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The Expectation Maximization (EM) algorithm is a key reference for inference in latent variable models; unfortunately, its computational cost is prohibitive in the large scale learning setting. In this paper, we propose an extension of the…

Machine Learning · Statistics 2020-11-26 Gersende Fort , Eric Moulines , Hoi-To Wai

Local differential privacy (LDP) can provide each user with strong privacy guarantees under untrusted data curators while ensuring accurate statistics derived from privatized data. Due to its powerfulness, LDP has been widely adopted to…

Cryptography and Security · Computer Science 2019-06-06 Teng Wang , Jun Zhao , Xinyu Yang , Xuebin Ren

Differentially private empirical risk minimization (DP-ERM) is a fundamental problem in private optimization. While the theory of DP-ERM is well-studied, as large-scale models become prevalent, traditional DP-ERM methods face new…

Machine Learning · Computer Science 2024-06-05 Yin Tat Lee , Daogao Liu , Zhou Lu

Mixture of linear regression is well studied in statistics and machine learning, where the data points are generated probabilistically using $k$ linear models. Algorithms like Expectation Maximization (EM) may be used to recover the ground…

Machine Learning · Computer Science 2026-04-08 Avishek Ghosh

The streaming model of computation is a popular approach for working with large-scale data. In this setting, there is a stream of items and the goal is to compute the desired quantities (usually data statistics) while making a single pass…

Data Structures and Algorithms · Computer Science 2023-01-16 Alessandro Epasto , Jieming Mao , Andres Munoz Medina , Vahab Mirrokni , Sergei Vassilvitskii , Peilin Zhong

In this paper, we propose a dynamical systems perspective of the Expectation-Maximization (EM) algorithm. More precisely, we can analyze the EM algorithm as a nonlinear state-space dynamical system. The EM algorithm is widely adopted for…

Optimization and Control · Mathematics 2018-10-05 Orlando Romero , Sarthak Chatterjee , Sérgio Pequito

The realm of algorithms with predictions has led to the development of several new algorithms that leverage (potentially erroneous) predictions to enhance their performance guarantees. The challenge is to devise algorithms that achieve…

Computer Science and Game Theory · Computer Science 2024-03-07 Riccardo Colini-Baldeschi , Sophie Klumper , Guido Schäfer , Artem Tsikiridis

Gaussian Mixture Models (GMMs) commonly arise in communication systems, particularly in bilinear joint estimation and detection problems. Although the product of GMMs is still a GMM, as the number of factors increases, the number of…

Signal Processing · Electrical Eng. & Systems 2026-02-04 Zilu Zhao , Dirk Slock

We study private synthetic data generation for query release, where the goal is to construct a sanitized version of a sensitive dataset, subject to differential privacy, that approximately preserves the answers to a large collection of…

Machine Learning · Computer Science 2021-12-10 Terrance Liu , Giuseppe Vietri , Zhiwei Steven Wu

Expectation-Maximization (EM) is a prominent approach for parameter estimation of hidden (aka latent) variable models. Given the full batch of data, EM forms an upper-bound of the negative log-likelihood of the model at each iteration and…

Machine Learning · Computer Science 2020-02-24 Ehsan Amid , Manfred K. Warmuth

We consider the problem of spherical Gaussian Mixture models with $k \geq 3$ components when the components are well separated. A fundamental previous result established that separation of $\Omega(\sqrt{\log k})$ is necessary and sufficient…

Machine Learning · Computer Science 2020-06-22 Jeongyeol Kwon , Constantine Caramanis

Expectation maximization (EM) algorithm is to find maximum likelihood solution for models having latent variables. A typical example is Gaussian Mixture Model (GMM) which requires Gaussian assumption, however, natural images are highly…

Machine Learning · Computer Science 2018-12-04 Wentian Zhao , Shaojie Wang , Zhihuai Xie , Jing Shi , Chenliang Xu

Finite Mixture of Regressions (FMR) models are among the most widely used approaches in dealing with the heterogeneity among the observations in regression problems. One of the limitations of current approaches is their inability to…

Applications · Statistics 2018-06-25 Haidar Almohri , Arash Ali Amini , Ratna Babu Chinnam

We give a fast algorithm to optimally compose privacy guarantees of differentially private (DP) algorithms to arbitrary accuracy. Our method is based on the notion of privacy loss random variables to quantify the privacy loss of DP…

Data Structures and Algorithms · Computer Science 2021-10-27 Sivakanth Gopi , Yin Tat Lee , Lukas Wutschitz

Differential privacy (DP) is widely employed to provide privacy protection for individuals by limiting information leakage from the aggregated data. Two well-known models of DP are the central model and the local model. The former requires…

Cryptography and Security · Computer Science 2024-11-05 Yucheng Fu , Tianhao Wang

Finding efficient, easily implementable differentially private (DP) algorithms that offer strong excess risk bounds is an important problem in modern machine learning. To date, most work has focused on private empirical risk minimization…

Machine Learning · Computer Science 2024-09-23 Andrew Lowy , Meisam Razaviyayn

In this paper, we study efficient differentially private alternating direction methods of multipliers (ADMM) via gradient perturbation for many machine learning problems. For smooth convex loss functions with (non)-smooth regularization, we…

Machine Learning · Computer Science 2020-11-03 Tao Xu , Fanhua Shang , Yuanyuan Liu , Hongying Liu , Longjie Shen , Maoguo Gong

In modern settings of data analysis, we may be running our algorithms on datasets that are sensitive in nature. However, classical machine learning and statistical algorithms were not designed with these risks in mind, and it has been…

Data Structures and Algorithms · Computer Science 2021-08-21 Huanyu Zhang

We study discrete distribution estimation under user-level local differential privacy (LDP). In user-level $\varepsilon$-LDP, each user has $m\ge1$ samples and the privacy of all $m$ samples must be preserved simultaneously. We resolve the…

Machine Learning · Computer Science 2022-11-08 Jayadev Acharya , Yuhan Liu , Ziteng Sun

Differentially private (DP) mechanisms protect individual-level information by introducing randomness into the statistical analysis procedure. Despite the availability of numerous DP tools, there remains a lack of general techniques for…

Machine Learning · Statistics 2025-09-25 Zhanyu Wang , Guang Cheng , Jordan Awan