While differential privacy (DP) offers strong theoretical privacy guarantees, implementations of DP mechanisms may be vulnerable to side-channel attacks, such as timing attacks. When sampling methods such as MCMC or rejection sampling are used to implement a privacy mechanism, the runtime can leak private information. We characterize the additional privacy cost due to the runtime of a rejection sampler in terms of both $(\epsilon,\delta)$-DP as well as $f$-DP. We also show that unless the acceptance probability is constant across databases, the runtime of a rejection sampler does not satisfy $\epsilon$-DP for any $\epsilon$. We show that there is a similar breakdown in privacy with adaptive rejection samplers. We propose three modifications to the rejection sampling algorithm, with varying assumptions, to protect against timing attacks by making the runtime independent of the data. The modification with the weakest assumptions is an approximate sampler, introducing a small increase in the privacy cost, whereas the other modifications give perfect samplers. We also use our techniques to develop an adaptive rejection sampler for log-Hölder densities, which also has data-independent runtime. We give several examples of DP mechanisms that fit the assumptions of our methods and can thus be implemented using our samplers.

Differentially private mechanisms protect privacy by introducing additional randomness into the data. Restricting access to only the privatized data makes it challenging to perform valid statistical inference on parameters underlying the confidential data. Specifically, the likelihood function of the privatized data requires integrating over the large space of confidential databases and is typically intractable. For Bayesian analysis, this results in a posterior distribution that is doubly intractable, rendering traditional MCMC techniques inapplicable. We propose an MCMC framework to perform Bayesian inference from the privatized data, which is applicable to a wide range of statistical models and privacy mechanisms. Our MCMC algorithm augments the model parameters with the unobserved confidential data, and alternately updates each one. For the potentially challenging step of updating the confidential data, we propose a generic approach that exploits the privacy guarantee of the mechanism to ensure efficiency. We give results on the computational complexity, acceptance rate, and mixing properties of our MCMC. We illustrate the efficacy and applicability of our methods on a naïve-Bayes log-linear model and on a linear regression model.