Differentially Private Estimation and Inference in High-Dimensional Regression with FDR Control
高维回归中的差分隐私估计与推断及FDR控制
This paper proposes new methodologies for conducting practical differentially private (DP) estimation and inference in high-dimensional linear regression. We first introduce a DP Bayesian Information Criterion (DP-BIC) for selecting the unknown sparsity parameter in differentially private sparse linear regression (DP-SLR), eliminating the need for prior knowledge of model sparsity, which is a requisite in the existing literature. Next, we develop the DP debiased algorithm…