Contraction of Locally Differentially Private Mechanisms

We investigate the contraction properties of locally differentially private mechanisms. More specifically, we derive tight upper bounds on the divergence between PK and QK output distributions of an ε-LDP mechanism K in terms of a divergence between the corresponding input distributions P and Q, respectively. Our first main technical result presents a sharp upper bound on the chi2-divergence chi2(PK|QK) in terms of chi2(P|Q) and varepsilon. We also show that the same result holds for a large family of divergences, including KL-divergence and squared Hellinger distance. The second main technical result gives an upper bound on chi2(PK|QK) in terms of total variation distance mathsfTV(P, Q) and ε. We then utilize these bounds to establish locally private versions of the van Trees inequality, Le Cam's, Assouad's, and the mutual information methods, which are powerful tools for bounding minimax estimation risks. These results are shown to lead to better privacy analyses than the state-of-the-arts in several statistical problems such as entropy and discrete distribution estimation, non-parametric density estimation, and hypothesis testing.