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For optimization on large-scale data, exactly calculating its solution may be computationally difficulty because of the large size of the data. In this paper we consider subsampled optimization for fast approximating the exact solution. In…

Machine Learning · Statistics 2018-04-11 Rong Zhu , Jiming Jiang

We study the problem of differentially private (DP) matrix completion under user-level privacy. We design a joint differentially private variant of the popular Alternating-Least-Squares (ALS) method that achieves: i) (nearly) optimal sample…

Machine Learning · Computer Science 2021-07-22 Steve Chien , Prateek Jain , Walid Krichene , Steffen Rendle , Shuang Song , Abhradeep Thakurta , Li Zhang

Frequency estimation, a.k.a. histograms, is a workhorse of data analysis, and as such has been thoroughly studied under differentially privacy. In particular, computing histograms in the \emph{local} model of privacy has been the focus of a…

Data Structures and Algorithms · Computer Science 2024-09-05 Clément L. Canonne , Abigail Gentle

We study differentially private (DP) algorithms for stochastic convex optimization: the problem of minimizing the population loss given i.i.d. samples from a distribution over convex loss functions. A recent work of Bassily et al. (2019)…

Machine Learning · Computer Science 2020-05-12 Vitaly Feldman , Tomer Koren , Kunal Talwar

We address the problem of estimating a random vector X from two sets of measurements Y and Z, such that the estimator is linear in Y. We show that the partially linear minimum mean squared error (PLMMSE) estimator does not require knowing…

Information Theory · Computer Science 2015-05-27 Tomer Michaeli , Daniel Sigalov , Yonina C. Eldar

Privacy is crucial in many applications of machine learning. Legal, ethical and societal issues restrict the sharing of sensitive data making it difficult to learn from datasets that are partitioned between many parties. One important…

Machine Learning · Statistics 2018-09-21 Christina Heinze-Deml , Brian McWilliams , Nicolai Meinshausen

We consider stochastic optimization problems which use observed data to estimate essential characteristics of the random quantities involved. Sample average approximation (SAA) or empirical (plug-in) estimation are very popular ways to use…

Statistics Theory · Mathematics 2021-03-16 Darinka Dentcheva , Yang Lin

Local differential privacy has recently received increasing attention from the statistics community as a valuable tool to protect the privacy of individual data owners without the need of a trusted third party. Similar to the classical…

Statistics Theory · Mathematics 2022-07-04 Cristina Butucea , Angelika Rohde , Lukas Steinberger

The privacy-utility tradeoff problem is formulated as determining the privacy mechanism (random mapping) that minimizes the mutual information (a metric for privacy leakage) between the private features of the original dataset and a…

Information Theory · Computer Science 2026-05-12 Kousha Kalantari , Oliver Kosut , Lalitha Sankar

We study differentially private mean estimation in a high-dimensional setting. Existing differential privacy techniques applied to large dimensions lead to computationally intractable problems or estimators with excessive privacy loss.…

Machine Learning · Computer Science 2020-07-23 Aditya Dhar , Jason Huang

This paper proposes a differentially private gradient-tracking-based distributed stochastic optimization algorithm over directed graphs. In particular, privacy noises are incorporated into each agent's state and tracking variable to…

Systems and Control · Electrical Eng. & Systems 2026-04-15 Jialong Chen , Jimin Wang , Ji-Feng Zhang

In this paper, we investigate the problem of differentially private distributed optimization. Recognizing that lower sensitivity leads to higher accuracy, we analyze the key factors influencing the sensitivity of differentially private…

Optimization and Control · Mathematics 2026-01-05 Furan Xie , Bing Liu , Li Chai

We consider the problem of estimating a regression function from anonymized data in the framework of local differential privacy. We propose a novel partitioning estimate of the regression function, derive a rate of convergence for the…

Statistics Theory · Mathematics 2023-04-12 László Györfi , Martin Kroll

The maximum entropy principle is a powerful tool for solving underdetermined inverse problems. This paper considers the problem of discretizing a continuous distribution, which arises in various applied fields. We obtain the approximating…

Numerical Analysis · Mathematics 2020-08-05 Ken'ichiro Tanaka , Alexis Akira Toda

We study the problem of estimating a distribution over a finite alphabet from an i.i.d. sample, with accuracy measured in relative entropy (Kullback-Leibler divergence). While optimal bounds on the expected risk are known, high-probability…

Statistics Theory · Mathematics 2026-02-27 Jaouad Mourtada

Privacy preservation has become a critical concern in high-dimensional data analysis due to the growing prevalence of data-driven applications. Since its proposal, sliced inverse regression has emerged as a widely utilized statistical…

Machine Learning · Statistics 2025-04-08 Xintao Xia , Linjun Zhang , Zhanrui Cai

This paper proposes a differentially private recursive least squares algorithm to estimate the parameter of autoregressive systems with exogenous inputs and multi-participants (MP-ARX systems) and protect each participant's sensitive…

Systems and Control · Electrical Eng. & Systems 2025-03-03 Jianwei Tan , Jimin Wang , Ji-Feng Zhang

We provide a new algorithmic framework for differentially private estimation of general functions that adapts to the hardness of the underlying dataset. We build upon previous work that gives a paradigm for selecting an output through the…

Data Structures and Algorithms · Computer Science 2023-11-28 David Durfee

Privacy and communication constraints are two major bottlenecks in federated learning (FL) and analytics (FA). We study the optimal accuracy of mean and frequency estimation (canonical models for FL and FA respectively) under joint…

Machine Learning · Statistics 2023-04-05 Wei-Ning Chen , Dan Song , Ayfer Ozgur , Peter Kairouz

We investigate a problem of finding the minimum, in which each user has a real value and we want to estimate the minimum of these values under the local differential privacy constraint. We reveal that this problem is fundamentally…

Statistics Theory · Mathematics 2019-05-28 Kazuto Fukuchi , Chia-Mu Yu , Arashi Haishima , Jun Sakuma
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