Context-Aware Generative Adversarial Privacy

Preserving the utility of published datasets while simultaneously providing provable privacy guarantees is a well-known challenge. On the one hand, context-free privacy solutions, such as differential privacy, provide strong privacy guarantees, but often lead to a significant reduction in utility. On the other hand, context-aware privacy solutions, such as information theoretic privacy, achieve an improved privacy-utility tradeoff, but assume that the data holder has access to dataset statistics. We circumvent these limitations by introducing a novel context-aware privacy framework called generative adversarial privacy (GAP). GAP leverages recent advancements in generative adversarial networks (GANs) to allow the data holder to learn privatization schemes from the dataset itself. Under GAP, learning the privacy mechanism is formulated as a constrained minimax game between two players: a privatizer that sanitizes the dataset in a way that limits the risk of inference attacks on the individuals' private variables, and an adversary that tries to infer the private variables from the sanitized dataset. To evaluate GAP's performance, we investigate two simple (yet canonical) statistical dataset models: (a) the binary data model, and (b) the binary Gaussian mixture model. For both models, we derive game-theoretically optimal minimax privacy mechanisms, and show that the privacy mechanisms learned from data (in a generative adversarial fashion) match the theoretically optimal ones. This demonstrates that our framework can be easily applied in practice, even in the absence of dataset statistics.Comment: Improved version of a paper accepted by Entropy Journal, Special Issue on Information Theory in Machine Learning and Data Scienc

Towards Machine Wald

The past century has seen a steady increase in the need of estimating and predicting complex systems and making (possibly critical) decisions with limited information. Although computers have made possible the numerical evaluation of sophisticated statistical models, these models are still designed \emph{by humans} because there is currently no known recipe or algorithm for dividing the design of a statistical model into a sequence of arithmetic operations. Indeed enabling computers to \emph{think} as \emph{humans} have the ability to do when faced with uncertainty is challenging in several major ways: (1) Finding optimal statistical models remains to be formulated as a well posed problem when information on the system of interest is incomplete and comes in the form of a complex combination of sample data, partial knowledge of constitutive relations and a limited description of the distribution of input random variables. (2) The space of admissible scenarios along with the space of relevant information, assumptions, and/or beliefs, tend to be infinite dimensional, whereas calculus on a computer is necessarily discrete and finite. With this purpose, this paper explores the foundations of a rigorous framework for the scientific computation of optimal statistical estimators/models and reviews their connections with Decision Theory, Machine Learning, Bayesian Inference, Stochastic Optimization, Robust Optimization, Optimal Uncertainty Quantification and Information Based Complexity.Comment: 37 page

From Wald to Savage: homo economicus becomes a Bayesian statistician

Bayesian rationality is the paradigm of rational behavior in neoclassical economics. A rational agent in an economic model is one who maximizes her subjective expected utility and consistently revises her beliefs according to Bayes’s rule. The paper raises the question of how, when and why this characterization of rationality came to be endorsed by mainstream economists. Though no definitive answer is provided, it is argued that the question is far from trivial and of great historiographic importance. The story begins with Abraham Wald’s behaviorist approach to statistics and culminates with Leonard J. Savage’s elaboration of subjective expected utility theory in his 1954 classic The Foundations of Statistics. It is the latter’s acknowledged fiasco to achieve its planned goal, the reinterpretation of traditional inferential techniques along subjectivist and behaviorist lines, which raises the puzzle of how a failed project in statistics could turn into such a tremendous hit in economics. A couple of tentative answers are also offered, involving the role of the consistency requirement in neoclassical analysis and the impact of the postwar transformation of US business schools.Savage, Wald, rational behavior, Bayesian decision theory, subjective probability, minimax rule, statistical decision functions, neoclassical economics

Robust State Space Filtering under Incremental Model Perturbations Subject to a Relative Entropy Tolerance

This paper considers robust filtering for a nominal Gaussian state-space model, when a relative entropy tolerance is applied to each time increment of a dynamical model. The problem is formulated as a dynamic minimax game where the maximizer adopts a myopic strategy. This game is shown to admit a saddle point whose structure is characterized by applying and extending results presented earlier in [1] for static least-squares estimation. The resulting minimax filter takes the form of a risk-sensitive filter with a time varying risk sensitivity parameter, which depends on the tolerance bound applied to the model dynamics and observations at the corresponding time index. The least-favorable model is constructed and used to evaluate the performance of alternative filters. Simulations comparing the proposed risk-sensitive filter to a standard Kalman filter show a significant performance advantage when applied to the least-favorable model, and only a small performance loss for the nominal model

Cores of Cooperative Games in Information Theory

Cores of cooperative games are ubiquitous in information theory, and arise most frequently in the characterization of fundamental limits in various scenarios involving multiple users. Examples include classical settings in network information theory such as Slepian-Wolf source coding and multiple access channels, classical settings in statistics such as robust hypothesis testing, and new settings at the intersection of networking and statistics such as distributed estimation problems for sensor networks. Cooperative game theory allows one to understand aspects of all of these problems from a fresh and unifying perspective that treats users as players in a game, sometimes leading to new insights. At the heart of these analyses are fundamental dualities that have been long studied in the context of cooperative games; for information theoretic purposes, these are dualities between information inequalities on the one hand and properties of rate, capacity or other resource allocation regions on the other.Comment: 12 pages, published at http://www.hindawi.com/GetArticle.aspx?doi=10.1155/2008/318704 in EURASIP Journal on Wireless Communications and Networking, Special Issue on "Theory and Applications in Multiuser/Multiterminal Communications", April 200