Differentially Private Markov Chain Monte Carlo
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Abstract (arXiv)
Recent developments in differentially private (DP) machine learning and DP Bayesian learning have enabled learning under strong privacy guarantees for the training data subjects. In this paper, we further extend the applicability of DP Bayesian learning by presenting the first general DP Markov chain Monte Carlo (MCMC) algorithm whose privacy-guarantees are not subject to unrealistic assumptions on Markov chain convergence and that is applicable to posterior inference in arbitrary models. Our algorithm is based on a decomposition of the Barker acceptance test that allows evaluating the R'enyi DP privacy cost of the accept-reject choice. We further show how to improve the DP guarantee through data subsampling and approximate acceptance tests.
Key facts. Cited by 18 papers in the map (data through 14 Oct 2026). First posted on arXiv 29 Jan 2019.
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Citing papers per year: 2021: 3; 2022: 5; 2023: 5; 2024: 3; 2025: 2.
18 papers.
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- 2022Noise-Aware Statistical Inference with Differentially Private Synthetic Datacited by 9
- 2021Differentially Private Bayesian Neural Networks on Accuracy, Privacy and Reliabilitycited by 6
- 2023Protect Your Score: Contact Tracing With Differential Privacy Guaranteescited by 5
- 2021Gaussian Processes with Differential Privacycited by 3
- 2022Statistic Selection and MCMC for Differentially Private Bayesian Estimationcited by 3
- 2022Sharper Utility Bounds for Differentially Private Modelscited by 3
- 2023DP-Fast MH: Private, Fast, and Accurate Metropolis-Hastings for Large-Scale Bayesian Inferencecited by 3
- 2022Differentially private partitioned variational inferencecited by 2
- 2021Locally Differentially Private Bayesian Inferencecited by 1
- 2023Differentially Private Online Bayesian Estimation With Adaptive Truncationcited by 1
- 2023Differentially Private Distributed Bayesian Linear Regression with MCMCcited by 1
- 2023Differentially Private Statistical Inference through β-Divergence One Posterior Samplingcited by 1
6 more
- 2024Differentially private Bayesian testscited by 1
- 2022Robust One Round Federated Learning with Predictive Space Bayesian Inferencecited by 0
- 2024Noise-Aware Differentially Private Variational Inferencecited by 0
- 2024Federated and differentially private estimation of KL divergencecited by 0
- 2025Differential privacy guarantees of Markov chain Monte Carlo algorithmscited by 0
- 2025Differentially Private Geodesic Regressioncited by 0
- 2025Differentially Private Geodesic Regression15 Apr 2025
- 2025Differential privacy guarantees of Markov chain Monte Carlo algorithms24 Feb 2025
- 2024Federated and differentially private estimation of KL divergence25 Nov 2024
- 2024Noise-Aware Differentially Private Variational Inference25 Oct 2024
- 2024Differentially private Bayesian tests27 Jan 2024
- 2023Protect Your Score: Contact Tracing With Differential Privacy Guarantees18 Dec 2023
- 2023Differentially Private Statistical Inference through β-Divergence One Posterior Sampling11 Jul 2023
- 2023DP-Fast MH: Private, Fast, and Accurate Metropolis-Hastings for Large-Scale Bayesian Inference10 Mar 2023
- 2023Differentially Private Distributed Bayesian Linear Regression with MCMC31 Jan 2023
- 2023Differentially Private Online Bayesian Estimation With Adaptive Truncation19 Jan 2023
- 2022Differentially private partitioned variational inference23 Sep 2022
- 2022Robust One Round Federated Learning with Predictive Space Bayesian Inference20 Jun 2022
6 more
- 2022Noise-Aware Statistical Inference with Differentially Private Synthetic Data28 May 2022
- 2022Sharper Utility Bounds for Differentially Private Models22 Apr 2022
- 2022Statistic Selection and MCMC for Differentially Private Bayesian Estimation24 Mar 2022
- 2021Locally Differentially Private Bayesian Inference27 Oct 2021
- 2021Differentially Private Bayesian Neural Networks on Accuracy, Privacy and Reliability18 Jul 2021
- 2021Gaussian Processes with Differential Privacy1 Jun 2021
- 2022Noise-Aware Statistical Inference with Differentially Private Synthetic Datacited by 9
- 2021Differentially Private Bayesian Neural Networks on Accuracy, Privacy and Reliabilitycited by 6
- 2023Protect Your Score: Contact Tracing With Differential Privacy Guaranteescited by 5
- 2021Gaussian Processes with Differential Privacycited by 3
- 2022Statistic Selection and MCMC for Differentially Private Bayesian Estimationcited by 3
- 2022Sharper Utility Bounds for Differentially Private Modelscited by 3
- 2023DP-Fast MH: Private, Fast, and Accurate Metropolis-Hastings for Large-Scale Bayesian Inferencecited by 3
- 2022Differentially private partitioned variational inferencecited by 2
- 2021Locally Differentially Private Bayesian Inferencecited by 1
- 2023Differentially Private Online Bayesian Estimation With Adaptive Truncationcited by 1
- 2023Differentially Private Distributed Bayesian Linear Regression with MCMCcited by 1
- 2023Differentially Private Statistical Inference through β-Divergence One Posterior Samplingcited by 1
12 most cited of 18 All 18 (JSON)
- 2025Differentially Private Geodesic Regression15 Apr 2025
- 2025Differential privacy guarantees of Markov chain Monte Carlo algorithms24 Feb 2025
- 2024Federated and differentially private estimation of KL divergence25 Nov 2024
- 2024Noise-Aware Differentially Private Variational Inference25 Oct 2024
- 2024Differentially private Bayesian tests27 Jan 2024
- 2023Protect Your Score: Contact Tracing With Differential Privacy Guarantees18 Dec 2023
- 2023Differentially Private Statistical Inference through β-Divergence One Posterior Sampling11 Jul 2023
- 2023DP-Fast MH: Private, Fast, and Accurate Metropolis-Hastings for Large-Scale Bayesian Inference10 Mar 2023
- 2023Differentially Private Distributed Bayesian Linear Regression with MCMC31 Jan 2023
- 2023Differentially Private Online Bayesian Estimation With Adaptive Truncation19 Jan 2023
- 2022Differentially private partitioned variational inference23 Sep 2022
- 2022Robust One Round Federated Learning with Predictive Space Bayesian Inference20 Jun 2022
12 newest of 18 All 18 (JSON)