F. Roueff

On the privacy cost for dependent Gaussian data: spectral density estimation under local differential privacy

A minimax lower bound is established showing that, over Sobolev-type classes of spectral densities, the effective sample size in the high-privacy regime is $N\alpha^4$ rather than the usual $N\alpha^2$ arising for independent observations, and classical asymptotic equivalence with an independent Gaussian experiment gen...