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We investigate differentially private estimators for individual parameters within larger parametric models. While generic private estimators exist, the estimators we provide repose on new local notions of estimand stability, and these…

Machine Learning · Computer Science 2025-03-24 Hilal Asi , John C. Duchi , Kunal Talwar

In this work, we study high-dimensional mean estimation under user-level differential privacy, and design an $(\varepsilon,\delta)$-differentially private mechanism using as few users as possible. In particular, we provide a nearly optimal…

Data Structures and Algorithms · Computer Science 2022-06-14 Hossein Esfandiari , Vahab Mirrokni , Shyam Narayanan

We study the problem of fitting the high dimensional sparse linear regression model with sub-Gaussian covariates and responses, where the data are provided by strategic or self-interested agents (individuals) who prioritize their privacy of…

Computer Science and Game Theory · Computer Science 2024-10-18 Liyang Zhu , Amina Manseur , Meng Ding , Jinyan Liu , Jinhui Xu , Di Wang

Confidence intervals are a fundamental tool for quantifying the uncertainty of parameters of interest. With the increase of data privacy awareness, developing a private version of confidence intervals has gained growing attention from both…

Methodology · Statistics 2024-04-12 Shurong Lin , Mark Bun , Marco Gaboardi , Eric D. Kolaczyk , Adam Smith

The last few years have seen a surge of work on high dimensional statistics under privacy constraints, mostly following two main lines of work: the ``worst case'' line, which does not make any distributional assumptions on the input data;…

Statistics Theory · Mathematics 2022-08-17 Omri Ben-Eliezer , Dan Mikulincer , Ilias Zadik

Differentially private distributed stochastic optimization has become a hot topic due to the urgent need of privacy protection in distributed stochastic optimization. In this paper, two-time scale stochastic approximation-type algorithms…

Systems and Control · Electrical Eng. & Systems 2024-03-19 Jimin Wang , Ji-Feng Zhang

Differential privacy is a cryptographically-motivated approach to privacy that has become a very active field of research over the last decade in theoretical computer science and machine learning. In this paradigm one assumes there is a…

Machine Learning · Computer Science 2023-08-02 Marco Avella-Medina

Given a differentially private unbiased estimate $\tilde{q}=q(D) +\nu$ of a statistic $q(D)$, we wish to obtain unbiased estimates of functions of $q(D)$, such as $1/q(D)$, solely through post-processing of $\tilde{q}$, with no further…

Cryptography and Security · Computer Science 2025-12-17 Flavio Calmon , Elbert Du , Cynthia Dwork , Brian Finley , Grigory Franguridi

We study the problem of estimating finite sample confidence intervals of the mean of a normal population under the constraint of differential privacy. We consider both the known and unknown variance cases and construct differentially…

Cryptography and Security · Computer Science 2017-11-13 Vishesh Karwa , Salil Vadhan

We develop differentially private hypothesis testing methods for the small sample regime. Given a sample $\cal D$ from a categorical distribution $p$ over some domain $\Sigma$, an explicitly described distribution $q$ over $\Sigma$, some…

Data Structures and Algorithms · Computer Science 2017-06-08 Bryan Cai , Constantinos Daskalakis , Gautam Kamath

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…

Machine Learning · Statistics 2019-01-18 Michael Thomas Smith , Max Zwiessele , Neil D. Lawrence

The covariance matrix plays a fundamental role in the analysis of high-dimensional data. This paper studies minimax and adaptive estimation of high-dimensional bandable covariance matrices under differential privacy constraints. We propose…

Statistics Theory · Mathematics 2026-03-23 T. Tony Cai , Yicheng Li

We propose and analyze a new estimator of the covariance matrix that admits strong theoretical guarantees under weak assumptions on the underlying distribution, such as existence of moments of only low order. While estimation of covariance…

Statistics Theory · Mathematics 2018-01-17 Stanislav Minsker , Xiaohan Wei

We present a novel method for accurately auditing the differential privacy (DP) guarantees of DP mechanisms. In particular, our solution is applicable to auditing DP guarantees of machine learning (ML) models. Previous auditing methods…

Machine Learning · Computer Science 2026-01-14 Antti Koskela , Jafar Mohammadi

We consider the problem of collaborative personalized mean estimation under a privacy constraint in an environment of several agents continuously receiving data according to arbitrary unknown agent-specific distributions. In particular, we…

Machine Learning · Computer Science 2024-12-02 Yauhen Yakimenka , Chung-Wei Weng , Hsuan-Yin Lin , Eirik Rosnes , Jörg Kliewer

We propose a numerical accountant for evaluating the tight $(\varepsilon,\delta)$-privacy loss for algorithms with discrete one dimensional output. The method is based on the privacy loss distribution formalism and it uses the recently…

Machine Learning · Statistics 2021-06-24 Antti Koskela , Joonas Jälkö , Lukas Prediger , Antti Honkela

Local differential privacy is a differential privacy paradigm in which individuals first apply a privacy mechanism to their data (often by adding noise) before transmitting the result to a curator. The noise for privacy results in…

Methodology · Statistics 2023-10-17 Yuki Ohnishi , Jordan Awan

We study the problem of learning mixtures of Gaussians with approximate differential privacy. We prove that roughly $kd^2 + k^{1.5} d^{1.75} + k^2 d$ samples suffice to learn a mixture of $k$ arbitrary $d$-dimensional Gaussians up to low…

Machine Learning · Computer Science 2024-11-05 Hassan Ashtiani , Mahbod Majid , Shyam Narayanan

Estimation of the covariance matrix has attracted a lot of attention of the statistical research community over the years, partially due to important applications such as Principal Component Analysis. However, frequently used empirical…

Statistics Theory · Mathematics 2018-06-19 Stanislav Minsker

When releasing binary proportions computed using sensitive data, several government agencies and other data stewards protect confidentiality of the underlying values by ensuring the released statistics satisfy differential privacy.…

Methodology · Statistics 2025-11-06 Hsuan-Chen Kao , Jerome P. Reiter