Reviews: Renyi Differential Privacy Mechanisms for Posterior Sampling

This paper analyzes the privacy cost of posterior sampling for exponential family posteriors and generalized linear models by using the recently proposed privacy definition of Renyi-DP. Specifically, they applied the privacy analyses to two domains and presented experimental results for Beta-Bernoulli sampling and Bayesian Logistic Regression. In my opinion, the privacy analyses that the paper considers can be interesting and valuable for the community. But, the paper does not motivate enough the necessity of the usage of Renyi-DP. It is a relaxed notion of pure DP like CDP and z-CDP but the readers cannot learn from the paper that when they can use it or why should they use it.