Optimal Schemes for Discrete Distribution Estimation Under Locally Differential Privacy.

We consider the minimax estimation problem of a discrete distribution with support size $k$ under privacy constraints. A privatization scheme is applied to each raw sample independently, and we need to estimate the distribution of the raw samples from the privatized samples. A positive number $\epsilon $ measures the privacy level of a privatization scheme. For a given $\epsilon $ , we consider the problem of constructing optimal privatization schemes with $\epsilon $ -privacy level, i.e., schemes that minimize the expected estimation loss for the worst-case distribution. Two schemes known in the literature provide order optimal performance in the high privacy regime where $\epsilon $ is very close to 0, and in the low privacy regime where $e^{\epsilon }\approx k$ , respectively. In this paper, we propose a new family of schemes which substantially improve the performance of the existing schemes in the medium privacy regime when $1\ll e^{\epsilon } \ll k$. More concretely, we prove that when $3.8 < \epsilon <\ln (k/9) $ , our schemes reduce the expected estimation loss by 50% under $\ell _{2}^{2}$ metric and by 30% under $\ell _{1}$ metric over the existing schemes. We also prove a lower bound for the region $e^{\epsilon } \ll k$ , which implies that our schemes are order optimal in this regime. [ABSTRACT FROM AUTHOR]