Sequential Change Detection with Local Differential Privacy

Sequential change detection is a fundamental problem in statistics and signal processing, with the CUSUM procedure widely used to achieve minimax detection delay under a prescribed false alarm rate when pre- and post-change distributions are fully known. However, in many practical settings, raw observations cannot be shared with a trusted central curator, and privacy must be enforced at the data source, which prevents the computation of exact CUSUM statistics. We therefore introduce a local differentially private (DP) variant called LDP-CUSUM, which first applies a local DP mechanism to transform the raw data into privatized observations and then applies a CUSUM procedure to detect the change. We derive closed-form bounds on the average run length to false alarm and on the worst-case average detection delay, explicitly characterizing the tradeoff among privacy level, false alarm rate, and detection efficiency. Numerical simulations and a real-data case study were conducted to demonstrate the detection efficiency of our proposed LDP-CUSUM across various scenarios.