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We revisit the classical problem of nonparametric density estimation but impose local differential privacy constraints. Under such constraints, the original multivariate data $X_1,\ldots,X_n \in \mathbb{R}^d$ cannot be directly observed,…

Statistics Theory · Mathematics 2022-11-15 László Györfi , Martin Kroll

Probabilistic regression models the entire predictive distribution of a response variable, offering richer insights than classical point estimates and directly allowing for uncertainty quantification. While diffusion-based generative models…

Machine Learning · Computer Science 2025-10-07 Carlo Kneissl , Christopher Bülte , Philipp Scholl , Gitta Kutyniok

Multiplicative noise models are often used instead of additive noise models in cases in which the noise variance depends on the state. Furthermore, when Poisson distributions with relatively small counts are approximated with normal…

Optimization and Control · Mathematics 2018-06-08 Ruanui Nicholson , Jari P. Kaipio

We study nonparametric estimation of the diffusion coefficient from discrete data, when the observations are blurred by additional noise. Such issues have been developed over the last 10 years in several application fields and in particular…

Statistics Theory · Mathematics 2011-12-30 Marc Hoffmann , Axel Munk , Johannes Schmidt-Hieber

Regularization is a common tool in variational inverse problems to impose assumptions on the parameters of the problem. One such assumption is sparsity, which is commonly promoted using lasso and total variation-like regularization.…

Statistics Theory · Mathematics 2023-02-15 Jasper Marijn Everink , Yiqiu Dong , Martin Skovgaard Andersen

We develop a general approach for studying the cumulative probability distribution function of localized objects (particles) whose dynamics is governed by the first-order Langevin equation driven by superheavy-tailed noise. Solving the…

Statistical Mechanics · Physics 2011-04-05 S. I. Denisov , H. Kantz

In privacy under continual observation we study how to release differentially private estimates based on a dataset that evolves over time. The problem of releasing private prefix sums of $x_1,x_2,x_3,\dots \in\{0,1\}$ (where the value of…

Machine Learning · Computer Science 2024-01-17 Joel Daniel Andersson , Rasmus Pagh

Inspired by the notion that environmental noise is in principle observable, whilst fundamental noise due to spontaneous localisation would not be, we study the estimation of the diffusion parameter induced by wave function collapse models…

Quantum Physics · Physics 2016-10-27 Marco G. Genoni , O. S. Duarte , A. Serafini

Probabilistic finite mixture models are widely used for unsupervised clustering. These models can often be improved by adapting them to the topology of the data. For instance, in order to classify spatially adjacent data points similarly,…

Computer Vision and Pattern Recognition · Computer Science 2022-02-09 Jonathan Vacher , Claire Launay , Ruben Coen-Cagli

We study the privatization of distributed learning and optimization strategies. We focus on differential privacy schemes and study their effect on performance. We show that the popular additive random perturbation scheme degrades…

Machine Learning · Computer Science 2023-01-18 Elsa Rizk , Stefan Vlaski , Ali H. Sayed

Stochastic inverse problems considered in this article consist of estimating the probability distributions of intrinsically random inputs of computer models. These estimations are based on observable outputs affected by model noise, and…

Statistics Theory · Mathematics 2025-03-17 Nicolas Bousquet , Mélanie Blazère , Thomas Cerbelaud

We consider the problem of publicly releasing a dataset for support vector machine classification while not infringing on the privacy of data subjects (i.e., individuals whose private information is stored in the dataset). The dataset is…

Cryptography and Security · Computer Science 2020-01-01 Farhad Farokhi

The simplest and most widely applied method for guaranteeing differential privacy is to add instance-independent noise to a statistic of interest that is scaled to its global sensitivity. However, global sensitivity is a worst-case notion…

Statistics Theory · Mathematics 2019-06-10 Mark Bun , Thomas Steinke

With the rapidly increasing ability to collect and analyze personal data, data privacy becomes an emerging concern. In this work, we develop a new statistical notion of local privacy to protect each categorical data that will be collected…

Cryptography and Security · Computer Science 2021-07-06 Ganghua Wang , Jie Ding

Distribution estimation under local differential privacy (LDP) is a fundamental and challenging task. Significant progresses have been made on categorical data. However, due to different evaluation metrics, these methods do not work well…

Machine Learning · Computer Science 2025-09-25 Puning Zhao , Zhikun Zhang , Bo Sun , Li Shen , Liang Zhang , Shaowei Wang , Zhe Liu

The emerging public awareness and government regulations of data privacy motivate new paradigms of collecting and analyzing data that are transparent and acceptable to data owners. We present a new concept of privacy and corresponding data…

Cryptography and Security · Computer Science 2022-06-08 Jie Ding , Bangjun Ding

This paper studies the problem of {\em learning} the probability distribution $P_X$ of a discrete random variable $X$ using indirect and sequential samples. At each time step, we choose one of the possible $K$ functions, $g_1, \ldots, g_K$…

Machine Learning · Computer Science 2018-08-17 Samarth Gupta , Gauri Joshi , Osman Yağan

The key distinguishing property of a Bayesian approach is marginalization, rather than using a single setting of weights. Bayesian marginalization can particularly improve the accuracy and calibration of modern deep neural networks, which…

Machine Learning · Computer Science 2022-03-31 Andrew Gordon Wilson , Pavel Izmailov

A compression function is a map that slims down an observational set into a subset of reduced size, while preserving its informational content. In multiple applications, the condition that one new observation makes the compressed set change…

Machine Learning · Computer Science 2024-01-09 Marco C. Campi , Simone Garatti

For given computational resources, the accuracy of plasma simulations using particles is mainly held back by the noise due to limited statistical sampling in the reconstruction of the particle distribution function. A method based on…

Computational Physics · Physics 2009-09-03 Romain Nguyen van yen , Diego del-Castillo-Negrete , Kai Schneider , Marie Farge , Guangye Chen