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Related papers: Universal Private Estimators

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Finite sample bounds on the estimation error of the mean by the empirical mean, uniform over a class of functions, can often be conveniently obtained in terms of Rademacher or Gaussian averages of the class. If a function of n variables has…

Probability · Mathematics 2015-03-10 Andreas Maurer

Differential privacy is a restriction on data processing algorithms that provides strong confidentiality guarantees for individual records in the data. However, research on proper statistical inference, that is, research on properly…

Cryptography and Security · Computer Science 2021-07-06 Joerg Drechsler , Ira Globus-Harris , Audra McMillan , Jayshree Sarathy , Adam Smith

Differential privacy (DP) is a rigorous notion of data privacy, used for private statistics. The canonical algorithm for differentially private mean estimation is to first clip the samples to a bounded range and then add noise to their…

Statistics Theory · Mathematics 2024-10-10 Gautam Kamath , Argyris Mouzakis , Matthew Regehr , Vikrant Singhal , Thomas Steinke , Jonathan Ullman

We construct differentially private estimators with low sample complexity that estimate the median of an arbitrary distribution over $\mathbb{R}$ satisfying very mild moment conditions. Our result stands in contrast to the surprising…

Data Structures and Algorithms · Computer Science 2023-05-24 Maryam Aliakbarpour , Rose Silver , Thomas Steinke , Jonathan Ullman

We develop differentially private methods for estimating various distributional properties. Given a sample from a discrete distribution $p$, some functional $f$, and accuracy and privacy parameters $\alpha$ and $\varepsilon$, the goal is to…

Data Structures and Algorithms · Computer Science 2018-03-02 Jayadev Acharya , Gautam Kamath , Ziteng Sun , Huanyu Zhang

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

Differential Privacy (DP) is the current gold-standard for ensuring privacy for statistical queries. Estimation problems under DP constraints appearing in the literature have largely focused on providing equal privacy to all users. We…

Machine Learning · Computer Science 2025-04-22 Syomantak Chaudhuri , Thomas A. Courtade

We propose a general optimization-based framework for computing differentially private M-estimators and a new method for constructing differentially private confidence regions. Firstly, we show that robust statistics can be used in…

Statistics Theory · Mathematics 2023-12-14 Marco Avella-Medina , Casey Bradshaw , Po-Ling Loh

Constructing a differentially private (DP) estimator requires deriving the maximum influence of an observation, which can be difficult in the absence of exogenous bounds on the input data or the estimator, especially in high dimensional…

Machine Learning · Statistics 2022-07-27 Ryan Cumings-Menon

Differential Privacy (DP) provides a rigorous framework for releasing statistics while protecting individual information present in a dataset. Although substantial progress has been made on differentially private linear regression, existing…

Statistics Theory · Mathematics 2026-01-16 Getoar Sopa , Marco Avella Medina , Cynthia Rush

Bayesian methods lie at the heart of modern data science and provide a powerful scaffolding for estimation in data-constrained settings and principled quantification and propagation of uncertainty. Yet in many real-world use cases where…

Data Structures and Algorithms · Computer Science 2026-03-20 Sitan Chen , Jingqiu Ding , Mahbod Majid , Walter McKelvie

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

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

We consider the problem of mean estimation under user-level local differential privacy, where $n$ users are contributing through their local pool of data samples. Previous work assume that the number of data samples is the same across…

Methodology · Statistics 2024-10-15 Corentin Pla , Hugo Richard , Maxime Vono

Let $X$ be a random variable with unknown mean and finite variance. We present a new estimator of the mean of $X$ that is robust with respect to the possible presence of outliers in the sample, provides tight sub-Gaussian deviation…

Statistics Theory · Mathematics 2022-01-03 Stanislav Minsker , Mohamed Ndaoud

Percentiles and more generally, quantiles are commonly used in various contexts to summarize data. For most distributions, there is exactly one quantile that is unbiased. For distributions like the Gaussian that have the same mean and…

Methodology · Statistics 2022-01-11 Rohit Pandey

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

This paper is devoted to the estimators of the mean that provide strong non-asymptotic guarantees under minimal assumptions on the underlying distribution. The main ideas behind proposed techniques are based on bridging the notions of…

Statistics Theory · Mathematics 2019-05-07 Stanislav Minsker

Mutual information is a general statistical dependency measure which has found applications in representation learning, causality, domain generalization and computational biology. However, mutual information estimators are typically…

Machine Learning · Statistics 2023-10-17 Paweł Czyż , Frederic Grabowski , Julia E. Vogt , Niko Beerenwinkel , Alexander Marx

We introduce a novel framework for differentially private (DP) statistical estimation via data truncation, addressing a key challenge in DP estimation when the data support is unbounded. Traditional approaches rely on problem-specific…

Machine Learning · Computer Science 2025-11-11 Manolis Zampetakis , Felix Zhou