Abstract:While synthetic data hold great promise for privacy protection, their statistical analysis poses significant challenges that necessitate innovative solutions. The use of deep generative models (DGMs) for synthetic data generation is known to induce considerable bias and imprecision into synthetic data analyses, compromising their inferential utility as opposed to original data analyses. This bias and uncertainty can be substantial enough to impede statistical convergence rates, even in seemingly straightforward analyses like mean calculation. The standard errors of such estimators then exhibit slower shrinkage with sample size than the typical 1 over root-$n$ rate. This complicates fundamental calculations like p-values and confidence intervals, with no straightforward remedy currently available. In response to these challenges, we propose a new strategy that targets synthetic data created by DGMs for specific data analyses. Drawing insights from debiased and targeted machine learning, our approach accounts for biases, enhances convergence rates, and facilitates the calculation of estimators with easily approximated large sample variances. We exemplify our proposal through a simulation study on toy data and two case studies on real-world data, highlighting the importance of tailoring DGMs for targeted data analysis. This debiasing strategy contributes to advancing the reliability and applicability of synthetic data in statistical inference.
Abstract:The increasing interest in data sharing makes synthetic data appealing. However, the analysis of synthetic data raises a unique set of methodological challenges. In this work, we highlight the importance of inferential utility and provide empirical evidence against naive inference from synthetic data (that handles these as if they were really observed). We argue that the rate of false-positive findings (type 1 error) will be unacceptably high, even when the estimates are unbiased. One of the reasons is the underestimation of the true standard error, which may even progressively increase with larger sample sizes due to slower convergence. This is especially problematic for deep generative models. Before publishing synthetic data, it is essential to develop statistical inference tools for such data.