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Related papers: Covariance-Aware Private Mean Estimation Without P…

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We present a fast, differentially private algorithm for high-dimensional covariance-aware mean estimation with nearly optimal sample complexity. Only exponential-time estimators were previously known to achieve this guarantee. Given $n$…

Machine Learning · Computer Science 2025-11-26 Gavin Brown , Samuel B. Hopkins , Adam Smith

We present differentially private algorithms for high-dimensional mean estimation. Previous private estimators on distributions over $\mathbb{R}^d$ suffer from a curse of dimensionality, as they require $\Omega(d^{1/2})$ samples to achieve…

Machine Learning · Computer Science 2024-11-04 Yuval Dagan , Michael I. Jordan , Xuelin Yang , Lydia Zakynthinou , Nikita Zhivotovskiy

We give the first polynomial-time, polynomial-sample, differentially private estimator for the mean and covariance of an arbitrary Gaussian distribution $\mathcal{N}(\mu,\Sigma)$ in $\mathbb{R}^d$. All previous estimators are either…

Machine Learning · Statistics 2022-02-15 Gautam Kamath , Argyris Mouzakis , Vikrant Singhal , Thomas Steinke , Jonathan Ullman

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

We present simple differentially private estimators for the mean and covariance of multivariate sub-Gaussian data that are accurate at small sample sizes. We demonstrate the effectiveness of our algorithms both theoretically and empirically…

Machine Learning · Statistics 2026-02-10 Sourav Biswas , Yihe Dong , Gautam Kamath , Jonathan Ullman

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

We provide optimal lower bounds for two well-known parameter estimation (also known as statistical estimation) tasks in high dimensions with approximate differential privacy. First, we prove that for any $\alpha \le O(1)$, estimating the…

Statistics Theory · Mathematics 2024-01-05 Shyam Narayanan

We provide improved differentially private algorithms for identity testing of high-dimensional distributions. Specifically, for $d$-dimensional Gaussian distributions with known covariance $\Sigma$, we can test whether the distribution…

Data Structures and Algorithms · Computer Science 2022-07-26 Shyam Narayanan

We study person-level differentially private (DP) mean estimation in the case where each person holds multiple samples. DP here requires the usual notion of distributional stability when $\textit{all}$ of a person's datapoints can be…

Data Structures and Algorithms · Computer Science 2024-07-22 Sushant Agarwal , Gautam Kamath , Mahbod Majid , Argyris Mouzakis , Rose Silver , Jonathan Ullman

We prove new lower bounds for statistical estimation tasks under the constraint of $(\varepsilon, \delta)$-differential privacy. First, we provide tight lower bounds for private covariance estimation of Gaussian distributions. We show that…

Data Structures and Algorithms · Computer Science 2023-03-29 Gautam Kamath , Argyris Mouzakis , Vikrant Singhal

Statistical tools which satisfy rigorous privacy guarantees are necessary for modern data analysis. It is well-known that robustness against contamination is linked to differential privacy. Despite this fact, using multivariate medians for…

Statistics Theory · Mathematics 2025-09-19 Kelly Ramsay , Aukosh Jagannath , Shoja'eddin Chenouri

We design an $(\varepsilon, \delta)$-differentially private algorithm to estimate the mean of a $d$-variate distribution, with unknown covariance $\Sigma$, that is adaptive to $\Sigma$. To within polylogarithmic factors, the estimator…

Machine Learning · Statistics 2023-01-18 John Duchi , Saminul Haque , Rohith Kuditipudi

We investigate unbiased high-dimensional mean estimators in differential privacy. We consider differentially private mechanisms whose expected output equals the mean of the input dataset, for every dataset drawn from a fixed bounded…

Statistics Theory · Mathematics 2023-12-22 Aleksandar Nikolov , Haohua Tang

The increasing prevalence of high-dimensional data across various applications has raised significant privacy concerns in statistical inference. In this paper, we propose a differentially private integrated statistic for testing…

Methodology · Statistics 2025-06-04 Shiwei Sang , Yicheng Zeng , Xuehu Zhu , Shurong Zheng

We study a basic private estimation problem: each of $n$ users draws a single i.i.d. sample from an unknown Gaussian distribution, and the goal is to estimate the mean of this Gaussian distribution while satisfying local differential…

Machine Learning · Computer Science 2019-10-29 Matthew Joseph , Janardhan Kulkarni , Jieming Mao , Zhiwei Steven Wu

Mean estimation is a fundamental task in statistics and a focus within differentially private statistical estimation. While univariate methods based on the Gaussian mechanism are widely used in practice, more advanced techniques such as the…

Machine Learning · Computer Science 2025-02-27 Gavin Brown , Lydia Zakynthinou

Differential privacy guarantees allow the results of a statistical analysis involving sensitive data to be released without compromising the privacy of any individual taking part. Achieving such guarantees generally requires the injection…

Machine Learning · Statistics 2023-10-31 Jack Jewson , Sahra Ghalebikesabi , Chris Holmes

We tackle the problem of estimating a location parameter with differential privacy guarantees and sub-Gaussian deviations. Recent work in statistics has focused on the study of estimators that achieve sub-Gaussian type deviations even for…

Statistics Theory · Mathematics 2019-07-01 Marco Avella-Medina , Victor-Emmanuel Brunel

We present \textit{universal} estimators for the statistical mean, variance, and scale (in particular, the interquartile range) under pure differential privacy. These estimators are universal in the sense that they work on an arbitrary,…

Cryptography and Security · Computer Science 2023-04-04 Wei Dong , Ke Yi

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
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