Asymptotic Anytime-Valid Quantile Inference under Local Differential Privacy
局部差分隐私下渐近随时有效的分位数推断
Sequential quantile inference is difficult under local differential privacy because every record is randomized before reaching the analyst and the limiting quantile variance depends on an unknown density. We develop an online procedure that combines randomized response with dynamically chained parallel stochastic gradient descent (P-SGD). The resulting Polyak--Ruppert estimator admits a strong Gaussian approximation. A cross-chain quadratic statistic, computed entirely from…