Related papers: Differentially Private Hamiltonian Monte Carlo

Developing machine learning methods that are privacy preserving is today a central topic of research, with huge practical impacts. Among the numerous ways to address privacy-preserving learning, we here take the perspective of computing the…

In the last few decades, Markov chain Monte Carlo (MCMC) methods have been widely applied to Bayesian updating of structural dynamic models in the field of structural health monitoring. Recently, several MCMC algorithms have been developed…

Machine learning (ML) models have been shown to leak private information from their training datasets. Differential Privacy (DP), typically implemented through the differential private stochastic gradient descent algorithm (DP-SGD), has…

Markov Chain Monte Carlo inference of target posterior distributions in machine learning is predominately conducted via Hamiltonian Monte Carlo and its variants. This is due to Hamiltonian Monte Carlo based samplers ability to suppress…

A major challenge for machine learning is increasing the availability of data while respecting the privacy of individuals. Here we combine the provable privacy guarantees of the differential privacy framework with the flexibility of…

We present the first theoretical convergence analysis of machine learning training under fully homomorphic encryption (FHE), combined with a differentially private (DP) training algorithm tailored to encrypted computation. Our approach…

In this paper we address the problem of Monte Carlo approximation of posterior probability distributions in stochastic kinetic models (SKMs). SKMs are multivariate Markov jump processes that model the interactions among species in…

Traditional Markov Chain Monte Carlo methods suffer from low acceptance rate, slow mixing and low efficiency in high dimensions. Hamiltonian Monte Carlo resolves this issue by avoiding the random walk. Hamiltonian Monte Carlo (HMC) is a…

Training with differential privacy (DP) provides a guarantee to members in a dataset that they cannot be identified by users of the released model. However, those data providers, and, in general, the public, lack methods to efficiently…

Hamiltonian Monte Carlo (HMC) has become routinely used for sampling from posterior distributions. Its extension Riemann manifold HMC (RMHMC) modifies the proposal kernel through distortion of local distances by a Riemannian metric. The…

In this article we consider computing expectations w.r.t.~probability laws associated to a certain class of stochastic systems. In order to achieve such a task, one must not only resort to numerical approximation of the expectation, but…

Recent advances in stochastic gradient techniques have made it possible to estimate posterior distributions from large datasets via Markov Chain Monte Carlo (MCMC). However, when the target posterior is multimodal, mixing performance is…

This paper studies a non-random-walk Markov Chain Monte Carlo method, namely the Hamiltonian Monte Carlo (HMC) method in the context of Subset Simulation used for structural reliability analysis. The HMC method relies on a deterministic…

Differential privacy (DP) has become a rigorous central concept for privacy protection in the past decade. We use Gaussian differential privacy (GDP) in gauging the level of privacy protection for releasing statistical summaries from data.…

Differential Privacy (DP) is a probabilistic framework that protects privacy while preserving data utility. To protect the privacy of the individuals in the dataset, DP requires adding a precise amount of noise to a statistic of interest;…

Hamiltonian Monte Carlo (HMC) is arguably the dominant statistical inference algorithm used in most popular "first-order differentiable" Probabilistic Programming Languages (PPLs). However, the fact that HMC uses derivative information…

Stochastic gradient Markov chain Monte Carlo (MCMC) algorithms have received much attention in Bayesian computing for big data problems, but they are only applicable to a small class of problems for which the parameter space has a fixed…

Multiple-Criteria Decision Making (MCDM) is a sub-discipline of Operations Research that helps decision-makers in choosing, ranking, or sorting alternatives based on conflicting criteria. Over time, its application has been expanded into…

In this brief, we present an enhanced privacy-preserving distributed estimation algorithm, referred to as the ``Double-Private Algorithm," which combines the principles of both differential privacy (DP) and cryptography. The proposed…

In this paper, we propose Barrier Hamiltonian Monte Carlo (BHMC), a version of the HMC algorithm which aims at sampling from a Gibbs distribution $\pi$ on a manifold $\mathrm{M}$, endowed with a Hessian metric $\mathfrak{g}$ derived from a…