Sequential Change Detection for Multiple Data Streams with Differential Privacy

TL;DR

This paper introduces DP-SUM-CUSUM, a differentially private method for detecting change points in multiple data streams, balancing privacy guarantees with detection efficiency.

Contribution

It proposes a novel privacy-preserving change detection algorithm for multiple streams, with theoretical analysis and practical validation.

Findings

DP-SUM-CUSUM satisfies ε-differential privacy.

The method achieves bounded false alarm rates and detection delays.

Experimental results validate the approach on IoT datasets.

Abstract

Sequential change-point detection seeks to rapidly identify distributional changes in streaming data while controlling false alarms. Existing multi-stream detection methods typically rely on non-private access to raw observations or intermediate statistics, limiting their usage in privacy-sensitive settings. We study sequential change-point detection for multiple data streams under differential privacy constraints. We consider multiple independent streams undergoing a synchronized change at an unknown time and in an unknown subset of streams, and propose DP-SUM-CUSUM, a differentially private detection procedure based on the summation of per-stream CUSUM statistics with calibrated Laplace noise injection. We show that DP-SUM-CUSUM satisfies sequential $\varepsilon$-differential privacy and derive bounds on the average run length to false alarm and the worst-case average detection delay, explicitly characterizing the privacy--efficiency tradeoff. A truncation-based extension is also presented to handle distributional shifts with unbounded log-likelihood ratios. Simulations and experiments on an Internet of Things (IoT) botnet dataset validate the proposed approach.