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High-dimensional time series are a core ingredient of the statistical modeling toolkit, for which numerous estimation methods are known.But when observations are scarce or corrupted, the learning task becomes much harder.The question is:…

Signal Processing · Electrical Eng. & Systems 2022-05-06 Guillaume Dalle , Yohann de Castro

In this work, we give efficient algorithms for privately estimating a Gaussian distribution in both pure and approximate differential privacy (DP) models with optimal dependence on the dimension in the sample complexity. In the pure DP…

Data Structures and Algorithms · Computer Science 2023-06-02 Daniel Alabi , Pravesh K. Kothari , Pranay Tankala , Prayaag Venkat , Fred Zhang

Consider the community detection problem in random hypergraphs under the non-uniform hypergraph stochastic block model (HSBM), where each hyperedge appears independently with some given probability depending only on the labels of its…

Statistics Theory · Mathematics 2024-08-29 Ioana Dumitriu , Haixiao Wang

We study differentially private (DP) algorithms for smooth stochastic minimax optimization, with stochastic minimization as a byproduct. The holy grail of these settings is to guarantee the optimal trade-off between the privacy and the…

Machine Learning · Computer Science 2022-10-20 Liang Zhang , Kiran Koshy Thekumparampil , Sewoong Oh , Niao He

We propose and analyze algorithms to solve a range of learning tasks under user-level differential privacy constraints. Rather than guaranteeing only the privacy of individual samples, user-level DP protects a user's entire contribution ($m…

Machine Learning · Computer Science 2021-12-06 Daniel Levy , Ziteng Sun , Kareem Amin , Satyen Kale , Alex Kulesza , Mehryar Mohri , Ananda Theertha Suresh

In this paper, we consider the problem of estimating the underlying graph associated with an Ising model given a number of independent and identically distributed samples. We adopt an \emph{approximate recovery} criterion that allows for a…

Information Theory · Computer Science 2016-07-11 Jonathan Scarlett , Volkan Cevher

The objective of the present paper is to develop a minimax theory for the varying coefficient model in a non-asymptotic setting. We consider a high-dimensional sparse varying coefficient model where only few of the covariates are present…

Statistics Theory · Mathematics 2014-05-16 Olga Klopp , Marianna Pensky

Although robust learning and local differential privacy are both widely studied fields of research, combining the two settings is just starting to be explored. We consider the problem of estimating a discrete distribution in total variation…

Statistics Theory · Mathematics 2022-04-21 Julien Chhor , Flore Sentenac

We study computing the convolution of a private input $x$ with a public input $h$, while satisfying the guarantees of $(\epsilon, \delta)$-differential privacy. Convolution is a fundamental operation, intimately related to Fourier…

Data Structures and Algorithms · Computer Science 2013-01-29 Nadia Fawaz , S. Muthukrishnan , Aleksandar Nikolov

We present new differentially private algorithms for learning a large-margin halfspace. In contrast to previous algorithms, which are based on either differentially private simulations of the statistical query model or on private convex…

Machine Learning · Computer Science 2020-02-25 Huy L. Nguyen , Jonathan Ullman , Lydia Zakynthinou

A central issue in machine learning is how to train models on sensitive user data. Industry has widely adopted a simple algorithm: Stochastic Gradient Descent with noise (a.k.a. Stochastic Gradient Langevin Dynamics). However, foundational…

Machine Learning · Computer Science 2023-03-01 Jason M. Altschuler , Kunal Talwar

We study information theoretic limits of recovering an unknown $n$ dimensional, complex signal vector $\mathbf{x}_\star$ with unit norm from $m$ magnitude-only measurements of the form $y_i = |(\mathbf{A} \mathbf{x}_\star)_i|^2, \; i = 1,2…

Statistics Theory · Mathematics 2020-08-05 Rishabh Dudeja , Junjie Ma , Arian Maleki

Differential privacy is a leading protection setting, focused by design on individual privacy. Many applications, in medical / pharmaceutical domains or social networks, rather posit privacy at a group level, a setting we call integral…

Machine Learning · Statistics 2019-07-04 Hisham Husain , Zac Cranko , Richard Nock

Many analysis and machine learning tasks require the availability of marginal statistics on multidimensional datasets while providing strong privacy guarantees for the data subjects. Applications for these statistics range from finding…

Databases · Computer Science 2017-11-09 Tejas Kulkarni , Graham Cormode , Divesh Srivastava

We introduce a new zeroth-order algorithm for private stochastic optimization on nonconvex and nonsmooth objectives. Given a dataset of size $M$, our algorithm ensures $(\alpha,\alpha\rho^2/2)$-R\'enyi differential privacy and finds a…

Optimization and Control · Mathematics 2024-07-01 Qinzi Zhang , Hoang Tran , Ashok Cutkosky

In this paper, we consider the sparse phase retrieval problem, recovering an $s$-sparse signal $\bm{x}^{\natural}\in\mathbb{R}^n$ from $m$ phaseless samples $y_i=|\langle\bm{x}^{\natural},\bm{a}_i\rangle|$ for $i=1,\ldots,m$. Existing…

Numerical Analysis · Mathematics 2021-10-15 Jian-Feng Cai , Jingzhi Li , Xiliang Lu , Juntao You

In differential privacy, random noise is introduced to privatize summary statistics of a sensitive dataset before releasing them. The noise level determines the privacy loss, which quantifies how easily an adversary can detect a target…

Statistics Theory · Mathematics 2026-02-24 Youngjoo Yun , Rishabh Dudeja

Sparse variable selection improves interpretability and generalization in high-dimensional learning by selecting a small subset of informative features. Recent advances in Mixed Integer Programming (MIP) have enabled solving large-scale…

Machine Learning · Statistics 2025-10-28 Petros Prastakos , Kayhan Behdin , Rahul Mazumder

Stochastic block models (SBMs) are a very commonly studied network model for community detection algorithms. In the standard form of an SBM, the $n$ vertices (or nodes) of a graph are generally divided into multiple pre-determined…

Cryptography and Security · Computer Science 2024-06-06 Dung Nguyen , Anil Vullikanti

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