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Tuning the hyperparameters of differentially private (DP) machine learning (ML) algorithms often requires use of sensitive data and this may leak private information via hyperparameter values. Recently, Papernot and Steinke (2022) proposed…

Machine Learning · Computer Science 2024-02-14 Antti Koskela , Tejas Kulkarni

Deep heteroscedastic regression models the mean and covariance of the target distribution through neural networks. The challenge arises from heteroscedasticity, which implies that the covariance is sample dependent and is often unknown.…

Machine Learning · Computer Science 2025-02-18 Megh Shukla , Aziz Shameem , Mathieu Salzmann , Alexandre Alahi

In the task of differentially private (DP) continual counting, we receive a stream of increments and our goal is to output an approximate running total of these increments, without revealing too much about any specific increment. Despite…

Data Structures and Algorithms · Computer Science 2024-05-07 Krishnamurthy Dvijotham , H. Brendan McMahan , Krishna Pillutla , Thomas Steinke , Abhradeep Thakurta

The task of statistical inference, which includes the building of confidence intervals and tests for parameters and effects of interest to a researcher, is still an open area of investigation in a differentially private (DP) setting.…

Methodology · Statistics 2025-07-17 Ogonnaya Michael Romanus , Younes Boulaguiem , Roberto Molinari

Differential privacy (DP), provides a framework for provable privacy protection against arbitrary adversaries, while allowing the release of summary statistics and synthetic data. We address the problem of releasing a noisy real-valued…

Methodology · Statistics 2024-11-04 Jordan Awan , Aleksandra Slavkovic

This paper deals with the estimation of a high-dimensional covariance with a conditional sparsity structure and fast-diverging eigenvalues. By assuming sparse error covariance matrix in an approximate factor model, we allow for the presence…

Statistics Theory · Mathematics 2013-01-15 Jianqing Fan , Yuan Liao , Martina Mincheva

Differentially private SGD (DP-SGD) is one of the most popular methods for solving differentially private empirical risk minimization (ERM). Due to its noisy perturbation on each gradient update, the error rate of DP-SGD scales with the…

Machine Learning · Computer Science 2021-04-27 Yingxue Zhou , Zhiwei Steven Wu , Arindam Banerjee

As one of the most fundamental problems in machine learning, statistics and differential privacy, Differentially Private Stochastic Convex Optimization (DP-SCO) has been extensively studied in recent years. However, most of the previous…

Machine Learning · Computer Science 2021-08-10 Lijie Hu , Shuo Ni , Hanshen Xiao , Di Wang

Gaussian processes (GPs) are non-parametric Bayesian models that are widely used for diverse prediction tasks. Previous work in adding strong privacy protection to GPs via differential privacy (DP) has been limited to protecting only the…

Machine Learning · Computer Science 2021-11-12 Antti Honkela , Laila Melkas

We consider testing the equality of two high-dimensional covariance matrices by carrying out a multi-level thresholding procedure, which is designed to detect sparse and faint differences between the covariances. A novel U-statistic…

Statistics Theory · Mathematics 2019-10-30 Song Xi Chen , Bin Guo , Yumou Qiu

Standard differential privacy imposes uniform privacy constraints across all features, overlooking the inherent distinction between sensitive and insensitive features in practice. In this paper, we introduce a relaxed definition of…

Machine Learning · Computer Science 2026-05-06 Tianyu Wang , Luhao Zhang , Rachel Cummings

In this paper, we present a novel framework incorporating a combination of sparse models in different domains. We posit the observed data as generated from a linear combination of a sparse Gaussian Markov model (with a sparse precision…

Machine Learning · Computer Science 2012-07-03 Majid Janzamin , Animashree Anandkumar

In recent years, local differential privacy (LDP) has emerged as a technique of choice for privacy-preserving data collection in several scenarios when the aggregator is not trustworthy. LDP provides client-side privacy by adding noise at…

Machine Learning · Statistics 2021-10-28 Tejas Kulkarni , Joonas Jälkö , Samuel Kaski , Antti Honkela

Repeated measurements are common in many fields, where random variables are observed repeatedly across different subjects. Such data have an underlying hierarchical structure, and it is of interest to learn covariance/correlation at…

Methodology · Statistics 2023-06-13 Sunpeng Duan , Guo Yu , Juntao Duan , Yuedong Wang

The concept of differential privacy (DP) can quantitatively measure privacy loss by observing the changes in the distribution caused by the inclusion of individuals in the target dataset. The DP, which is generally used as a constraint, has…

Cryptography and Security · Computer Science 2025-07-16 Sehyun Ryu , Jonggyu Jang , Hyun Jong Yang

The wide deployment of machine learning in recent years gives rise to a great demand for large-scale and high-dimensional data, for which the privacy raises serious concern. Differential privacy (DP) mechanisms are conventionally developed…

Cryptography and Security · Computer Science 2021-05-03 Jungang Yang , Liyao Xiang , Weiting Li , Wei Liu , Xinbing Wang

It is common practice to use data containing personal information to build predictive models in the framework of empirical risk minimization (ERM). While these models can be highly accurate in prediction, sharing the results from these…

Machine Learning · Statistics 2024-09-30 Spencer Giddens , Yiwang Zhou , Kevin R. Krull , Tara M. Brinkman , Peter X. K. Song , Fang Liu

Differential Privacy (DP) is a rigorous privacy standard widely adopted in data analysis and machine learning. However, its guarantees rely on correctly introducing randomized noise--an assumption that may not hold if the implementation is…

Cryptography and Security · Computer Science 2025-08-07 Hyukjun Kwon , Chenglin Fan

The Horvitz-Thompson estimate of a total can be seen as as differentially private mechanism applied to this population total. We provide forumlae to compute the $\epsilon$ and $\delta$ parameter for this specific mecanism, coupled or not…

Statistics Theory · Mathematics 2025-06-18 Daniel Bernard Bonnéry , Julien Jamme

We give the first polynomial time and sample $(\epsilon, \delta)$-differentially private (DP) algorithm to estimate the mean, covariance and higher moments in the presence of a constant fraction of adversarial outliers. Our algorithm…

Machine Learning · Statistics 2021-12-08 Pravesh K. Kothari , Pasin Manurangsi , Ameya Velingker
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