Lightweight Protocols for Distributed Private Quantile Estimation

Distributed data analysis is a large and growing field driven by a massive proliferation of user devices, and by privacy concerns surrounding the centralised storage of data. We consider two adaptive algorithms for estimating one quantile (e.g. the median) when each user holds a single data point lying in a domain [B] that can be queried once through a private mechanism; one under local differential privacy (LDP) and another for shuffle differential privacy (shuffle-DP). In the adaptive setting we present an ε-LDP algorithm which can estimate any quantile within error α only requiring O( log B ε 2 α 2 ) users, and an (ε, δ)-shuffle DP algorithm requiring only O(( 1 ε 2 + 1 α 2 ) log B) users. Prior (nonadaptive) algorithms require more users by several logarithmic factors in B. We further provide a matching lower bound for adaptive protocols, showing that our LDP algorithm is optimal in the low-ε regime. Additionally, we establish lower bounds against non-adaptive protocols which paired with our understanding of the adaptive case, proves a fundamental separation between these models. In this section, we will provide an algorithm for LDPstat-median using the state-of-the-art algorithm for MonotonicNBS. We prove the following: Theorem C.1. Let α ∈ 0, 1 4 and ε > 0. Suppose that the number of users n ≥ C log B