A Correlated Noise-assisted Decentralized Differentially Private Estimation Protocol, and its application to fMRI Source Separation.

Blind source separation algorithms such as independent component analysis (ICA) are widely used in the analysis of neuroimaging data. To leverage larger sample sizes, different data holders/sites may wish to collaboratively learn feature representations. However, such datasets are often privacy-sensitive, precluding centralized analyses that pool the data at one site. In this work, we propose a differentially private algorithm for performing ICA in a decentralized data setting. Due to the high dimension and small sample size, conventional approaches to decentralized differentially private algorithms suffer in terms of utility. When centralizing the data is not possible, we investigate the benefit of enabling limited collaboration in the form of generating jointly distributed random noise. We show that such (anti) correlated noise improves the privacy-utility trade-off, and can reach the same level of utility as the corresponding non-private algorithm for certain parameter choices. We validate this benefit using synthetic and real neuroimaging datasets. We conclude that it is possible to achieve meaningful utility while preserving privacy, even in complex signal processing systems.