Private Private Information
Pith reviewed 2026-05-24 12:37 UTC · model grok-4.3
The pith
Private private signals inform about a state while carrying no information about each other, and the paper characterizes the versions that maximize informativeness under this constraint.
A machine-rendered reading of the paper's core claim, the machinery that carries it, and where it could break.
Core claim
Private private signals contain information about the state but not about other signals. The paper characterizes those that are optimal in the sense that they cannot be made more informative without violating privacy.
What carries the argument
Private private signals, defined by mutual independence in their joint distribution while each depends on the unknown state; the characterization of those that maximize informativeness subject to this condition.
If this is right
- Recommendation systems can issue signals that inform users about a state without the signals informing each other.
- Information design problems admit solutions that use optimal private private signals to respect privacy while delivering information.
- Causal inference can employ private private signals as independent observations of the underlying state.
- Mechanism design can incorporate private private signals to provide or elicit information without cross-signal leakage.
Where Pith is reading between the lines
- The characterization could be used to design experiments that generate independent yet state-dependent observations.
- Real-world data sets could be checked to see whether observed signals satisfy the private private property.
- The same construction might extend to settings with repeated interactions or multiple related states.
Load-bearing premise
It is possible to construct signals whose joint distribution satisfies the privacy condition while still depending on the unknown state.
What would settle it
A concrete family of mutually independent signals, each depending on the state, whose informativeness about the state strictly exceeds that of the paper's characterized optimal family.
Figures
read the original abstract
Private signals model noisy information about an unknown state. Although these signals are called "private," they may still carry information about each other. Our paper introduces the concept of private private signals, which contain information about the state but not about other signals. To achieve privacy, signal quality may need to be sacrificed. We study the informativeness of private private signals and characterize those that are optimal in the sense that they cannot be made more informative without violating privacy. We discuss implications for privacy in recommendation systems, information design, causal inference, and mechanism design.
Editorial analysis
A structured set of objections, weighed in public.
Referee Report
Summary. The paper introduces 'private private signals' as signals that convey information about an unknown state but are unconditionally independent of each other (no information about other signals). It studies the informativeness of such signals and characterizes those that are optimal in the sense that they cannot be made more informative without violating the privacy condition. The paper discusses implications for privacy in recommendation systems, information design, causal inference, and mechanism design.
Significance. If non-trivial examples exist and the characterization is valid, the results could inform settings where signals must remain independent while still depending on a common state, with potential applications in mechanism design and privacy-preserving information structures. However, the significance is limited by the unresolved question of existence for standard (scalar) state spaces.
major comments (2)
- [Abstract] Abstract: the central claim of characterizing 'optimal' private private signals that cannot be made more informative without violating privacy presupposes the existence of non-trivial signals satisfying both I(S_i; Θ) > 0 and unconditional independence I(S_i; S_j) = 0. For a scalar state Θ this is typically impossible, since E[S1 S2] = E[E[S1|Θ] E[S2|Θ]] induces correlation unless the conditional expectations are constant (rendering signals uninformative). The characterization therefore rests on either a non-standard privacy definition or an implicit multi-dimensional state; neither is secured in the provided text.
- [Abstract] The weakest assumption (that signals can be constructed to satisfy the privacy condition while depending on the state) is load-bearing for all subsequent results on optimality and informativeness. Without an explicit construction, example, or state-space assumption (e.g., independent components of Θ), the optimality characterization cannot be evaluated.
Simulated Author's Rebuttal
We thank the referee for their detailed reading and constructive comments. We address the concerns regarding existence of non-trivial private private signals and the need for explicit state-space assumptions and constructions below. These points will be clarified in a revised manuscript.
read point-by-point responses
-
Referee: [Abstract] Abstract: the central claim of characterizing 'optimal' private private signals that cannot be made more informative without violating privacy presupposes the existence of non-trivial signals satisfying both I(S_i; Θ) > 0 and unconditional independence I(S_i; S_j) = 0. For a scalar state Θ this is typically impossible, since E[S1 S2] = E[E[S1|Θ] E[S2|Θ]] induces correlation unless the conditional expectations are constant (rendering signals uninformative). The characterization therefore rests on either a non-standard privacy definition or an implicit multi-dimensional state; neither is secured in the provided text.
Authors: We agree that the covariance argument shows non-trivial examples are typically impossible for a scalar state under many common distributions. Our framework is formulated for a general state space Θ, which includes the multi-dimensional case with independent components. In this setting, non-trivial private private signals exist (e.g., each signal can be informative about a distinct component). We will revise the abstract and add an explicit statement of the state-space assumption in Section 2 to make this clear. revision: yes
-
Referee: [Abstract] The weakest assumption (that signals can be constructed to satisfy the privacy condition while depending on the state) is load-bearing for all subsequent results on optimality and informativeness. Without an explicit construction, example, or state-space assumption (e.g., independent components of Θ), the optimality characterization cannot be evaluated.
Authors: We acknowledge that an explicit construction and clearer state-space assumption would strengthen the paper and allow readers to evaluate the results more readily. In the revision we will add a simple example (two-dimensional Θ with independent components and binary signals) demonstrating existence, along with a dedicated paragraph in the introduction stating the maintained assumptions on Θ. revision: yes
Circularity Check
No circularity; characterization rests on external definitions of privacy and informativeness
full rationale
The provided abstract and description introduce the concept of private private signals and state that the paper characterizes optimal ones. No equations, self-citations, fitted parameters, or derivation steps are visible that reduce a claimed result to its own inputs by construction. The skeptic concern about existence for scalar states is a potential correctness or modeling issue, not a circularity in the derivation chain. The paper appears self-contained against external benchmarks of information theory.
Axiom & Free-Parameter Ledger
Reference graph
Works this paper leans on
-
[1]
N. I. Al-Najjar and R. Smorodinsky. Pivotal players and the characterization of influence. Journal of Economic Theory, 92 0 (2): 0 318--342, 2000
work page 2000
-
[2]
C. Aliprantis and K. Border. Infinite Dimensional Analysis: A Hitchhiker’s Guide (3rd Edition). Springer Berlin Heidelberg New York, 2006
work page 2006
- [3]
-
[4]
D. Bergemann and S. Morris. Bayes correlated equilibrium and the comparison of information structures in games. Theoretical Economics, 11 0 (2): 0 487--522, 2016
work page 2016
-
[5]
D. Bergemann, B. Brooks, and S. Morris. First-price auctions with general information structures: Implications for bidding and revenue. Econometrica, 85 0 (1): 0 107--143, 2017
work page 2017
- [6]
-
[7]
B. Brooks and S. Du. Optimal auction design with common values: An informationally robust approach. Econometrica, 89 0 (3): 0 1313--1360, 2021
work page 2021
-
[8]
K. Burdzy and S. Pal. Contradictory predictions. arXiv preprint arXiv:1912.00126, 2019
-
[9]
K. Burdzy and J. Pitman. Bounds on the probability of radically different opinions. Electronic Communications in Probability, 25, 2020
work page 2020
-
[10]
B. C elen and S. Kariv. Distinguishing informational cascades from herd behavior in the laboratory. American Economic Review, 94 0 (3): 0 484--498, 2004 a
work page 2004
-
[11]
B. C elen and S. Kariv. Observational learning under imperfect information. Games and Economic Behavior, 47 0 (1): 0 72--86, 2004 b
work page 2004
-
[12]
S. Cichomski and A. Os e kowski. The maximal difference among expert’s opinions. Electronic Journal of Probability, 26: 0 1--17, 2021
work page 2021
- [13]
- [14]
-
[15]
J. Feigenbaum, L. Fortnow, D. M. Pennock, and R. Sami. Computation in a distributed information market. In Proceedings of the 4th ACM Conference on Electronic Commerce, pages 156--165, 2003
work page 2003
-
[16]
P. Fishburn, J. Lagarias, J. Reeds, and L. A. Shepp. Sets uniquely determined by projections on axes i. continuous case. SIAM Journal on Applied Mathematics, 50 0 (1): 0 288--306, 1990
work page 1990
-
[17]
F. Forges. Correlated equilibrium in two-person zero-sum games. Econometrica, 58 0 (2): 0 515, 1990
work page 1990
-
[18]
D. Gale. What have we learned from social learning? European Economic Review, 40 0 (3-5): 0 617--628, 1996
work page 1996
-
[19]
R. J. Gardner. Geometric Tomography. Cambridge University Press, 1995
work page 1995
-
[20]
A. Gershkov, J. K. Goeree, A. Kushnir, B. Moldovanu, and X. Shi. On the equivalence of Bayesian and dominant strategy implementation. Econometrica, 81 0 (1): 0 197--220, 2013
work page 2013
-
[21]
S. Gutmann, J. Kemperman, J. Reeds, and L. A. Shepp. Existence of probability measures with given marginals. The Annals of Probability, pages 1781--1797, 1991
work page 1991
-
[22]
L. Hong and S. Page. Interpreted and generated signals. Journal of Economic Theory, 144 0 (5): 0 2174--2196, 2009
work page 2009
-
[23]
D. Janzing, D. Balduzzi, M. Grosse-Wentrup, and B. Sch \"o lkopf. Quantifying causal influences. The Annals of Statistics, 41 0 (5): 0 2324--2358, 2013
work page 2013
-
[24]
J. Kahn, G. Kalai, and N. Linial. The influence of variables on boolean functions. In Proceedings of the 29th Annual Symposium on Foundations of Computer Science, pages 68--80, 1988
work page 1988
-
[25]
H. G. Kellerer. Uniqueness in bounded moment problems. Transactions of the American Mathematical Society, 336 0 (2): 0 727--757, 1993
work page 1993
- [26]
-
[27]
G. Lorentz. A problem of plane measure. American Journal of Mathematics, 71 0 (2): 0 417--426, 1949
work page 1949
-
[28]
F. Mat e jka and A. McKay. Rational inattention to discrete choices: A new foundation for the multinomial logit model. American Economic Review, 105 0 (1): 0 272--98, 2015
work page 2015
-
[29]
L. Mathevet, J. Perego, and I. Taneva. On information design in games. Journal of Political Economy, 2020
work page 2020
- [30]
- [31]
- [32]
-
[33]
J. Pearl. Causality: Models, Reasoning and Inference. Cambridge University Press, 2009
work page 2009
-
[34]
A. Shamir. How to share a secret. Communications of the ACM, 22 0 (11): 0 612--613, 1979
work page 1979
-
[35]
C. Sims. Rational inattention and monetary economics. Handbook of Monetary Economics, 3: 0 155--181, 2010
work page 2010
-
[36]
I. Taneva. Information design. American Economic Journal: Microeconomics, 11 0 (4): 0 151--85, 2019
work page 2019
-
[37]
Y. Viossat. Is having a unique equilibrium robust? Journal of Mathematical Economics, 44 0 (11): 0 1152--1160, 2008
work page 2008
-
[38]
G. Winkler. Extreme points of moment sets. Mathematics of Operations Research, 13 0 (4): 0 581--587, 1988
work page 1988
discussion (0)
Sign in with ORCID, Apple, or X to comment. Anyone can read and Pith papers without signing in.