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We offer a method to estimate a covariance matrix in the special case that \textit{both} the covariance matrix and the precision matrix are sparse --- a constraint we call double sparsity. The estimation method is maximum likelihood,…

Methodology · Statistics 2021-08-17 Shev Macnamara , Erik Schlögl , Zdravko I. Botev

In this paper, we develop a general framework to design differentially private expectation-maximization (EM) algorithms in high-dimensional latent variable models, based on the noisy iterative hard-thresholding. We derive the statistical…

Machine Learning · Statistics 2021-09-10 Zhe Zhang , Linjun Zhang

Constructing a differentially private (DP) estimator requires deriving the maximum influence of an observation, which can be difficult in the absence of exogenous bounds on the input data or the estimator, especially in high dimensional…

Machine Learning · Statistics 2022-07-27 Ryan Cumings-Menon

We study the problem of learning exponential distributions under differential privacy. Given $n$ i.i.d.\ samples from $\mathrm{Exp}(\lambda)$, the goal is to privately estimate $\lambda$ so that the learned distribution is close in total…

Data Structures and Algorithms · Computer Science 2026-03-31 Bar Mahpud , Or Sheffet

A continuing challenge for machine learning is providing methods to perform computation on data while ensuring the data remains private. In this paper we build on the provable privacy guarantees of differential privacy which has been…

Machine Learning · Computer Science 2019-09-23 Michael Thomas Smith , Mauricio A. Alvarez , Neil D. Lawrence

Recent years, local differential privacy (LDP) has been adopted by many web service providers like Google \cite{erlingsson2014rappor}, Apple \cite{apple2017privacy} and Microsoft \cite{bolin2017telemetry} to collect and analyse users' data…

Information Theory · Computer Science 2022-03-15 Zhongzheng Xiong , Jialin Sun , Xiaojun Mao , Jian Wang , Shan Ying , Zengfeng Huang

Differential privacy (DP) provides robust privacy guarantees for statistical inference, but this can lead to unreliable results and biases in downstream applications. While several noise-aware approaches have been proposed which integrate…

Machine Learning · Statistics 2026-05-29 Talal Alrawajfeh , Joonas Jälkö , Antti Honkela

The problem of estimating a parameter in the drift coefficient is addressed for $N$ discretely observed independent and identically distributed stochastic differential equations (SDEs). This is done considering additional constraints,…

Statistics Theory · Mathematics 2024-10-17 Chiara Amorino , Arnaud Gloter , Hélène Halconruy

Estimating a sparse covariance matrix is a fundamental problem in high-dimensional statistics. However, thresholding methods developed for independent data are generally not directly applicable to high-dimensional time series, where…

Methodology · Statistics 2026-05-15 Wenhao Zhang , Zhaoxing Gao

Differential privacy (DP) is a rigorous notion of data privacy, used for private statistics. The canonical algorithm for differentially private mean estimation is to first clip the samples to a bounded range and then add noise to their…

Statistics Theory · Mathematics 2024-10-10 Gautam Kamath , Argyris Mouzakis , Matthew Regehr , Vikrant Singhal , Thomas Steinke , Jonathan Ullman

We study the problem of estimating high dimensional models with underlying sparse structures while preserving the privacy of each training example. We develop a differentially private high-dimensional sparse learning framework using the…

Machine Learning · Statistics 2019-09-16 Lingxiao Wang , Quanquan Gu

Differential privacy is the leading mathematical framework for privacy protection, providing a probabilistic guarantee that safeguards individuals' private information when publishing statistics from a dataset. This guarantee is achieved by…

Methodology · Statistics 2025-08-19 Yuki Ohnishi , Jordan Awan

Differential privacy is a restriction on data processing algorithms that provides strong confidentiality guarantees for individual records in the data. However, research on proper statistical inference, that is, research on properly…

Cryptography and Security · Computer Science 2021-07-06 Joerg Drechsler , Ira Globus-Harris , Audra McMillan , Jayshree Sarathy , Adam Smith

In this paper, we revisit the problem of sparse linear regression in the local differential privacy (LDP) model. Existing research in the non-interactive and sequentially local models has focused on obtaining the lower bounds for the case…

Machine Learning · Computer Science 2023-10-12 Liyang Zhu , Meng Ding , Vaneet Aggarwal , Jinhui Xu , Di Wang

Given $n$ i.i.d. random matrices $A_i \in \mathbb{R}^{d \times d}$ that share a common expectation $\Sigma$, the objective of Differentially Private Stochastic PCA is to identify a subspace of dimension $k$ that captures the largest…

Machine Learning · Statistics 2025-08-15 Johanna Düngler , Amartya Sanyal

Differential Privacy (DP) has become a gold standard in privacy-preserving data analysis. While it provides one of the most rigorous notions of privacy, there are many settings where its applicability is limited. Our main contribution is in…

Cryptography and Security · Computer Science 2021-10-20 Aman Bansal , Rahul Chunduru , Deepesh Data , Manoj Prabhakaran

In this paper, we present a differential privacy version of convex and nonconvex sparse classification approach. Based on alternating direction method of multiplier (ADMM) algorithm, we transform the solving of sparse problem into the…

Machine Learning · Statistics 2019-08-05 Puyu Wang , Hai Zhang

Differential Privacy (DP) is an important privacy-enhancing technology for private machine learning systems. It allows to measure and bound the risk associated with an individual participation in a computation. However, it was recently…

Machine Learning · Computer Science 2022-09-09 Cuong Tran , My H. Dinh , Ferdinando Fioretto

Fitting high-dimensional data involves a delicate tradeoff between faithful representation and the use of sparse models. Too often, sparsity assumptions on the fitted model are too restrictive to provide a faithful representation of the…

Machine Learning · Statistics 2013-12-17 Majid Janzamin , Animashree Anandkumar

Differential privacy provides a formal framework for releasing statistical estimators that limit how much any single observation can influence the output, by injecting calibrated random noise. We study differentially private estimation in…

Statistics Theory · Mathematics 2026-05-26 Joowon Lee , Guanhua Chen