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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

We consider the problem of collaborative personalized mean estimation under a privacy constraint in an environment of several agents continuously receiving data according to arbitrary unknown agent-specific distributions. In particular, we…

Machine Learning · Computer Science 2024-12-02 Yauhen Yakimenka , Chung-Wei Weng , Hsuan-Yin Lin , Eirik Rosnes , Jörg Kliewer

Non-parametric estimation of a convex discrete distribution may be of interest in several applications, such as the estimation of species abundance distribution in ecology. In this paper we study the least squares estimator of a discrete…

Methodology · Statistics 2012-02-29 Cécile Durot , François Koladjo , Sylvie Huet , Stéphane Robin

In this work, we study local minimax convergence estimation rates subject to $\epsilon$-differential privacy. Unlike worst-case rates, which may be conservative, algorithms that are locally minimax optimal must adapt to easy instances of…

Statistics Theory · Mathematics 2022-10-31 Audra McMillan , Adam Smith , Jon Ullman

We consider the problem of estimating the common mean of independently sampled data, where samples are drawn in a possibly non-identical manner from symmetric, unimodal distributions with a common mean. This generalizes the setting of…

Statistics Theory · Mathematics 2019-07-09 Ankit Pensia , Varun Jog , Po-Ling Loh

Given a dataset of $n$ i.i.d. samples from an unknown distribution $P$, we consider the problem of generating a sample from a distribution that is close to $P$ in total variation distance, under the constraint of differential privacy (DP).…

Data Structures and Algorithms · Computer Science 2023-06-23 Badih Ghazi , Xiao Hu , Ravi Kumar , Pasin Manurangsi

We provide sample complexity upper bounds for agnostically learning multivariate Gaussians under the constraint of approximate differential privacy. These are the first finite sample upper bounds for general Gaussians which do not impose…

Machine Learning · Statistics 2020-10-21 Ishaq Aden-Ali , Hassan Ashtiani , Gautam Kamath

We develop differentially private methods for estimating various distributional properties. Given a sample from a discrete distribution $p$, some functional $f$, and accuracy and privacy parameters $\alpha$ and $\varepsilon$, the goal is to…

Data Structures and Algorithms · Computer Science 2018-03-02 Jayadev Acharya , Gautam Kamath , Ziteng Sun , Huanyu Zhang

We develop a near-optimal testing procedure under the framework of Gaussian differential privacy for simple as well as one- and two-sided tests under monotone likelihood ratio conditions. Our mechanism is based on a private mean estimator…

Machine Learning · Statistics 2026-01-30 Yu-Wei Chen , Raghu Pasupathy , Jordan Awan

We consider the problem of mean estimation assuming only finite variance. We study a new class of mean estimators constructed by integrating over random noise applied to a soft-truncated empirical mean estimator. For appropriate choices of…

Statistics Theory · Mathematics 2019-06-26 Matthew J. Holland

We initiate an investigation of private sampling from distributions. Given a dataset with $n$ independent observations from an unknown distribution $P$, a sampling algorithm must output a single observation from a distribution that is close…

Machine Learning · Computer Science 2022-11-16 Sofya Raskhodnikova , Satchit Sivakumar , Adam Smith , Marika Swanberg

Objective functions based on Hellinger distance yield robust and efficient estimators of model parameters. Motivated by privacy and regulatory requirements encountered in contemporary applications, we derive in this paper \emph{private…

Statistics Theory · Mathematics 2026-04-22 Fengnan Deng , Anand N. Vidyashankar

Confidence intervals are a fundamental tool for quantifying the uncertainty of parameters of interest. With the increase of data privacy awareness, developing a private version of confidence intervals has gained growing attention from both…

Methodology · Statistics 2024-04-12 Shurong Lin , Mark Bun , Marco Gaboardi , Eric D. Kolaczyk , Adam Smith

Differential privacy is widely adopted to provide provable privacy guarantees in data analysis. We consider the problem of combining public and private data (and, more generally, data with heterogeneous privacy needs) for estimating…

Machine Learning · Computer Science 2021-11-02 Cecilia Ferrando , Jennifer Gillenwater , Alex Kulesza

A key challenge in many modern data analysis tasks is that user data are heterogeneous. Different users may possess vastly different numbers of data points. More importantly, it cannot be assumed that all users sample from the same…

Cryptography and Security · Computer Science 2023-08-01 Rachel Cummings , Vitaly Feldman , Audra McMillan , Kunal Talwar

We derive concentration inequalities for differentially private median and mean estimators building on the "Propose, Test, Release" (PTR) mechanism introduced by Dwork and Lei (2009). We introduce a new general version of the PTR mechanism…

Machine Learning · Statistics 2020-02-21 Victor-Emmanuel Brunel , Marco Avella-Medina

The increased use of differential privacy (DP) has allowed the sharing of large amounts of data while reducing the risk of disclosure of sensitive information at the individual level. However, the noise introduced by DP methods makes…

Methodology · Statistics 2026-04-29 Jordan Awan , Xi Chen , Roberto Molinari

Respondent-driven sampling is a widely-used network sampling technique, designed to sample from hard-to-reach populations. Estimation from the resulting samples is an area of active research, with software available to compute at least four…

Applications · Statistics 2010-12-21 Amber Tomas , Krista J. Gile

We propose an estimation procedure for discrete choice models of differentiated products with possibly high-dimensional product attributes. In our model, high-dimensional attributes can be determinants of both mean and variance of the…

Econometrics · Economics 2020-04-21 Masayuki Sawada , Kohei Kawaguchi

We present a detailed derivation of some estimators of Shannon entropy for discrete distributions. They hold for finite samples of N points distributed into M "boxes", with N and M -> oo, but N/M < oo. In the high sampling regime (<< 1…

Data Analysis, Statistics and Probability · Physics 2011-11-09 P. Grassberger