Reviews: Differentially Private Markov Chain Monte Carlo

This work provides a detailed Renyi DP analysis of a modified MCMC acceptance test, and empirically demonstrates its efficacy. Originality: the RDP analysis and modified acceptance test is a novel contribution. Quality: the work is a complete piece on exploring this MCMC method, with a detailed analysis and experiments. Clarity: the work is fairly clearly written, but it can be easy to lose track of exactly what parameters remain as choices to be tuned in a list of various corrective factors and approximations. Significance: the work gives an MCMC method with privacy without convergence, which permits privacy guarantees to be given over a multitude of problems without doubts or guess work about when to stop the chain.