacy for event stream data based on a discretized representation of the Hawkes process. We then propose two differentially private optimization algorithms, which can efficiently estimate Hawkes process models with the desired privacy and utility guarantees under two different settings. Experiments are provided to back up our theoretical analysis.

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