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Given $n$ i.i.d. random matrices $A_i \in \mathbb{R}^{d \times d}$ that share a common expectation $\Sigma$, the objective of Differentially Private Stochastic PCA is to identify a subspace of dimension $k$ that captures the largest…

Machine Learning · Statistics 2025-08-15 Johanna Düngler , Amartya Sanyal

Principal components analysis (PCA) is a standard tool for identifying good low-dimensional approximations to data in high dimension. Many data sets of interest contain private or sensitive information about individuals. Algorithms which…

Machine Learning · Statistics 2013-08-09 Kamalika Chaudhuri , Anand D. Sarwate , Kaushik Sinha

Recent advances have sparked significant interest in the development of privacy-preserving Principal Component Analysis (PCA). However, many existing approaches rely on restrictive assumptions, such as assuming sub-Gaussian data or being…

Methodology · Statistics 2025-07-22 Minwoo Kim , Sungkyu Jung

In this work, we give efficient algorithms for privately estimating a Gaussian distribution in both pure and approximate differential privacy (DP) models with optimal dependence on the dimension in the sample complexity. In the pure DP…

Data Structures and Algorithms · Computer Science 2023-06-02 Daniel Alabi , Pravesh K. Kothari , Pranay Tankala , Prayaag Venkat , Fred Zhang

We propose a novel Decentralized Differentially Private Power Method (D-DP-PM) for performing Principal Component Analysis (PCA) in networked multi-agent settings. Unlike conventional decentralized PCA approaches where each agent accesses…

Machine Learning · Computer Science 2025-07-31 Andrew Campbell , Anna Scaglione , Sean Peisert

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

Principal component analysis (PCA) has well-documented merits for data extraction and dimensionality reduction. PCA deals with a single dataset at a time, and it is challenged when it comes to analyzing multiple datasets. Yet in certain…

Machine Learning · Computer Science 2017-10-27 Gang Wang , Jia Chen , Georgios B. Giannakis

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 study the problem of differentially private linear regression where each data point is sampled from a fixed sub-Gaussian style distribution. We propose and analyze a one-pass mini-batch stochastic gradient descent method (DP-AMBSSGD)…

Machine Learning · Computer Science 2022-07-14 Prateek Varshney , Abhradeep Thakurta , Prateek Jain

Differentially private synthetic data provide a powerful mechanism to enable data analysis while protecting sensitive information about individuals. However, when the data lie in a high-dimensional space, the accuracy of the synthetic data…

Machine Learning · Computer Science 2024-12-12 Yiyun He , Thomas Strohmer , Roman Vershynin , Yizhe Zhu

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

Estimating a covariance matrix and its associated principal components is a fundamental problem in contemporary statistics. While optimal estimation procedures have been developed with well-understood properties, the increasing demand for…

Statistics Theory · Mathematics 2024-09-30 T. Tony Cai , Dong Xia , Mengyue Zha

We show a new lower bound on the sample complexity of $(\varepsilon, \delta)$-differentially private algorithms that accurately answer statistical queries on high-dimensional databases. The novelty of our bound is that it depends optimally…

Data Structures and Algorithms · Computer Science 2015-01-27 Thomas Steinke , Jonathan Ullman

We revisit the task of computing the span of the top $r$ singular vectors $u_1, \ldots, u_r$ of a matrix under differential privacy. We show that a simple and efficient algorithm -- based on singular value decomposition and standard…

Machine Learning · Computer Science 2025-10-31 Tommaso d'Orsi , Gleb Novikov

Principal component analysis (PCA) is widely used for feature extraction and dimensionality reduction, with documented merits in diverse tasks involving high-dimensional data. Standard PCA copes with one dataset at a time, but it is…

Machine Learning · Computer Science 2019-01-30 Jia Chen , Gang Wang , Georgios B. Giannakis

We study person-level differentially private (DP) mean estimation in the case where each person holds multiple samples. DP here requires the usual notion of distributional stability when $\textit{all}$ of a person's datapoints can be…

Data Structures and Algorithms · Computer Science 2024-07-22 Sushant Agarwal , Gautam Kamath , Mahbod Majid , Argyris Mouzakis , Rose Silver , Jonathan Ullman

Differentially private (DP) linear regression has received significant attention in the recent theoretical literature, with several approaches proposed to improve error rates. Our work considers the popular high-dimensional regime with…

Machine Learning · Statistics 2026-04-28 Simone Bombari , Jialei Luo , Inbar Seroussi , Marco Mondelli

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

Privacy preservation in machine learning, particularly through Differentially Private Stochastic Gradient Descent (DP-SGD), is critical for sensitive data analysis. However, existing statistical inference methods for SGD predominantly focus…

Machine Learning · Statistics 2025-12-15 Xintao Xia , Linjun Zhang , Zhanrui Cai

Privacy in AI remains a topic that draws attention from researchers and the general public in recent years. As one way to implement privacy-preserving AI, differentially private learning is a framework that enables AI models to use…

Machine Learning · Computer Science 2023-05-03 Tianyu Xia , Shuheng Shen , Su Yao , Xinyi Fu , Ke Xu , Xiaolong Xu , Xing Fu
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