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This paper addresses the following question: given a sample of i.i.d. random variables with finite variance, can one construct an estimator of the unknown mean that performs nearly as well as if the data were normally distributed? One of…

Statistics Theory · Mathematics 2023-02-06 Stanislav Minsker

We develop $(\epsilon,\delta)$-differentially private projection-depth-based medians using the propose-test-release (PTR) and exponential mechanisms. Under general conditions on the input parameters and the population measure, (e.g. we do…

Statistics Theory · Mathematics 2024-07-24 Kelly Ramsay , Dylan Spicker

We envision AI marketplaces to be platforms where consumers, with very less data for a target task, can obtain a relevant model by accessing many private data sources with vast number of data samples. One of the key challenges is to…

Differential privacy is a mathematical concept that provides an information-theoretic security guarantee. While differential privacy has emerged as a de facto standard for guaranteeing privacy in data sharing, the known mechanisms to…

Cryptography and Security · Computer Science 2024-03-26 March Boedihardjo , Thomas Strohmer , Roman Vershynin

Differential Privacy (DP) has become a gold standard in privacy-preserving data analysis. While it provides one of the most rigorous notions of privacy, there are many settings where its applicability is limited. Our main contribution is in…

Cryptography and Security · Computer Science 2021-10-20 Aman Bansal , Rahul Chunduru , Deepesh Data , Manoj Prabhakaran

Differential privacy provides a rigorous framework to quantify data privacy, and has received considerable interest recently. A randomized mechanism satisfying $(\epsilon, \delta)$-differential privacy (DP) roughly means that, except with a…

Cryptography and Security · Computer Science 2019-12-10 Jun Zhao , Teng Wang , Tao Bai , Kwok-Yan Lam , Zhiying Xu , Shuyu Shi , Xuebin Ren , Xinyu Yang , Yang Liu , Han Yu

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

We study the problem of estimating the spectral density of a centered stationary Gaussian time series under local differential privacy constraints. Specifically, we propose new interactive privacy mechanisms for three tasks: recovering a…

Statistics Theory · Mathematics 2026-03-17 Cristina Butucea , Karolina Klockmann , Tatyana Krivobokova

We study how to communicate findings of Bayesian inference to third parties, while preserving the strong guarantee of differential privacy. Our main contributions are four different algorithms for private Bayesian inference on…

Artificial Intelligence · Computer Science 2015-12-23 Zuhe Zhang , Benjamin Rubinstein , Christos Dimitrakakis

Differentially private (DP) release of multidimensional statistics typically considers an aggregate sensitivity, e.g. the vector norm of a high-dimensional vector. However, different dimensions of that vector might have widely different…

Machine Learning · Statistics 2022-10-31 Joonas Jälkö , Lukas Prediger , Antti Honkela , Samuel Kaski

Dependent data underlies many statistical studies in the social and health sciences, which often involve sensitive or private information. Differential privacy (DP) and in particular \textit{user-level} DP provide a natural formalization of…

Machine Learning · Statistics 2025-11-26 Valentin Roth , Marco Avella-Medina

We study the $\ell_2$ mechanism for computing a $d$-dimensional statistic with bounded $\ell_2$ sensitivity under approximate differential privacy. Across a range of privacy parameters, we find that the $\ell_2$ mechanism obtains lower…

Cryptography and Security · Computer Science 2025-02-25 Matthew Joseph , Alex Kulesza , Alexander Yu

Motivated by the rapid rise in statistical tools in Functional Data Analysis, we consider the Gaussian mechanism for achieving differential privacy with parameter estimates taking values in a, potentially infinite-dimensional, separable…

Statistics Theory · Mathematics 2019-01-29 Ardalan Mirshani , Matthew Reimherr , Aleksandra Slavkovic

As increasing amounts of sensitive personal information is aggregated into data repositories, it has become important to develop mechanisms for processing the data without revealing information about individual data instances. The…

Machine Learning · Statistics 2015-03-17 Manas A. Pathak , Bhiksha Raj

We study polynomial time algorithms for estimating the mean of a heavy-tailed multivariate random vector. We assume only that the random vector $X$ has finite mean and covariance. In this setting, the radius of confidence intervals achieved…

Statistics Theory · Mathematics 2019-06-05 Samuel B. Hopkins

The state-of-the-art methods for estimating high-dimensional covariance matrices all shrink the eigenvalues of the sample covariance matrix towards a data-insensitive shrinkage target. The underlying shrinkage transformation is either…

Machine Learning · Statistics 2025-11-25 Man-Chung Yue , Yves Rychener , Daniel Kuhn , Viet Anh Nguyen

We propose a novel and systematic differentially private (DP) inference framework for non-Euclidean data. First, we design two types of DP mechanisms for the Fr\'echet mean and variance with i.i.d. Riemannian manifold-valued data, tailored…

Methodology · Statistics 2026-05-15 Yangdi Jiang , Xiaotian Chang , Qirui Hu

Privacy preserving mechanisms such as differential privacy inject additional randomness in the form of noise in the data, beyond the sampling mechanism. Ignoring this additional noise can lead to inaccurate and invalid inferences. In this…

Machine Learning · Statistics 2015-11-26 Vishesh Karwa , Dan Kifer , Aleksandra B. Slavković

Differentially private federated learning is crucial for maintaining privacy in distributed environments. This paper investigates the challenges of high-dimensional estimation and inference under the constraints of differential privacy.…

Machine Learning · Statistics 2024-04-26 Zhe Zhang , Ryumei Nakada , Linjun Zhang

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