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We study the statistical complexity of private linear regression under an unknown, potentially ill-conditioned covariate distribution. Somewhat surprisingly, under privacy constraints the intrinsic complexity is \emph{not} captured by the…

Machine Learning · Computer Science 2025-11-06 Fan Chen , Jiachun Li , Alexander Rakhlin , David Simchi-Levi

In this work, we study trade-offs between accuracy and privacy in the context of linear queries over histograms. This is a rich class of queries that includes contingency tables and range queries, and has been a focus of a long line of…

Data Structures and Algorithms · Computer Science 2013-08-05 Aleksandar Nikolov , Kunal Talwar , Li Zhang

We study the problem of privately estimating the parameters of $d$-dimensional Gaussian Mixture Models (GMMs) with $k$ components. For this, we develop a technique to reduce the problem to its non-private counterpart. This allows us to…

Machine Learning · Statistics 2023-06-09 Jamil Arbas , Hassan Ashtiani , Christopher Liaw

This paper considers the private release of statistics of disjoint subsets of a dataset, in the setting of data heterogeneity, where users could contribute more than one sample, with different users contributing potentially different…

Cryptography and Security · Computer Science 2025-03-26 V. Arvind Rameshwar , Anshoo Tandon

We explore and compare a variety of definitions for privacy and disclosure limitation in statistical estimation and data analysis, including (approximate) differential privacy, testing-based definitions of privacy, and posterior guarantees…

Statistics Theory · Mathematics 2014-12-16 Rina Foygel Barber , John C. Duchi

We obtain a tight distribution-specific characterization of the sample complexity of large-margin classification with L2 regularization: We introduce the margin-adapted dimension, which is a simple function of the second order statistics of…

Machine Learning · Statistics 2013-09-19 Sivan Sabato , Nathan Srebro , Naftali Tishby

We consider the classical problem of estimating the covariance matrix of a subgaussian distribution from i.i.d. samples in the novel context of coarse quantization, i.e., instead of having full knowledge of the samples, they are quantized…

Information Theory · Computer Science 2022-04-25 Sjoerd Dirksen , Johannes Maly , Holger Rauhut

This paper revisits a fundamental problem in statistical inference from a non-asymptotic theoretical viewpoint $\unicode{x2013}$ the construction of confidence sets. We establish a finite-sample bound for the estimator, characterizing its…

Statistics Theory · Mathematics 2023-01-03 Lang Liu , Zaid Harchaoui

In this work we present novel differentially private identity (goodness-of-fit) testers for natural and widely studied classes of multivariate product distributions: Gaussians in $\mathbb{R}^d$ with known covariance and product…

Data Structures and Algorithms · Computer Science 2022-03-07 Clément L. Canonne , Gautam Kamath , Audra McMillan , Jonathan Ullman , Lydia Zakynthinou

Linear Least Squares is a very well known technique for parameter estimation, which is used even when sub-optimal, because of its very low computational requirements and the fact that exact knowledge of the noise statistics is not required.…

Signal Processing · Electrical Eng. & Systems 2017-11-01 Michael Krikheli , Amir Leshem

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

Privacy and communication constraints are two major bottlenecks in federated learning (FL) and analytics (FA). We study the optimal accuracy of mean and frequency estimation (canonical models for FL and FA respectively) under joint…

Machine Learning · Statistics 2023-04-05 Wei-Ning Chen , Dan Song , Ayfer Ozgur , Peter Kairouz

We investigate a problem of finding the minimum, in which each user has a real value and we want to estimate the minimum of these values under the local differential privacy constraint. We reveal that this problem is fundamentally…

Statistics Theory · Mathematics 2019-05-28 Kazuto Fukuchi , Chia-Mu Yu , Arashi Haishima , Jun Sakuma

We provide finite sample bounds on the Normal approximation to the law of the least squares estimator of the projection parameters normalized by the sandwich-based standard errors. Our results hold in the increasing dimension setting and…

Statistics Theory · Mathematics 2021-10-25 Arun Kumar Kuchibhotla , Alessandro Rinaldo , Larry Wasserman

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

Differential privacy has become crucial in the real-world deployment of statistical and machine learning algorithms with rigorous privacy guarantees. The earliest statistical queries, for which differential privacy mechanisms have been…

Statistics Theory · Mathematics 2023-02-13 Saiteja Utpala , Praneeth Vepakomma , Nina Miolane

Robust covariance estimation is the following, well-studied problem in high dimensional statistics: given $N$ samples from a $d$-dimensional Gaussian $\mathcal{N}(\boldsymbol{0}, \Sigma)$, but where an $\varepsilon$-fraction of the samples…

Data Structures and Algorithms · Computer Science 2020-06-25 Jerry Li , Guanghao Ye

We present a novel way to compare the statistical cost of privacy mechanisms using their Dobrushin coefficient. Specifically, we provide upper and lower bounds for the Dobrushin coefficient of a privacy mechanism in terms of its maximal…

Information Theory · Computer Science 2018-01-22 Mario Diaz , Lalitha Sankar , Peter Kairouz

We study the sample complexity of differentially private optimization of quasi-concave functions. For a fixed input domain $\mathcal{X}$, Cohen et al. (STOC 2023) proved that any generic private optimizer for low sensitive quasi-concave…

Cryptography and Security · Computer Science 2025-04-29 Kobbi Nissim , Eliad Tsfadia , Chao Yan

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