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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

The filtering distribution is a time-evolving probability distribution on the state of a dynamical system, given noisy observations. We study the large-time asymptotics of this probability distribution for discrete-time, randomly…

Dynamical Systems · Mathematics 2014-11-25 D. Sanz-Alonso , A. M. Stuart

We present parton distribution functions which include a quantitative estimate of its uncertainties. The parton distribution functions are optimized with respect to deep inelastic proton data, expressing the uncertainties as a density…

High Energy Physics - Phenomenology · Physics 2007-05-23 Walter T. Giele , Stephane A. Keller , David A. Kosower

The notion of probability plays an important role in almost all areas of science and technology. In modern mathematics, however, probability theory means nothing other than measure theory, and the operational characterization of the notion…

Probability · Mathematics 2019-09-09 Kohtaro Tadaki

We study the distributed tracking model, also known as distributed functional monitoring. This model involves $k$ sites each receiving a stream of items and communicating with the central server. The server's task is to track a function of…

Data Structures and Algorithms · Computer Science 2023-11-02 Zhongzheng Xiong , Xiaoyi Zhu , Zengfeng Huang

Recent research in differential privacy demonstrated that (sub)sampling can amplify the level of protection. For example, for $\epsilon$-differential privacy and simple random sampling with sampling rate $r$, the actual privacy guarantee is…

Applications · Statistics 2022-02-22 Jingchen Hu , Joerg Drechsler , Hang J. Kim

This paper considers the problem of estimating the cumulative distribution function and probability density function of a random variable using data quantized by uniform and non-uniform quantizers. A simple estimator is proposed based on…

Signal Processing · Electrical Eng. & Systems 2018-05-03 Paolo Carbone , Johan Schoukens , István Kollár , Antonio Moschitta

Several Artificial Intelligence schemes for reasoning under uncertainty explore either explicitly or implicitly asymmetries among probabilities of various states of their uncertain domain models. Even though the correct working of these…

Artificial Intelligence · Computer Science 2013-02-28 Marek J. Druzdzel

We present a consistent method to calculate the probability distribution of soliton parameters in systems with additive noise. Even though a weak noise is considered, we are interested in probabilities of large fluctuations (generally…

Chaotic Dynamics · Physics 2009-10-31 G. Falkovich , I. Kolokolov , V. Lebedev , S. Turitsyn

Gradient perturbation, widely used for differentially private optimization, injects noise at every iterative update to guarantee differential privacy. Previous work first determines the noise level that can satisfy the privacy requirement…

Machine Learning · Computer Science 2020-10-27 Da Yu , Huishuai Zhang , Wei Chen , Tie-Yan Liu , Jian Yin

We study distributed estimation and learning problems in a networked environment where agents exchange information to estimate unknown statistical properties of random variables from their privately observed samples. The agents can…

Machine Learning · Computer Science 2024-04-02 Marios Papachristou , M. Amin Rahimian

To develop a machine sound monitoring system, a method for detecting anomalous sound is proposed. In this paper, we explore a method for multiple clients to collaboratively learn an anomalous sound detection model while keeping their raw…

Audio and Speech Processing · Electrical Eng. & Systems 2024-03-26 Kota Dohi , Yohei Kawaguchi

We present a differentially private mechanism to display statistics (e.g., the moving average) of a stream of real valued observations where the bound on each observation is either too conservative or unknown in advance. This is…

Cryptography and Security · Computer Science 2018-11-09 Victor Perrier , Hassan Jameel Asghar , Dali Kaafar

Differentially private (DP) mechanisms have been deployed in a variety of high-impact social settings (perhaps most notably by the U.S. Census). Since all DP mechanisms involve adding noise to results of statistical queries, they are…

Cryptography and Security · Computer Science 2023-12-20 Lucas Rosenblatt , Julia Stoyanovich , Christopher Musco

We consider the privacy amplification properties of a sampling scheme in which a user's data is used in k steps chosen randomly and uniformly from a sequence (or set) of t steps. This sampling scheme has been recently applied in the context…

Machine Learning · Computer Science 2026-01-16 Vitaly Feldman , Moshe Shenfeld

In this paper, an alternative Discrete skew Logistic distribution is proposed, which is derived by using the general approach of discretizing a continuous distribution while retaining its survival function. The properties of the…

Methodology · Statistics 2016-04-07 Deepesh Bhati , Subrata Chakraborty , Snober Gowhar Lateef

This paper offers a mathematical invention that shows how to convert integrated quantiles, which often appear in risk measures, into integrated cumulative distribution functions, which are technically more tractable from various…

Risk Management · Quantitative Finance 2023-04-26 Yunran Wei , Ricardas Zitikis

We propose a new method of perturbing a major variable by adding noise such that results of regression analysis are unaffected. The extent of the perturbation can be controlled using a single parameter, which eases an actual perturbation…

Methodology · Statistics 2015-08-10 Yuzo Maruyama , Ryoko Tone , Yasushi Asami

In this paper we consider a variety of procedures for numerical statistical inference in the family of univariate and multivariate stable distributions. In connection with univariate distributions (i) we provide approximations by finite…

Computation · Statistics 2012-09-04 Efthymios G. Tsionas

We revisit the input perturbations framework for differential privacy where noise is added to the input $A\in \mathcal{S}$ and the result is then projected back to the space of admissible datasets $\mathcal{S}$. Through this framework, we…

Machine Learning · Computer Science 2024-08-09 Vincent Cohen-Addad , Tommaso d'Orsi , Alessandro Epasto , Vahab Mirrokni , Peilin Zhong
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