Analyzing the Differentially Private Theil-Sen Estimator for Simple Linear Regression

07/27/2022

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by   Jayshree Sarathy, et al.

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In this paper, we focus on differentially private point and interval estimators for simple linear regression. Motivated by recent work that highlights the strong empirical performance of a robust algorithm called , we provide a theoretical analysis of its privacy and accuracy guarantees, offer guidance on setting hyperparameters, and show how to produce differentially private confidence intervals for the slope.