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We conduct a simulation study of Local Projection (LP) and Vector Autoregression (VAR) estimators of structural impulse responses across thousands of data generating processes, designed to mimic the properties of the universe of U.S.…

Econometrics · Economics 2024-01-24 Dake Li , Mikkel Plagborg-Møller , Christian K. Wolf

Differential privacy (DP) is a compelling privacy definition that explains the privacy-utility tradeoff via formal, provable guarantees. Inspired by recent progress toward general-purpose data release algorithms, we propose a private…

Data Structures and Algorithms · Computer Science 2020-06-17 Benjamin Coleman , Anshumali Shrivastava

Differentially private stochastic gradient descent (DP-SGD) is the workhorse algorithm for recent advances in private deep learning. It provides a single privacy guarantee to all datapoints in the dataset. We propose output-specific…

Machine Learning · Computer Science 2024-07-26 Da Yu , Gautam Kamath , Janardhan Kulkarni , Tie-Yan Liu , Jian Yin , Huishuai Zhang

This paper investigates privacy issues in distributed resource allocation over directed networks, where each agent holds a private cost function and optimizes its decision subject to a global coupling constraint through local interaction…

Systems and Control · Electrical Eng. & Systems 2025-07-08 Wei Huo , Xiaomeng Chen , Lingying Huang , Karl Henrik Johansson , Ling Shi

In the arena of privacy-preserving machine learning, differentially private stochastic gradient descent (DP-SGD) has outstripped the objective perturbation mechanism in popularity and interest. Though unrivaled in versatility, DP-SGD…

Machine Learning · Computer Science 2024-01-02 Rachel Redberg , Antti Koskela , Yu-Xiang Wang

Graph Neural Networks have achieved tremendous success in modeling complex graph data in a variety of applications. However, there are limited studies investigating privacy protection in GNNs. In this work, we propose a learning framework…

Machine Learning · Computer Science 2024-08-07 Karuna Bhaila , Wen Huang , Yongkai Wu , Xintao Wu

Motivated by the increasing deployment of reinforcement learning in the real world, involving a large consumption of personal data, we introduce a differentially private (DP) policy gradient algorithm. We show that, in this setting, the…

Machine Learning · Computer Science 2025-02-03 Alexandre Rio , Merwan Barlier , Igor Colin

We introduce a novel differentially private algorithm for online federated learning that employs temporally correlated noise to enhance utility while ensuring privacy of continuously released models. To address challenges posed by DP noise…

Machine Learning · Computer Science 2025-01-10 Jiaojiao Zhang , Linglingzhi Zhu , Mikael Johansson

We study the problem of estimating a set of $d$ linear queries with respect to some unknown distribution $\mathbf{p}$ over a domain $\mathcal{J}=[J]$ based on a sensitive data set of $n$ individuals under the constraint of local…

Machine Learning · Computer Science 2018-10-08 Raef Bassily

Leveraging transfer learning has recently been shown to be an effective strategy for training large models with Differential Privacy (DP). Moreover, somewhat surprisingly, recent works have found that privately training just the last layer…

Machine Learning · Computer Science 2022-11-28 Harsh Mehta , Walid Krichene , Abhradeep Thakurta , Alexey Kurakin , Ashok Cutkosky

Federated learning (FL) is a new paradigm that enables many clients to jointly train a machine learning (ML) model under the orchestration of a parameter server while keeping the local data not being exposed to any third party. However, the…

Machine Learning · Computer Science 2022-04-27 Yiwei Li , Shuai Wang , Tsung-Hui Chang , Chong-Yung Chi

We propose a novel sparse sliced inverse regression method based on random projections in a large $p$ small $n$ setting. Embedded in a generalized eigenvalue framework, the proposed approach finally reduces to parallel execution of…

Methodology · Statistics 2023-08-04 Jia Zhang , Runxiong Wu , Xin Chen

Differentially private (DP) machine learning has recently become popular. The privacy loss of DP algorithms is commonly reported using $(\varepsilon,\delta)$-DP. In this paper, we propose a numerical accountant for evaluating the privacy…

Machine Learning · Statistics 2020-08-28 Antti Koskela , Joonas Jälkö , Antti Honkela

The problem of estimating a parameter in the drift coefficient is addressed for $N$ discretely observed independent and identically distributed stochastic differential equations (SDEs). This is done considering additional constraints,…

Statistics Theory · Mathematics 2024-10-17 Chiara Amorino , Arnaud Gloter , Hélène Halconruy

We study adaptive methods for differentially private convex optimization, proposing and analyzing differentially private variants of a Stochastic Gradient Descent (SGD) algorithm with adaptive stepsizes, as well as the AdaGrad algorithm. We…

Machine Learning · Computer Science 2021-06-28 Hilal Asi , John Duchi , Alireza Fallah , Omid Javidbakht , Kunal Talwar

Differentially private stochastic gradient descent (DP-SGD) enables private deep learning through per-example clipping and calibrated Gaussian noise, but its high-variance updates can reduce utility on challenging datasets. We propose…

Machine Learning · Computer Science 2026-05-21 Mohammad Partohaghighi , Roummel Marcia

Local differential privacy (LDP) has become a central topic in data privacy research, offering strong privacy guarantees by perturbing user data at the source and removing the need for a trusted curator. However, the noise introduced by LDP…

Machine Learning · Computer Science 2026-03-04 Caihong Qin , Yang Bai

Local Differential Privacy protocols are stochastic protocols used in data aggregation when individual users do not trust the data aggregator with their private data. In such protocols there is a fundamental tradeoff between user privacy…

Cryptography and Security · Computer Science 2020-09-04 Milan Lopuhaä-Zwakenberg , Zitao Li , Boris Škorić , Ninghui Li

Differential privacy (DP) is a rigorous framework that protects the participation of individuals in a dataset by limiting information leakage from released estimators. This creates a challenging setting for statisticians: DP must hold…

Methodology · Statistics 2026-05-06 Tao Shen , Xin T. Tong , Wanjie Wang

In this paper, we investigate the problem of differentially private distributed optimization. Recognizing that lower sensitivity leads to higher accuracy, we analyze the key factors influencing the sensitivity of differentially private…

Optimization and Control · Mathematics 2026-01-05 Furan Xie , Bing Liu , Li Chai
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