Nonparametric spectral density estimation using interactive mechanisms under local differential privacy
局部差分隐私下利用交互机制进行非参数谱密度估计
We study the problem of estimating the spectral density of a centered stationary Gaussian time series under local differential privacy constraints. Specifically, we propose new interactive privacy mechanisms for three tasks: recovering a single covariance coefficient, recovering the spectral density at a fixed frequency, and global recovery. Our approach achieves faster rates through a two-stage process: we first apply the Laplace mechanism to the truncated value, and then…