One-Shot Private Confidence Regions via Resampling

We propose a simple framework for constructing differentially private confidence regions in one shot, i.e., by adding noise only to the final resampling quantile instead of privatizing the estimator computed on each resample. The cost of privacy of our procedure is only logarithmic in the number of resamples B under with-replacement (m-out-of- n) sampling and independent of B under without replacement sampling (subsampling), avoiding the sqrt B factor that arises in previous works. We provide nonasymptotic Gaussian Differential Privacy (GDP) and utility guarantees for both subsampling and m-out-of- n resampling, covering mean-like estimators with small global sensitivity as well as estimators admitting efficiently computable smooth sensitivity bounds, including quantiles and degenerate U-statistics. This allows us to also obtain private confidence regions for degenerate U-statistics where the private error is much smaller than the non-private error. In all, we provide a toolbox for widely applicable DP uncertainty quantification procedures under popular resampling strategies while avoiding the computational and privacy costs of privatizing many intermediate resample statistics.